source: trunk/source/global/HEPNumerics/include/G4SimplexDownhill.hh@ 1042

Last change on this file since 1042 was 850, checked in by garnier, 17 years ago

geant4.8.2 beta

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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 1.3 2007/06/21 15:04:12 gunter Exp $
28// GEANT4 tag $Name: HEAD $
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 { target = tp; init(); numberOfVariable = n; }
57
58 ~G4SimplexDownhill();
59
60 G4double GetMinimum();
61
62 std::vector< G4double > GetMinimumPoint();
63
64
65 private:
66
67 G4double getValue( std::vector< G4double > x )
68 { return target->GetValueOfMinimizingFunction( x ); }
69
70 void initialize();
71 std::vector< std::vector< G4double > > currentSimplex;
72
73 void calHeights();
74 std::vector< G4double > currentHeights;
75 G4double currentValue;
76
77 std::vector< G4double > calCentroid( G4int );
78
79 G4bool isItGoodEnough();
80
81 std::vector< G4double > getReflectionPoint( std::vector< G4double > ,
82 std::vector< G4double > );
83 std::vector< G4double > getExpansionPoint( std::vector< G4double > ,
84 std::vector< G4double > );
85 std::vector< G4double > getContractionPoint( std::vector< G4double > ,
86 std::vector< G4double > );
87
88 void doDownhill();
89
90 void init();
91
92 private:
93
94 T* target;
95
96 G4int numberOfVariable;
97
98 G4double alpha;
99 G4double beta;
100 G4double gamma;
101 G4double max_se;
102 G4double max_ratio;
103 G4int maximum_no_trial;
104 G4bool minimized;
105
106 std::vector< G4double > minimumPoint;
107};
108
109#include "G4SimplexDownhill.icc"
110
111#endif
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