public void Alloc(PZMath_multimin_fminimizer_type T, int n)
{
type = T;
x = new PZMath_vector(n);
state = new nmsimplex_state_t();
T.alloc(state, n);
}
public static int ContractByBest(nmsimplex_state_t state, int best, PZMath_vector xc,
PZMath_multimin_function f)
{
/* Function contracts the simplex in respect to
best valued corner. That is, all corners besides the
best corner are moved. */
/* the xc vector is simply work space here */
PZMath_matrix x1 = state.x1;
PZMath_vector y1 = state.y1;
int i, j;
double newval;
for (i = 0; i < x1.RowCount; i++)
{
if (i != best)
{
for (j = 0; j < x1.ColumnCount; j++)
{
newval = 0.5 * (x1[i, j] + x1[best, j]);
x1[i, j] = newval;
}
/* evaluate function in the new point */
x1.CopyRow2(i, xc);
newval = f.FN_EVAL(xc);
y1[i] = newval;
}
}
return PZMath_errno.PZMath_SUCCESS;
}
public static int CalcCenter(nmsimplex_state_t state, PZMath_vector mp)
{
/* calculates the center of the simplex to mp */
PZMath_matrix x1 = state.x1;
int i, j;
double val;
for (j = 0; j < x1.ColumnCount; j++)
{
val = 0.0;
for (i = 0; i < x1.RowCount; i++)
{
val += x1[i, j];
}
val /= x1.RowCount;
mp[j] = val;
}
return PZMath_errno.PZMath_SUCCESS;
}
public static double Size(nmsimplex_state_t state)
{
/* calculates simplex size as average sum of length of vectors
from simplex center to corner points:
( sum ( || y - y_middlepoint || ) ) / n
*/
PZMath_vector s = state.ws1;
PZMath_vector mp = state.ws2;
PZMath_matrix x1 = state.x1;
int i;
double ss = 0.0;
/* Calculate middle point */
CalcCenter (state, mp);
for (i = 0; i < x1.RowCount; i++)
{
x1.CopyRow2(i, s);
PZMath_blas.Daxpy(-1.0, mp, s);
ss += PZMath_blas.Dnrm2(s);
}
return ss / (double) (x1.RowCount);
}
public static double MoveCorner(double coeff, nmsimplex_state_t state, int corner,
PZMath_vector xc, PZMath_multimin_function f)
{
/* moves a simplex corner scaled by coeff (negative value represents
mirroring by the middle point of the "other" corner points)
and gives new corner in xc and function value at xc as a
return value
*/
PZMath_matrix x1 = state.x1;
int i, j;
double newval, mp;
if (x1.RowCount < 2)
{
PZMath_errno.ERROR ("nmsimplex::MoveCorner(), simplex cannot have less than two corners!", PZMath_errno.PZMath_FAILURE);
}
for (j = 0; j < x1.ColumnCount; j++)
{
mp = 0.0;
for (i = 0; i < x1.RowCount; i++)
{
if (i != corner)
{
mp += (x1[i, j]);
}
}
mp /= (double) (x1.RowCount - 1);
newval = mp - coeff * (mp - x1[corner, j]);
xc[j] = newval;
}
newval = f.FN_EVAL(xc);
return newval;
}