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// GetDP - Copyright (C) 1997-2018 P. Dular and C. Geuzaine, University of Liege
//
// See the LICENSE.txt file for license information. Please report all
// issues on https://gitlab.onelab.info/getdp/getdp/issues
#include "GetDPConfig.h"
#include "Message.h"
#if !defined(HAVE_GSL) && !defined(HAVE_NR)
double brent(double ax, double bx, double cx,
double (*f) (double), double tol, double *xmin)
{
Message::Error("Minimization routines require GSL or NR");
return 0;
}
void mnbrak(double *ax, double *bx, double *cx,
double *fa_dummy, double *fb_dummy, double *fc_dummy,
double (*func) (double))
{
Message::Error("Minimization routines require GSL or NR");
}
#endif
#if defined(HAVE_GSL)
#include <gsl/gsl_errno.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_min.h>
static double (*nrfunc) (double);
double fn1(double x, void *params)
{
double val = nrfunc(x);
return val;
}
#define MAXITER 100
// Returns the minimum betwen ax and cx to a given tolerance tol using
// brent's method.
double brent(double ax, double bx, double cx,
double (*f) (double), double tol, double *xmin)
{
int status;
int iter = 0;
double a, b, c; // a < b < c
const gsl_min_fminimizer_type *T;
gsl_min_fminimizer *s;
gsl_function F;
// gsl wants a<b
b = bx;
if(ax < cx) {
a = ax;
c = cx;
}
else {
a = ax;
c = cx;
}
// if a-b < tol, return func(a)
if(fabs(c - a) < tol) {
*xmin = ax;
return (f(*xmin));
}
nrfunc = f;
F.function = &fn1;
F.params = 0;
T = gsl_min_fminimizer_brent;
s = gsl_min_fminimizer_alloc(T);
gsl_min_fminimizer_set(s, &F, b, a, c);
do {
iter++;
status = gsl_min_fminimizer_iterate(s);
if(status)
break; // solver problem
b = gsl_min_fminimizer_minimum(s);
// this is deprecated: we should use gsl_min_fminimizer_x_minimum(s) instead
a = gsl_min_fminimizer_x_lower(s);
c = gsl_min_fminimizer_x_upper(s);
// we should think about the tolerance more carefully...
status = gsl_min_test_interval(a, c, tol, tol);
}
while(status == GSL_CONTINUE && iter < MAXITER);
if(status != GSL_SUCCESS)
Message::Error("MIN1D not converged: f(%g) = %g", b, fn1(b, NULL));
*xmin = b;
gsl_min_fminimizer_free(s);
return fn1(b, NULL);
}
// Find an initial bracketting of the minimum of func. Given 2 initial
// points ax and bx, mnbrak checks in which direction func decreases,
// and takes some steps in that direction, until the function
// increases--at cx. mnbrak returns ax and cx (possibly switched),
// bracketting a minimum.
#define MYGOLD_ 1.618034
#define MYLIMIT_ 100.0
#define MYTINY_ 1.0e-20
#define SIGN(a,b)((b) >= 0.0 ? fabs(a) : -fabs(a))
void mnbrak(double *ax, double *bx, double *cx,
double *fa_dummy, double *fb_dummy, double *fc_dummy,
double (*func) (double))
{
double ulim, u, r, q;
volatile double f_a, f_b, f_c, f_u;
f_a = (*func) (*ax);
f_b = (*func) (*bx);
if(f_b > f_a) {
double tmp;
tmp = *ax;
*ax = *bx;
*bx = tmp;
tmp = f_b;
f_b = f_a;
f_a = tmp;
}
*cx = *bx + MYGOLD_ * (*bx - *ax);
f_c = (*func) (*cx);
while(f_b > f_c) {
r = (*bx - *ax) * (f_b - f_c);
q = (*bx - *cx) * (f_b - f_a);
u = (*bx) - ((*bx - *cx) * q - (*bx - *ax) * r) /
(2.0 * SIGN(std::max(fabs(q - r), MYTINY_), q - r));
ulim = *bx + MYLIMIT_ * (*cx - *bx);
if((*bx - u) * (u - *cx) > 0.0) {
f_u = (*func) (u);
if(f_u < f_c) {
*ax = *bx;
*bx = u;
return;
}
else if(f_u > f_b) {
*cx = u;
return;
}
u = *cx + MYGOLD_ * (*cx - *bx);
f_u = (*func) (u);
}
else if((*cx - u) * (u - ulim) > 0.0) {
f_u = (*func) (u);
if(f_u < f_c) {
*bx = *cx;
*cx = u;
u = *cx + MYGOLD_ * (*cx - *bx);
f_b = f_c;
f_c = f_u;
f_u = (*func) (u);
}
}
else if((u - ulim) * (ulim - *cx) >= 0.0) {
u = ulim;
f_u = (*func) (u);
}
else {
u = *cx + MYGOLD_ * (*cx - *bx);
f_u = (*func) (u);
}
*ax = *bx;
*bx = *cx;
*cx = u;
f_a = f_b;
f_b = f_c;
f_c = f_u;
}
}
#endif
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