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Classes | |
| struct | dlinmin |
| Minimization of an n-dimensional function along a given line, using information on gradient. More... | |
| struct | dlinmin::F1dim |
| value of the one-dimensional function More... | |
| struct | dlinmin::DF1dim |
| derivate of the one-dimensional function More... | |
| struct | frprmn |
| Minimization of an n-dimensional function, using information on gradient. More... | |
| struct | frprmn::TooManyIterations |
| Exception thrown when the maximum number of iterations is reached. More... | |
| struct | linmin |
| Minimization of an n-dimensional function along a given line, without information on gradient. More... | |
| struct | linmin::F1dim |
| One-dimensional function along the search direction. More... | |
| struct | powell |
| Minimization of an n-dimensional function, without information on gradient. More... | |
| struct | powell::TooManyIterations |
| Exception thrown when the maximum number of iterations is reached. More... | |
| struct | Old_Traits |
| Numerical Recipes methods: Traits for old-style programming. More... | |
| struct | STL_Traits |
| Numerical Recipes methods: Traits for programming using STL vectors. More... | |
Functions | |
| template<class Real, class Func> Real | brent (Real ax, Real bx, Real cx, Func(*func), Real tol, Real *xmin, unsigned int ITMAX=100, Real ZEPS=1.0e-10, Real CGOLD=0.3819660) |
| Finds the minimum of a funtion using parabolic interpolation. | |
| template<class Real, class Func, class DFunc> Real | dbrent (Real ax, Real bx, Real cx, Func(*f), DFunc(*df), Real tol, Real *xmin, unsigned int ITMAX=10000, Real ZEPS=1.0e-10) |
| Finds the minimum of a funtion using derivative and a variant of parabolic interpolation. | |
| template<class Real, class Func> Real | golden (Real ax, Real bx, Real cx, Func(*f), Real tol, Real *xmin) |
| Finds the minimum of a funtion using the "golden section search" method. | |
| template<class Real, class Func> void | mnbrak (Real *ax, Real *bx, Real *cx, Real *fa, Real *fb, Real *fc, Func *func) |
| Bracket the minimum of a funtion. | |
| template<class T> T | MAX (const T &a, const T &b) |
| Maximum of two values. Operator > must be defined. | |
| template<class T1, class T2> T2 | MAX (const T1 &a, const T2 &b) |
| template<class T> T | SQR (const T &a) |
| Square value. Operator * must be defined. | |
| template<class T> T | SIGN (const T &a, const T &b) |
| Strange function used in some Numerical Recipes programs. | |
| void | nrerror (const char *s) |
| Print an error message. Exits using assert(false). | |
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Finds the minimum of a funtion using parabolic interpolation. Given a bracketing triplet of abcissas ax, bx and cx (such that bx is between ax and cx and f(bx) is less than both f(ax) and f(cx)), this routine performs a golden section search for the minimum, isolating it to a fractional precision of about tol. The abcissa of the minimum is returned as *xmin, and the minimum function value is the returned value. Template Func is similar with Real(Real)
Definition at line 17 of file brent.h. References nrerror(), SHFT, and SIGN(). Referenced by nr::linmin< TraitsT >::linmin(). |
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Finds the minimum of a funtion using derivative and a variant of parabolic interpolation. Given a bracketing triplet of abcissas ax, bx and cx (such that bx is between ax and cx and f(bx) is less than both f(ax) and f(cx)), this routine performs a golden section search for the minimum, isolating it to a fractional precision of about tol. The abcissa of the minimum is returned as *xmin, and the minimum function value is the returned value. Func and DFunc template arguments must be similar with Real(Real).
Definition at line 19 of file dbrent.h. References MOV3, nrerror(), and SIGN(). Referenced by nr::dlinmin< TraitsT >::dlinmin(). |
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Finds the minimum of a funtion using the "golden section search" method. Given a bracketing triplet of abcissas ax, bx and cx (such that bx is between ax and cx and f(bx) is less than both f(ax) and f(cx)), this routine performs a golden section search for the minimum, isolating it to a fractional precision of about tol. The abcissa of the minimum is returned as *xmin, and the minimum function value is the returned value. Template Func must be similar with Real(Real)
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Definition at line 17 of file numrecipes/optimization/utils.h. |
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Maximum of two values. Operator > must be defined.
Definition at line 13 of file numrecipes/optimization/utils.h. Referenced by mnbrak(). |
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Bracket the minimum of a funtion. Given distinct initial points *ax and *bx, thie routines searches in downhill direction (defined by the function evaluated at the initial points) and returns new points *ax, *bx, *cx that bracket a minimum of the function. The abcissa of the minimum is somewhere between *ax and *cx. Also returned are the function values at the three points, *fa, *fb and *fc. Template Func is similar with Real(Real)
Definition at line 18 of file mnbrak.h. References MAX(), SHFT, and SIGN(). Referenced by nr::dlinmin< TraitsT >::dlinmin(), and nr::linmin< TraitsT >::linmin(). |
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Print an error message. Exits using assert(false).
Definition at line 31 of file numrecipes/optimization/utils.h. |
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Strange function used in some Numerical Recipes programs.
Definition at line 28 of file numrecipes/optimization/utils.h. |
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Square value. Operator * must be defined.
Definition at line 23 of file numrecipes/optimization/utils.h. Referenced by nr::powell< TraitsT >::powell(). |
1.3.6