public static int BalanceColumns(PZMath_matrix A, PZMath_vector D)
{
int N = A.ColumnCount;
int j;
if (D.Size != N)
{
PZMath_errno.ERROR ("PZMath_linalg::BalanceColumns(), length of D must match second dimension of A", PZMath_errno.PZMath_EINVAL);
}
D.SetAll(1.0);
for (j = 0; j < N; j++)
{
PZMath_vector A_j = A.Column(j);
double s = PZMath_blas.Dasum (A_j);
double f = 1.0;
if (s == 0.0 || !PZMath_sys.Finite(s))
{
D[j] = f;
continue;
}
while (s > 1.0)
{
s /= 2.0;
f *= 2.0;
}
while (s < 0.5)
{
s *= 2.0;
f /= 2.0;
}
D[j] = f;
if (f != 1.0)
PZMath_blas.Dscal(1.0/f, A_j);
}
return PZMath_errno.PZMath_SUCCESS;
}
public static void TestMultiminNMSimplex()
{
int np = 2;
TestMultiminNMSimplexParms parms = new TestMultiminNMSimplexParms(1.0, 2.0);
PZMath_multimin_fminimizer_type T = new PZMath_multimin_fminimizer_type();
T.Init("PZMath_multimin_fminimizer_nmsimplex");
PZMath_multimin_fminimizer s = new PZMath_multimin_fminimizer();
/* Initial vertex size vector */
PZMath_vector ss = new PZMath_vector(np);
PZMath_vector x;
PZMath_multimin_function minex_func = new PZMath_multimin_function();
int iter = 0, i;
int status;
double size;
/* Set all step sizes to 1 */
ss.SetAll(1.0);
/* Starting point */
x = new PZMath_vector(np);
x[0] = 5.0;
x[1] = 7.0;
/* Initialize method and iterate */
minex_func.f = new multimin_function(my_f);
minex_func.n = np;
minex_func.parms = parms;
s.Alloc(T, np);
s.Init(minex_func, x, ss);
do
{
iter++;
status = s.Iterate();
if (status > 0)
break;
size = s.Size();
status = s.TestSize (size, 1e-2);
if (status == 0)
{
System.Console.WriteLine ("converged to minimum at");
}
System.Console.Write (iter + " ");
for (i = 0; i < np; i++)
{
System.Console.Write (s.x[i] + " ");
}
System.Console.WriteLine ("f() = " + s.fval + " size = " + size);
}
while (status == -2 && iter < 100);
System.Console.ReadLine();
}