source: trunk/source/global/HEPNumerics/include/G4SimplexDownhill.hh @ 1261

Last change on this file since 1261 was 1228, checked in by garnier, 14 years ago

update geant4.9.3 tag

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26//
27// $Id: G4SimplexDownhill.hh,v 1.3 2007/06/21 15:04:12 gunter Exp $
28// GEANT4 tag $Name: geant4-09-03 $
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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