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dlinmin.h

Go to the documentation of this file.

#ifndef NR_DLINMIN
#define NR_DLINMIN

#include "mnbrak.h"
#include "dbrent.h"

namespace nr {

template < class TraitsT = Old_Traits<> >
struct dlinmin
{

    typedef TraitsT Traits;
    typedef typename Traits::Real Real;
    typedef typename Traits::Vector Vector;

    
template < class Func, class DFunc >
dlinmin (
    Vector& p, 
    Vector& xi, 
    unsigned int n, 
    Real *fret,
    Func (*func),
    DFunc (*dfunc),
    Real TOL = 2.0e-4
)
    : n(n)
{
    unsigned int j;
    Real xx,xmin,fx,fb,fa,bx,ax;
    
//  pcom = Traits::vector(n);
//  xicom = Traits::vector(n);
//  xt = Traits::vector(n);
//  df = Traits::vector(n);
    Traits::alloc_vector( pcom, n );
    Traits::alloc_vector( xicom, n );
    Traits::alloc_vector( xt, n );
    Traits::alloc_vector( df, n );
    
    F1dim< Real, Vector, Func > f1dim( func, xt, pcom, xicom, n );
    DF1dim< Real, Vector, DFunc > df1dim( dfunc, xt, pcom, xicom, df, n );

    for (j=0;j<n;j++) {
        pcom[j]=p[j];
        xicom[j]=xi[j];
    }
    ax=0.0;
    xx=1.0;
    mnbrak(&ax,&xx,&bx,&fa,&fx,&fb,&f1dim);
    *fret=dbrent(ax,xx,bx,&f1dim,&df1dim,TOL,&xmin);
    for (j=0;j<n;j++) {
        xi[j] *= xmin;
        p[j] += xi[j];
    }
    
    Traits::free_vector( pcom );
    Traits::free_vector( xicom );
    Traits::free_vector( xt );
    Traits::free_vector( df );
}
    
    


private:

    Vector pcom;    
    Vector xicom;   
    Vector xt;      
    Vector df;      
    unsigned int n; 
    

    template < class Real, class Vector, class Func >
    struct F1dim
    {
    
        Func *func;        
        Vector &xt;        
        Vector &pcom;      
        Vector &xicom;     
        unsigned int n;    
        
        F1dim( Func *func, Vector& xt, Vector& pcom, Vector& xicom, unsigned int n )
            : func(func), xt(xt), pcom(pcom), xicom(xicom), n(n)
        {}
        
        Real operator() (Real x)
        {
            unsigned int j;

            for (j=0;j<n;j++) xt[j]=pcom[j]+x*xicom[j];
            return (*func)(xt);
        }
    };

    template < class Real, class Vector, class DFunc >
    struct DF1dim
    {

        DFunc *dfunc;    
        Vector &xt;      
        Vector &pcom;    
        Vector &xicom;   
        Vector &df;      
        unsigned int n;  
        
        DF1dim( DFunc *dfunc, Vector& xt, Vector& pcom, Vector& xicom, Vector& df, unsigned int n )
            : dfunc(dfunc), xt(xt), pcom(pcom), xicom(xicom), df(df), n(n)
        {}

        Real operator () (Real x)
        {
            unsigned int j;
            Real df1=0;

            for (j=0;j<n;j++) xt[j]=pcom[j]+x*xicom[j];
            (*dfunc)(xt,df);
            for (j=0;j<n;j++) df1 += df[j]*xicom[j];
            return df1;
        }
    };

};


} // end namespace nr

#endif

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