//public double lastXx = 1.0;
private double[] LineMinimize(IDiffFunction function, double[] initial, double[] direction)
{
// make a 1-dim function along the direction line
// THIS IS A HACK (but it's the NRiC peoples' hack)
CGMinimizer.OneDimDiffFunction oneDim = new CGMinimizer.OneDimDiffFunction(function, initial, direction);
// do a 1-dim line min on this function
//Double Ax = new Double(0.0);
//Double Xx = new Double(1.0);
//Double Bx = new Double(0.0);
// bracket the extreme pt
double guess = 0.01;
//log.info("Current "+oneDim.valueAt(0)+" nudge "+(oneDim.smallestZeroPositiveLocation()*1e-2)+" "+oneDim.valueAt(oneDim.smallestZeroPositiveLocation()*1e-5));
if (!silent)
{
log.Info("[");
}
CGMinimizer.Triple bracketing = Mnbrak(new CGMinimizer.Triple(0, guess, 0), oneDim);
if (!silent)
{
log.Info("]");
}
double ax = bracketing.a;
double xx = bracketing.b;
double bx = bracketing.c;
//lastXx = xx;
// CHECK FOR END OF WORLD
if (!(ax <= xx && xx <= bx) && !(bx <= xx && xx <= ax))
{
log.Info("Bad bracket order!");
}
//log.info("Bracketing found: "+arrayToString(oneDim.vectorOf(ax),3)+" "+arrayToString(oneDim.vectorOf(xx),3)+" "+arrayToString(oneDim.vectorOf(bx),3));
// find the extreme pt
if (!silent)
{
log.Info("<");
}
double xmin = Dbrent(oneDim, ax, xx, bx);
if (!silent)
{
log.Info(">");
}
// return the full vector
//log.info("Went "+xmin+" during lineMinimize");
return(oneDim.VectorOf(xmin));
}
private static double Dbrent(CGMinimizer.OneDimDiffFunction function, double ax, double bx, double cx)
{
// constants
bool dbVerbose = false;
int Itmax = 100;
double Tol = 1.0e-4;
double d = 0.0;
double e = 0.0;
double a = (ax < cx ? ax : cx);
double b = (ax > cx ? ax : cx);
double x = bx;
double v = bx;
double w = bx;
double fx = function.ValueAt(x);
double fv = fx;
double fw = fx;
double dx = function.DerivativeAt(x);
double dv = dx;
double dw = dx;
for (int iteration = 0; iteration < Itmax; iteration++)
{
//log.info("dbrent "+iteration+" x "+x+" fx "+fx);
double xm = 0.5 * (a + b);
double tol1 = Tol * Fabs(x);
double tol2 = 2.0 * tol1;
if (Fabs(x - xm) <= (tol2 - 0.5 * (b - a)))
{
return(x);
}
double u;
if (Fabs(e) > tol1)
{
double d1 = 2.0 * (b - a);
double d2 = d1;
if (dw != dx)
{
d1 = (w - x) * dx / (dx - dw);
}
if (dv != dx)
{
d2 = (v - x) * dx / (dx - dv);
}
double u1 = x + d1;
double u2 = x + d2;
bool ok1 = ((a - u1) * (u1 - b) > 0.0 && dx * d1 <= 0.0);
bool ok2 = ((a - u2) * (u2 - b) > 0.0 && dx * d2 <= 0.0);
double olde = e;
e = d;
if (ok1 || ok2)
{
if (ok1 && ok2)
{
d = (Fabs(d1) < Fabs(d2) ? d1 : d2);
}
else
{
if (ok1)
{
d = d1;
}
else
{
d = d2;
}
}
if (Fabs(d) <= Fabs(0.5 * olde))
