/// <summary>
/// Construct an initial simplex, given starting guesses for the constants, and
/// initial step sizes for each dimension
/// </summary>
/// <param name="simplexConstants"></param>
/// <returns></returns>
private static Vector[] _initializeVertices(SimplexConstant[] simplexConstants)
{
int numDimensions = simplexConstants.Length;
Vector[] vertices = new Vector[numDimensions + 1];
// define one point of the simplex as the given initial guesses
Vector p0 = new Vector(numDimensions);
for (int i = 0; i < numDimensions; i++)
{
p0[i] = simplexConstants[i].Value;
}
// now fill in the vertices, creating the additional points as:
// P(i) = P(0) + Scale(i) * UnitVector(i)
vertices[0] = p0;
for (int i = 0; i < numDimensions; i++)
{
double scale = simplexConstants[i].InitialPerturbation;
Vector unitVector = new Vector(numDimensions);
unitVector[i] = 1;
vertices[i + 1] = p0.Add(unitVector.Multiply(scale));
#if DEBUG
Console.Write(i+":" + vertices[i + 1].ToString() + "==");
#endif
}
#if DEBUG
Console.WriteLine("");
#endif
return vertices;
}
/// <summary>
/// Compute the centroid of all points except the worst
/// </summary>
/// <param name="vertices"></param>
/// <param name="errorProfile"></param>
/// <returns></returns>
private static Vector _computeCentroid(Vector[] vertices, ErrorProfile errorProfile)
{
int numVertices = vertices.Length;
// find the centroid of all points except the worst one
Vector centroid = new Vector(numVertices - 1);
for (int i = 0; i < numVertices; i++)
{
if (i != errorProfile.HighestIndex)
{
centroid = centroid.Add(vertices[i]);
}
}
return centroid.Multiply(1.0d / (numVertices - 1));
}