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/* min/golden.c
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*
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* Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 Brian Gough
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation; either version 3 of the License, or (at
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* your option) any later version.
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*
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* This program is distributed in the hope that it will be useful, but
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* WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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*/
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/* goldensection.c -- goldensection minimum finding algorithm */
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#include <config.h>
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#include <stddef.h>
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#include <stdlib.h>
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#include <stdio.h>
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#include <math.h>
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#include <float.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_min.h>
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#include "min.h"
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typedef struct
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{
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double dummy;
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}
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goldensection_state_t;
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static int goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper);
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static int goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper);
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static int
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goldensection_init (void * vstate, gsl_function * f, double x_minimum, double f_minimum, double x_lower, double f_lower, double x_upper, double f_upper)
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{
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goldensection_state_t * state = (goldensection_state_t *) vstate;
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/* no initialization required, prevent warnings about unused variables */
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state = 0;
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f = 0;
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x_minimum = 0;
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f_minimum = 0;
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x_lower = 0;
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f_lower = 0;
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x_upper = 0;
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f_upper = 0;
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return GSL_SUCCESS;
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}
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static int
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goldensection_iterate (void * vstate, gsl_function * f, double * x_minimum, double * f_minimum, double * x_lower, double * f_lower, double * x_upper, double * f_upper)
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{
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goldensection_state_t * state = (goldensection_state_t *) vstate;
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const double x_center = *x_minimum ;
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const double x_left = *x_lower ;
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const double x_right = *x_upper ;
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const double f_min = *f_minimum;
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const double golden = 0.3819660; /* golden = (3 - sqrt(5))/2 */
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const double w_lower = (x_center - x_left);
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const double w_upper = (x_right - x_center);
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double x_new, f_new;
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state = 0 ; /* avoid warning about unused parameters */
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x_new = x_center + golden * ((w_upper > w_lower) ? w_upper : -w_lower) ;
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SAFE_FUNC_CALL (f, x_new, &f_new);
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if (f_new < f_min)
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{
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*x_minimum = x_new ;
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*f_minimum = f_new ;
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return GSL_SUCCESS;
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}
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else if (x_new < x_center && f_new > f_min)
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{
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*x_lower = x_new ;
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*f_lower = f_new ;
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return GSL_SUCCESS;
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}
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else if (x_new > x_center && f_new > f_min)
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{
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*x_upper = x_new ;
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*f_upper = f_new ;
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return GSL_SUCCESS;
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}
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else
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{
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return GSL_FAILURE;
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}
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}
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static const gsl_min_fminimizer_type goldensection_type =
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{"goldensection", /* name */
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sizeof (goldensection_state_t),
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&goldensection_init,
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&goldensection_iterate};
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const gsl_min_fminimizer_type * gsl_min_fminimizer_goldensection = &goldensection_type;
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