{
u = x + d;
if (u - a < tol2 || b - u < tol2)
{
d = Sign(tol1, xm - x);
}
}
else
{
e = (dx >= 0.0 ? a - x : b - x);
d = 0.5 * e;
}
}
else
{
e = (dx >= 0.0 ? a - x : b - x);
d = 0.5 * e;
}
}
else
{
e = (dx >= 0.0 ? a - x : b - x);
d = 0.5 * e;
}
double fu;
if (Fabs(d) >= tol1)
{
u = x + d;
fu = function.ValueAt(u);
}
else
{
u = x + Sign(tol1, d);
fu = function.ValueAt(u);
if (fu > fx)
{
return(x);
}
}
double du = function.DerivativeAt(u);
if (fu <= fx)
{
if (u >= x)
{
a = x;
}
else
{
b = x;
}
v = w;
fv = fw;
dv = dw;
w = x;
fw = fx;
dw = dx;
x = u;
fx = fu;
dx = du;
}
else
{
if (u < x)
{
a = u;
}
else
{
b = u;
}
if (fu <= fw || w == x)
{
v = w;
fv = fw;
dv = dw;
w = u;
fw = fu;
dw = du;
}
else
{
if (fu < fv || v == x || v == w)
{
v = u;
fv = fu;
dv = du;
}
}
}
}
// dan's addition:
if (fx < function.ValueAt(0.0))
{
return(x);
}
return(0.0);
}
// end class OneDimDiffFunction
// constants
private static CGMinimizer.Triple Mnbrak(CGMinimizer.Triple abc, CGMinimizer.OneDimDiffFunction function)
{
// inputs
double ax = abc.a;
double fa = function.ValueAt(ax);
double bx = abc.b;
double fb = function.ValueAt(bx);
if (fb > fa)
{
// swap
double temp = fa;
fa = fb;
fb = temp;
temp = ax;
ax = bx;
bx = temp;
}
// guess cx
double cx = bx + Gold * (bx - ax);
double fc = function.ValueAt(cx);
// loop until we get a bracket
while (fb > fc)
{
double r = (bx - ax) * (fb - fc);
double q = (bx - cx) * (fb - fa);
double u = bx - ((bx - cx) * q - (bx - ax) * r) / (2.0 * Sign(Fmax(Fabs(q - r), Tiny), q - r));
double fu;
double ulim = bx + Glimit * (cx - bx);
if ((bx - u) * (u - cx) > 0.0)
{
fu = function.ValueAt(u);
if (fu < fc)
{
//Ax = new Double(bx);
//Bx = new Double(u);
//Cx = new Double(cx);
//log.info("\nReturning3: a="+bx+" ("+fb+") b="+u+"("+fu+") c="+cx+" ("+fc+")");
return(new CGMinimizer.Triple(bx, u, cx));
}
else
{
if (fu > fb)
{
//Cx = new Double(u);
//Ax = new Double(ax);
//Bx = new Double(bx);
//log.info("\nReturning2: a="+ax+" ("+fa+") b="+bx+"("+fb+") c="+u+" ("+fu+")");
return(new CGMinimizer.Triple(ax, bx, u));
}
}
u = cx + Gold * (cx - bx);
fu = function.ValueAt(u);
}
else
{
if ((cx - u) * (u - ulim) > 0.0)
{
fu = function.ValueAt(u);
if (fu < fc)
{
bx = cx;
cx = u;
u = cx + Gold * (cx - bx);
fb = fc;
fc = fu;
fu = function.ValueAt(u);
}
}
else
{
if ((u - ulim) * (ulim - cx) >= 0.0)
{
u = ulim;
fu = function.ValueAt(u);
}
else
{
u = cx + Gold * (cx - bx);
fu = function.ValueAt(u);
}
}
}
ax = bx;
bx = cx;
cx = u;
fa = fb;
fb = fc;
fc = fu;
}
//log.info("\nReturning: a="+ax+" ("+fa+") b="+bx+"("+fb+") c="+cx+" ("+fc+")");
return(new CGMinimizer.Triple(ax, bx, cx));
}
