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SUMMARY: INNER | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Object | +--pal.math.UnivariateMinimum
minimization of a real-valued function of one variable without using derivatives.
algorithm: Brent's golden section method (Richard P. Brent. 1973. Algorithms for finding zeros and extrema of functions without calculating derivatives. Prentice-Hall.)
Field Summary | |
double |
f2minx
curvature at minimum |
double |
fminx
function value at minimum |
int |
maxFun
maximum number of function evaluations (default 0 indicates no limit on calls) |
double |
minx
last minimum |
int |
numFun
total number of function evaluations neccessary |
Constructor Summary | |
UnivariateMinimum()
|
Method Summary | |
double |
findMinimum(double x,
UnivariateFunction f)
Find minimum (first estimate given) |
double |
findMinimum(double x,
UnivariateFunction f,
int fracDigits)
Find minimum (first estimate given, desired number of fractional digits specified) |
double |
findMinimum(UnivariateFunction f)
Find minimum (no first estimate given) |
double |
findMinimum(UnivariateFunction f,
int fracDigits)
Find minimum (no first estimate given, desired number of fractional digits specified) |
double |
optimize(double x,
UnivariateFunction f,
double tol)
The actual optimization routine (Brent's golden section method) |
double |
optimize(UnivariateFunction f,
double tol)
The actual optimization routine (Brent's golden section method) |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
public double minx
public double fminx
public double f2minx
public int numFun
public int maxFun
Constructor Detail |
public UnivariateMinimum()
Method Detail |
public double findMinimum(double x, UnivariateFunction f)
x
- first estimatef
- functionpublic double findMinimum(double x, UnivariateFunction f, int fracDigits)
x
- first estimatef
- functionfracDigits
- desired fractional digitspublic double findMinimum(UnivariateFunction f)
f
- functionpublic double findMinimum(UnivariateFunction f, int fracDigits)
f
- functionfracDigits
- desired fractional digitspublic double optimize(UnivariateFunction f, double tol)
f
- univariate functiontol
- absolute tolerance of each parameterpublic double optimize(double x, UnivariateFunction f, double tol)
x
- initial guessf
- univariate functiontol
- absolute tolerance of each parameter
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