private IterationTolerances tols; // reference to iteration tolerances
public MirroredFunction(Func <double, double> original, bool mirrored, IterationTolerances tolerances)
{
F = original;
mirror = mirrored;
tols = tolerances;
}
public static double SegmentSearchMethod(Func <double, double> function, IterationTolerances tols)
{
double x0 = 0d;
double f0 = function(x0);
MirroredFunction mfobj = new MirroredFunction(function, f0 > 0d, tols);
if (mfobj.IsMirrored)
{
f0 = -f0;
}
Func <double, double> f = mfobj.Delegate;
double x1 = tols.xstepinitial;
double f1 = f(x1);
if (f1 < f0)
{
return(mfobj.BrentSolve("Negative initial gradient."));
}
LblSkipRight:
if (f1 > 0)
{
return(mfobj.LinearSolution(x0, f0, x1, f1));
}
double x2 = Clamp <double>(x1 + tols.xstepsize, 0d, tols.rightedge);
if (x2 == x1)
{
return(mfobj.BrentSolve("Reached far right edge."));
}
double f2 = f(x2);
if (f2 > f1)
{ // skip right
x0 = x1; f0 = f1;
x1 = x2; f1 = f2;
goto LblSkipRight;
}
LblTriangle:
if (f1 > 0)
{
return(mfobj.LinearSolution(x0, f0, x1, f1));
}
if (x2 - x0 < tols.tol_triangle)
{
return(mfobj.BrentSolve("Local maximum is negative (search point x= " + x0 + ")."));
}
double x01 = (x0 + x1) / 2d;
double x12 = (x1 + x2) / 2d;
double f01 = f(x01);
double f12 = f(x12);
if (f01 >= f1 && f01 >= f12)
{ // maximum at x01
x1 = x01; f1 = f01;
x2 = x1; f2 = f1;
goto LblTriangle;
}
else if (f12 > f1 && f12 > f01)
{ // maximum at x12
x0 = x1; f0 = f1;
x1 = x12; f1 = f12;
goto LblTriangle;
}
else
{ // shrink around x1
x0 = x01; f0 = f01;
x2 = x12; f2 = f12;
goto LblTriangle;
}
}