//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));
}
// 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));
}
