コード例 #1
0
    public static void Main()
    {
        double EPS = Pow(10, -6);
        //
        Func <vector, double> f = (z) => Pow(1 - z[0], 2) + 100 * Pow(z[1] - Pow(z[0], 2), 2);
        vector x01 = new vector(0, 0);

        int StepCounts = Quasi.qnewton(f, ref x01);

        WriteLine("");
        x01.print("Starting point:    ");
        WriteLine($"steps = {StepCounts}");
        WriteLine($"Found minimum = ({x01[0]:f5}, {x01[1]:f5},)");
        WriteLine($"Exact minimum = (1,1)");
        WriteLine($"Tolerance for gradient = {EPS}");


        //
        Func <vector, double> f2 = (z) => Pow((Pow(z[0], 2) + z[1] - 11), 2) + Pow(z[0] + Pow(z[1], 2) - 7, 2);
        vector x02 = new vector(-2, 3);

        int StepCounts2 = Quasi.qnewton(f2, ref x02);

        x02.print("Starting point:   ");


        WriteLine($"steps = {StepCounts2}");

        WriteLine($"The minimum was found at minimum = ({x02[0]:f5}, {x02[1]:f5})");
        WriteLine($"Where the analytical minimum = (-2.805118, 3.131312)");
        WriteLine($"The tolorence for gradient is = {EPS}");
    }
コード例 #2
0
 public double UniformDouble(int seriesIndex)
 {
     if (seriesIndex < m_haltonStateArray.Length)
     {
         double value = Quasi.QuasiHaltonWithIndex(
             seriesIndex, m_haltonStateArray[seriesIndex]);
         m_haltonStateArray[seriesIndex] = value;
         return(value);
     }
     else
     {
         return(m_randomUniform.UniformDouble());
     }
 }
コード例 #3
0
    public void train(vector x, vector y)
    {
        double res1 = 0;
        Func <vector, double> deltaP = (k) => {
            p = k;
            double res = 0;
            for (int i = 0; i < x.size; i++)
            {
                res += Pow((feedforward(x[i]) - y[i]), 2);
            }


            res1 = res;
            return(res);
        };
        vector pa      = p.copy();
        int    ncounts = Quasi.qnewton(deltaP, ref pa);

        p = pa;


        double TH = 0.01;  //threshhold

        if (res1 > TH)
        {
            calls++;
            res1 = 0;
            for (int i = 0; i < 3 * n; i++)
            {
                double u1 = 1.0 - rand.NextDouble();
                double u2 = 1.0 - rand.NextDouble();
                p[i] = Math.Sqrt(-2.0 * Math.Log(u1)) * Math.Sin(2.0 * Math.PI * u2);
            }
            train(x, y);
        }
    }