Detailed Description

template<class func_t = funct>
class o2scl::min_brent_gsl< func_t >

The minimization in the function min_bkt() is complete when the bracketed interval is smaller than $\mathrm{tol} = \mathrm{tol\_abs} + \mathrm{tol\_rel} \cdot \mathrm{min}$ , where $\mathrm{min} = \mathrm{min}(|\mathrm{lower}|,|\mathrm{upper}|)$ .

Note that this algorithm requires that the initial guess already brackets the minimum, i.e. $ x_1 < x_2 < x_3 $ , $ f(x_1) > f(x_2) $ and $ f(x_3) > f(x_2) $ . This is different from min_cern, where the initial value of the first parameter to min_cern::min_bkt() is ignored.

The set functions throw an error if the initial bracket is not correctly specified. The function iterate() never calls the error handler. The function min_bkt() calls the error handler if the tolerances are negative or if the number of iterations is insufficient to give the specified tolerance.

Setting min_base::err_nonconv to false will force min_bkt() not to call the error handler when the number of iterations is insufficient.

Note that if there are more than 1 local minima in the specified interval, there is no guarantee that this method will find the global minimum.

See also root_brent_gsl for a similar algorithm applied as a solver rather than a minimizer.

Note: There was a bug in this minimizer which was fixed for GSL-1.11 which has also been fixed here.

Definition at line 95 of file min_brent_gsl.h.

Protected Attributes
func_t *	uf
	The function.

Temporary storage
double	d

double	e

double	v

double	w

double	f_v

double	f_w

double	x_minimum
	Location of minimum.

double	x_lower
	Lower bound.

double	x_upper
	Upper bound.

double	f_minimum
	Minimum value.

double	f_lower
	Value at lower bound.

double	f_upper
	Value at upper bound.

int	compute_f_values (func_t &func, double xminimum, double fminimum, double xlower, double flower, double xupper, double *fupper)
	Compute the function values at the various points.

	min_brent_gsl ()

virtual	~min_brent_gsl ()

int	set (func_t &func, double xmin, double lower, double upper)
	Set the function and the initial bracketing interval.

int	set_with_values (func_t &func, double xmin, double fmin, double lower, double fl, double upper, double fu)
	Set the function, the initial bracketing interval, and the corresponding function values.

int	iterate ()
	Perform an iteration. More...

virtual int	min_bkt (double &x2, double x1, double x3, double &fmin, func_t &func)
	Calculate the minimum `fmin` of `func` with `x2` bracketed between `x1` and `x3`. More...

virtual const char *	type ()
	Return string denoting type ("min_brent_gsl")

Additional Inherited Members
Public Member Functions inherited from o2scl::min_bkt_base< funct >
virtual int	min (double &x, double &fmin, funct &func)
	Calculate the minimum `min` of `func` w.r.t 'x'. More...

virtual int	min_bkt (double &x2, double x1, double x3, double &fmin, funct &func)=0
	Calculate the minimum `min` of `func` with x2 bracketed between x1 and x3. More...

virtual int	min_de (double &x, double &fmin, funct &func, funct &df)
	Calculate the minimum `min` of `func` with derivative `dfunc` w.r.t 'x'. More...

Public Member Functions inherited from o2scl::min_base< funct, funct >
virtual int	print_iter (double x, double y, int iter, double value=0.0, double limit=0.0, std::string comment="")
	Print out iteration information. More...

virtual int	bracket (double &ax, double &bx, double &cx, double &fa, double &fb, double &fc, funct &func)
	Given interval `(ax,bx)`, attempt to bracket a minimum for function `func`. More...

Public Attributes inherited from o2scl::min_bkt_base< funct >
int	bracket_iter
	The number of iterations for automatically bracketing a minimum (default 20)

Public Attributes inherited from o2scl::min_base< funct, funct >
int	verbose
	Output control.

int	ntrial
	Maximum number of iterations.

double	tol_rel
	The tolerance for the minimum function value.

double	tol_abs
	The tolerance for the location of the minimum.

int	last_ntrial
	The number of iterations used in the most recent minimization.

int	bracket_iter
	The number of iterations for automatically bracketing a minimum (default 20)

bool	err_nonconv
	If true, call the error handler if the routine does not "converge".

Member Function Documentation

◆ iterate()

template<class func_t = funct>

int o2scl::min_brent_gsl< func_t >::iterate ( )

inline

Idea for Future:: It looks like x_left and x_right can be removed. Also, it would be great to replace the one-letter variable names with something more meaningful.

Definition at line 206 of file min_brent_gsl.h.

◆ min_bkt()

template<class func_t = funct>

virtual int o2scl::min_brent_gsl< func_t >::min_bkt	(	double &	x2,
		double	x1,
		double	x3,
		double &	fmin,
		func_t &	func
	)

inlinevirtual

Note that this algorithm requires that the initial guess already brackets the minimum, i.e. $ x_1 < x_2 < x_3 $ , $ f(x_1) > f(x_2) $ and $ f(x_3) > f(x_2) $ . This is different from min_cern, where the initial value of the first parameter to min_cern::min_bkt() is ignored.

Definition at line 342 of file min_brent_gsl.h.

The documentation for this class was generated from the following file:

/home/awsteiner/wcs/o2scl/src/min/min_brent_gsl.h

Detailed Description

template<class func_t = funct> class o2scl::min_brent_gsl< func_t >

Protected Attributes

Temporary storage

Additional Inherited Members

Member Function Documentation

◆ iterate()

◆ min_bkt()

template<class func_t = funct>
class o2scl::min_brent_gsl< func_t >