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#include <frprmn.h>
The constructor performs the minimization.
Definition at line 15 of file frprmn.h.
Public Types | |
typedef TraitsT | Traits |
Traits. | |
typedef Traits::Real | Real |
Floating point value. | |
typedef Traits::Vector | Vector |
Vector. | |
Public Member Functions | |
Constructor | |
template<class Func, class DFunc> | frprmn (Vector &p, unsigned int n, Real ftol, unsigned int *iter, Real *fret, Func *funct, DFunc *gradient, unsigned int ITMAX=200, Real TOL=2.0e-4, Real EPS=1.0e-10) |
Given a starting point p[0..n-1], Fletcher-Reeves-Polak-Ribiere minimization is performed on a function funct, using its gradient calculated by a routine gradient. |
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Floating point value.
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Traits.
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Vector.
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Given a starting point p[0..n-1], Fletcher-Reeves-Polak-Ribiere minimization is performed on a function funct, using its gradient calculated by a routine gradient. The convergence tolerance of the function value is input as ftol. Returned quantities are p (the location of the minimum), iter (the number of iterations that were performed), and fret (the minimum value of the function). The routine linmin is used to perform line minimizations. The routine dlinmin can be used instead by switching comments in the code. Template parameter Func must be similar with Real( vector ). Template parameter DFunc must be similar with void( vector location, vector gradient ). |