/usr/include/oce/math_BrentMinimum.hxx is in liboce-foundation-dev 0.17.2-2.
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// Please do not edit this file; modify original file instead.
// The copyright and license terms as defined for the original file apply to
// this header file considered to be the "object code" form of the original source.
#ifndef _math_BrentMinimum_HeaderFile
#define _math_BrentMinimum_HeaderFile
#include <Standard.hxx>
#include <Standard_DefineAlloc.hxx>
#include <Standard_Macro.hxx>
#include <Standard_Boolean.hxx>
#include <Standard_Real.hxx>
#include <Standard_Integer.hxx>
#include <Standard_OStream.hxx>
class StdFail_NotDone;
class math_Function;
//! This class implements the Brent's method to find the minimum of
//! a function of a single variable.
//! No knowledge of the derivative is required.
class math_BrentMinimum
{
public:
DEFINE_STANDARD_ALLOC
//! This constructor should be used in a sub-class to initialize
//! correctly all the fields of this class.
Standard_EXPORT math_BrentMinimum(const Standard_Real TolX, const Standard_Integer NbIterations = 100, const Standard_Real ZEPS = 1.0e-12);
//! This constructor should be used in a sub-class to initialize
//! correctly all the fields of this class.
//! It has to be used if F(Bx) is known.
Standard_EXPORT math_BrentMinimum(const Standard_Real TolX, const Standard_Real Fbx, const Standard_Integer NbIterations = 100, const Standard_Real ZEPS = 1.0e-12);
//! Given a bracketing triplet of abscissae Ax, Bx, Cx
//! (such as Bx is between Ax and Cx, F(Bx) is
//! less than both F(Bx) and F(Cx)) the Brent minimization is done
//! on the function F.
//! The tolerance required on F is given by Tolerance.
//! The solution is found when :
//! abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;
//! The maximum number of iterations allowed is given by NbIterations.
Standard_EXPORT math_BrentMinimum(math_Function& F, const Standard_Real Ax, const Standard_Real Bx, const Standard_Real Cx, const Standard_Real TolX, const Standard_Integer NbIterations = 100, const Standard_Real ZEPS = 1.0e-12);
//! Brent minimization is performed on function F from a given
//! bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is
//! between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx))
//! Warning
//! The initialization constructors must have been called
//! before the call to the Perform method.
Standard_EXPORT void Perform (math_Function& F, const Standard_Real Ax, const Standard_Real Bx, const Standard_Real Cx) ;
//! This method is called at the end of each iteration to check if the
//! solution is found.
//! It can be redefined in a sub-class to implement a specific test to
//! stop the iterations.
Standard_EXPORT virtual Standard_Boolean IsSolutionReached (math_Function& F) ;
//! Returns true if the computations are successful, otherwise returns false.
Standard_Boolean IsDone() const;
//! returns the location value of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Real Location() const;
//! returns the value of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Real Minimum() const;
//! returns the number of iterations really done during the
//! computation of the minimum.
//! Exception NotDone is raised if the minimum was not found.
Standard_Integer NbIterations() const;
//! Prints on the stream o information on the current state
//! of the object.
//! Is used to redefine the operator <<.
Standard_EXPORT void Dump (Standard_OStream& o) const;
protected:
Standard_Real a;
Standard_Real b;
Standard_Real x;
Standard_Real fx;
Standard_Real fv;
Standard_Real fw;
Standard_Real XTol;
Standard_Real EPSZ;
private:
Standard_Boolean Done;
Standard_Integer iter;
Standard_Integer Itermax;
Standard_Boolean myF;
};
#include <math_BrentMinimum.lxx>
#endif // _math_BrentMinimum_HeaderFile
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