source: trunk/source/global/HEPNumerics/include/G4SimplexDownhill.hh @ 1340

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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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