BrentMinimizer1D.cxx

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// @(#)root/mathcore:$Id$
// Author: David Gonzalez Maline 2/2008
 /**********************************************************************
  *                                                                    *
  * Copyright (c) 2006  CERN                                           *
  * All rights reserved.                                               *
  *                                                                    *
  * For the licensing terms see $ROOTSYS/LICENSE.                      *
  * For the list of contributors see $ROOTSYS/README/CREDITS.          *
  *                                                                    *
  **********************************************************************/
 
// Header file for class BrentMinimizer1D
//
// Created by: Maline  at Mon Feb  4 09:32:36 2008
//
//
 
#include "Math/BrentMinimizer1D.h"
#include "Math/BrentMethods.h"
#include "Math/IFunction.h"
#include "Math/IFunctionfwd.h"
 
#include "Math/Error.h"
 
namespace ROOT {
namespace Math {
 
static int gDefaultNpx = 100; // default nunmber of points used in the grid to bracked the minimum
static int gDefaultNSearch = 10;  // number of time the iteration (bracketing -Brent ) is repeted
 
 
   BrentMinimizer1D::BrentMinimizer1D(): IMinimizer1D(),
                                         fFunction(nullptr),
                                         fLogScan(false), fNIter(0),
                                         fNpx(0), fStatus(-1),
                                         fXMin(0), fXMax(0), fXMinimum(0)
{
// Default Constructor.
   fNpx = gDefaultNpx;
}
 
void BrentMinimizer1D::SetDefaultNpx(int n) { gDefaultNpx = n; }
 
void BrentMinimizer1D::SetDefaultNSearch(int n) { gDefaultNSearch = n; }
 
 
void BrentMinimizer1D::SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)
{
// Sets function to be minimized.
 
   fFunction = &f;
   fStatus = -1;  // reset the status
 
   if (xlow >= xup)
   {
      double tmp = xlow;
      xlow = xup;
      xup = tmp;
   }
   fXMin = xlow;
   fXMax = xup;
}
 
 
 
double BrentMinimizer1D::FValMinimum() const
{   return (*fFunction)(fXMinimum); }
 
double BrentMinimizer1D::FValLower() const
{   return (*fFunction)(fXMin);  }
 
double BrentMinimizer1D::FValUpper() const
{   return (*fFunction)(fXMax);  }
 
bool BrentMinimizer1D::Minimize( int maxIter, double absTol , double relTol)
{
// Find minimum position iterating until convergence specified by the
// absolute and relative tolerance or the maximum number of iteration
// is reached.
// repeat search (Bracketing + Brent) until max number of search is reached (default is 10)
// maxITer refers to the iterations inside the Brent algorithm
 
   if (!fFunction) {
       MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "Function has not been set");
       return false;
   }
 
   if (fLogScan && fXMin <= 0) {
      MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "xmin is < 0 and log scan is set - disable it");
      fLogScan = false;
   }
 
   fNIter = 0;
   fStatus = -1;
 
   double xmin = fXMin;
   double xmax = fXMax;
 
   int maxIter1 = gDefaultNSearch;  // external loop (number of search )
   int maxIter2 = maxIter;          // internal loop inside the Brent algorithm
 
   int niter1 = 0;
   int niter2 = 0;
   bool ok = false;
   while (!ok){
      if (niter1 > maxIter1){
         MATH_ERROR_MSG("BrentMinimizer1D::Minimize", "Search didn't converge");
         fStatus = -2;
         return false;
      }
      double x = BrentMethods::MinimStep(fFunction, 0, xmin, xmax, 0, fNpx,fLogScan);
      x = BrentMethods::MinimBrent(fFunction, 0, xmin, xmax, x, 0,  ok, niter2, absTol, relTol, maxIter2 );
      fNIter += niter2;  // count the total number of iterations
      niter1++;
      fXMinimum = x;
   }
 
   fStatus = 0;
   return true;
}
 
 
const char * BrentMinimizer1D::Name() const
{   return "BrentMinimizer1D";  }
 
} // Namespace Math
 
} // Namespace ROOT