// Copyright (c) 1997-1999 Matra Datavision // Copyright (c) 1999-2014 OPEN CASCADE SAS // // This file is part of Open CASCADE Technology software library. // // This library is free software; you can redistribute it and/or modify it under // the terms of the GNU Lesser General Public License version 2.1 as published // by the Free Software Foundation, with special exception defined in the file // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT // distribution for complete text of the license and disclaimer of any warranty. // // Alternatively, this file may be used under the terms of Open CASCADE // commercial license or contractual agreement. #include #include #include static const Standard_Real CGOLD = 0.3819660; //0.5*(3 - sqrt(5)); //======================================================================= //function : SHFT //purpose : Shifts arguments //======================================================================= inline void SHFT(Standard_Real &theA, Standard_Real &theB, Standard_Real &theC, Standard_Real &theD) { theA = theB; theB = theC; theC = theD; } //======================================================================= //function : math_BrentMinimum //purpose : Constructor //======================================================================= math_BrentMinimum::math_BrentMinimum(const Standard_Real theTolX, const Standard_Integer theNbIterations, const Standard_Real theZEPS) : a (0.0), b (0.0), x (0.0), fx (0.0), fv (0.0), fw (0.0), XTol(theTolX), EPSZ(theZEPS), Done (Standard_False), iter (0), Itermax(theNbIterations), myF (Standard_False) { } //======================================================================= //function : math_BrentMinimum //purpose : Constructor //======================================================================= math_BrentMinimum::math_BrentMinimum(const Standard_Real theTolX, const Standard_Real theFbx, const Standard_Integer theNbIterations, const Standard_Real theZEPS) : a (0.0), b (0.0), x (0.0), fx (theFbx), fv (0.0), fw (0.0), XTol(theTolX), EPSZ(theZEPS), Done (Standard_False), iter (0), Itermax(theNbIterations), myF (Standard_True) { } //======================================================================= //function : ~math_BrentMinimum //purpose : Destructor //======================================================================= math_BrentMinimum::~math_BrentMinimum() { } //======================================================================= //function : Perform //purpose : //======================================================================= void math_BrentMinimum::Perform(math_Function& F, const Standard_Real ax, const Standard_Real bx, const Standard_Real cx) { Standard_Boolean OK; Standard_Real etemp, fu, p, q, r; Standard_Real tol1, tol2, u, v, w, xm; Standard_Real e = 0.0; Standard_Real d = RealLast(); a = ((ax < cx) ? ax : cx); b = ((ax > cx) ? ax : cx); x = w = v = bx; if (!myF) { OK = F.Value(x, fx); if (!OK) return; } fw = fv = fx; for (iter = 1; iter <= Itermax; iter++) { xm = 0.5 * (a + b); tol1 = XTol * fabs(x) + EPSZ; tol2 = 2.0 * tol1; if (IsSolutionReached(F)) { Done = Standard_True; return; } if (fabs(e) > tol1) { r = (x - w) * (fx - fv); q = (x - v) * (fx - fw); p = (x - v) * q - (x - w) * r; q = 2.0 * (q - r); if (q > 0.0) p = -p; q = fabs(q); etemp = e; e = d; if (fabs(p) >= fabs(0.5 * q * etemp) || p <= q * (a - x) || p >= q * (b - x)) { e = (x >= xm ? a - x : b - x); d = CGOLD * e; } else { d = p / q; u = x + d; if (u - a < tol2 || b - u < tol2) d = Sign(tol1, xm - x); } } else { e = (x >= xm ? a - x : b - x); d = CGOLD * e; } u = (fabs(d) >= tol1 ? x + d : x + Sign(tol1, d)); OK = F.Value(u, fu); if (!OK) return; if (fu <= fx) { if (u >= x) a = x; else b = x; SHFT(v, w, x, u); SHFT(fv, fw, fx, fu); } else { if (u < x) a = u; else b = u; if (fu <= fw || w == x) { v = w; w = u; fv = fw; fw = fu; } else if (fu <= fv || v == x || v == w) { v = u; fv = fu; } } } Done = Standard_False; return; } //======================================================================= //function : Dump //purpose : //======================================================================= void math_BrentMinimum::Dump(Standard_OStream& o) const { o << "math_BrentMinimum "; if(Done) { o << " Status = Done \n"; o << " Location value = " << x <<"\n"; o << " Minimum value = " << fx << "\n"; o << " Number of iterations = " << iter <<"\n"; } else { o << " Status = not Done \n"; } }