public Simplex(double[] initial_parameters, double[] initial_step, IFunction <double[], double> minimization_function, IFunction <double[], bool> validation_function)
{
if (initial_parameters.Length != initial_step.Length)
{
throw new Exception("unequal lenght");
}
ParameterCount = initial_parameters.Length;
VertexCount = 1;
for (int paramter_index = 0; paramter_index < ParameterCount; paramter_index++)
{
if (initial_step[paramter_index] != 0)
{
VertexCount++;
}
}
if (VertexCount < 3)
{
throw new Exception("Simplex to small");
}
this.vertexes = ToolsCollection.CreateArrayArray <double>(VertexCount, ParameterCount);
this.vertex_values = new double[VertexCount];
//initialize the vertexes
//TODO check for fixed paramters
int vertex_index = 0;
for (int step_index = 0; step_index < ParameterCount; step_index++)
{
if (initial_step[step_index] != 0)
{
for (int parameter_index = 0; parameter_index < ParameterCount; parameter_index++)
{
if (parameter_index == step_index)
{
this.vertexes[vertex_index][parameter_index] = initial_parameters[parameter_index] + initial_step[step_index];
}
else
{
this.vertexes[vertex_index][parameter_index] = initial_parameters[parameter_index];
}
}
vertex_values[vertex_index] = minimization_function.Compute(this.vertexes[vertex_index]);
vertex_index++;
}
}
// The last vertex get all steps negative
for (int parameter_index = 0; parameter_index < ParameterCount; parameter_index++)
{
this.vertexes[vertex_index][parameter_index] += initial_parameters[parameter_index] - initial_step[parameter_index];
}
SetVertexValue(vertex_index, minimization_function.Compute(this.vertexes[vertex_index]));
}
// static vertex constructor
public Simplex(double[] initial_parameters, IFunction <double[], double> minimization_function, IFunction <double[], bool> validation_function)
{
ParameterCount = initial_parameters.Length;
VertexCount = 1;
this.vertexes = ToolsCollection.CreateArrayArray <double>(VertexCount, ParameterCount);
this.vertex_values = new double[1];
for (int parameter_index = 0; parameter_index < ParameterCount; parameter_index++)
{
this.vertexes[0][parameter_index] = initial_parameters[parameter_index];
}
if (validation_function.Compute(initial_parameters))
{
SetVertexValue(0, minimization_function.Compute(initial_parameters));
}
LargestVertexIndex = 0;
}
