source: trunk/source/global/HEPNumerics/include/G4SimplexDownhill.hh

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1//
2// ********************************************************************
3// * License and Disclaimer *
4// * *
5// * The Geant4 software is copyright of the Copyright Holders of *
6// * the Geant4 Collaboration. It is provided under the terms and *
7// * conditions of the Geant4 Software License, included in the file *
8// * LICENSE and available at http://cern.ch/geant4/license . These *
9// * include a list of copyright holders. *
10// * *
11// * Neither the authors of this software system, nor their employing *
12// * institutes,nor the agencies providing financial support for this *
13// * work make any representation or warranty, express or implied, *
14// * regarding this software system or assume any liability for its *
15// * use. Please see the license in the file LICENSE and URL above *
16// * for the full disclaimer and the limitation of liability. *
17// * *
18// * This code implementation is the result of the scientific and *
19// * technical work of the GEANT4 collaboration. *
20// * By using, copying, modifying or distributing the software (or *
21// * any work based on the software) you agree to acknowledge its *
22// * use in resulting scientific publications, and indicate your *
23// * acceptance of all terms of the Geant4 Software license. *
24// ********************************************************************
25//
26//
27// $Id: G4SimplexDownhill.hh,v 1.4 2010/11/01 13:55:17 gcosmo Exp $
28// GEANT4 tag $Name: global-V09-03-22 $
29//
30// Class description:
31//
32// Class implementing minimization of a function of n variables.
33// Reference: "A Simplex method for function minimization"
34// by J. A. Nelder and R. Mead, Computer Journal, 7, 308 (1965)
35// and also: "Numerical Recipes in C: the art of scientific computing"
36// by William H., Cambridge University Press ISBN 0521437202 (1992)
37
38// Author: Tatsumi Koi (SLAC/SCCS), 2007
39// --------------------------------------------------------------------------
40
41#ifndef G4SimplexDownhill
42#define G4SimplexDownhill_h
43
44#include "globals.hh"
45
46#include <vector>
47#include <algorithm>
48
49template<class T>
50class G4SimplexDownhill
51{
52
53 public: // with description
54
55 G4SimplexDownhill( T* tp , G4int n )
56 : currentValue(0.), target(tp), numberOfVariable(n)
57 { init(); }
58
59 ~G4SimplexDownhill();
60
61 G4double GetMinimum();
62
63 std::vector< G4double > GetMinimumPoint();
64
65
66 private:
67
68 G4double getValue( std::vector< G4double > x )
69 { return target->GetValueOfMinimizingFunction( x ); }
70
71 void initialize();
72 std::vector< std::vector< G4double > > currentSimplex;
73
74 void calHeights();
75 std::vector< G4double > currentHeights;
76 G4double currentValue;
77
78 std::vector< G4double > calCentroid( G4int );
79
80 G4bool isItGoodEnough();
81
82 std::vector< G4double > getReflectionPoint( std::vector< G4double > ,
83 std::vector< G4double > );
84 std::vector< G4double > getExpansionPoint( std::vector< G4double > ,
85 std::vector< G4double > );
86 std::vector< G4double > getContractionPoint( std::vector< G4double > ,
87 std::vector< G4double > );
88
89 void doDownhill();
90
91 void init();
92
93 private:
94
95 T* target;
96
97 G4int numberOfVariable;
98
99 G4double alpha;
100 G4double beta;
101 G4double gamma;
102 G4double max_se;
103 G4double max_ratio;
104 G4int maximum_no_trial;
105 G4bool minimized;
106
107 std::vector< G4double > minimumPoint;
108};
109
110#include "G4SimplexDownhill.icc"
111
112#endif
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