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- /* min/bracketing.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000 Fabrice Rossi
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 3 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
- /* bracketing.c -- find an initial bracketing interval for a function to minimize */
- #include "gsl__config.h"
- #include "gsl_math.h"
- #include "gsl_errno.h"
- #include "gsl_min.h"
- #include "gsl_machine.h"
- #include "gsl_min__min.h"
- int
- gsl_min_find_bracket(gsl_function *f,double *x_minimum,double * f_minimum,
- double * x_lower, double * f_lower,
- double * x_upper, double * f_upper,
- size_t eval_max)
- {
- /* The three following variables must be declared volatile to avoid storage
- in extended precision registers available on some architecture. The code
- relies on the ability to compare double values. As the values will be
- store in regular memory, the extended precision will then be lost and
- values that are different in extended precision might have equal
- representation in double precision. This behavior might break the
- algorithm.
- */
- volatile double f_left = *f_lower;
- volatile double f_right = *f_upper;
- volatile double f_center;
- double x_left = *x_lower;
- double x_right= *x_upper;
- double x_center;
- const double golden = 0.3819660; /* golden = (3 - sqrt(5))/2 */
- size_t nb_eval = 0;
-
-
- if (f_right >= f_left)
- {
- x_center = (x_right - x_left) * golden + x_left;
- nb_eval++;
- SAFE_FUNC_CALL (f, x_center, &f_center);
- }
- else
- {
- x_center = x_right ;
- f_center = f_right ;
- x_right = (x_center - x_left) / golden + x_left;
- nb_eval++;
- SAFE_FUNC_CALL (f, x_right, &f_right);
- }
-
- do
- {
- if (f_center < f_left )
- {
- if (f_center < f_right)
- {
- *x_lower = x_left;
- *x_upper = x_right;
- *x_minimum = x_center;
- *f_lower = f_left;
- *f_upper = f_right;
- *f_minimum = f_center;
- /* gsl_ieee_printf_double (&f_left);
- printf(" ");
- gsl_ieee_printf_double (&f_center);
- printf("\n");*/
- return GSL_SUCCESS;
- }
- else if (f_center > f_right)
- {
- x_left = x_center;
- f_left = f_center;
- x_center = x_right;
- f_center = f_right;
- x_right = (x_center - x_left) / golden + x_left;
- nb_eval++;
- SAFE_FUNC_CALL (f, x_right, &f_right);
- }
- else /* f_center == f_right */
- {
- x_right = x_center;
- f_right = f_center;
- x_center = (x_right - x_left) * golden + x_left;
- nb_eval++;
- SAFE_FUNC_CALL (f, x_center, &f_center);
- }
- }
- else /* f_center >= f_left */
- {
- x_right = x_center;
- f_right = f_center;
- x_center = (x_right - x_left) * golden + x_left;
- nb_eval++;
- SAFE_FUNC_CALL (f, x_center, &f_center);
- }
- }
- while (nb_eval < eval_max
- && (x_right - x_left) > GSL_SQRT_DBL_EPSILON * ( (x_right + x_left) * 0.5 ) + GSL_SQRT_DBL_EPSILON);
- *x_lower = x_left;
- *x_upper = x_right;
- *x_minimum = x_center;
- *f_lower = f_left;
- *f_upper = f_right;
- *f_minimum = f_center;
- return GSL_FAILURE;
- }
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