bpp-core  2.2.0
BrentOneDimension.h
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1 //
2 // File: BrentOneDimension.h
3 // Created by: Julien Dutheil
4 // Created on: Mon Nov 17 11:45:58 2003
5 //
6 
7 /*
8 Copyright or © or Copr. CNRS, (November 17, 2004)
9 
10 This software is a computer program whose purpose is to provide classes
11 for numerical calculus.
12 
13 This software is governed by the CeCILL license under French law and
14 abiding by the rules of distribution of free software. You can use,
15 modify and/ or redistribute the software under the terms of the CeCILL
16 license as circulated by CEA, CNRS and INRIA at the following URL
17 "http://www.cecill.info".
18 
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20 modify and redistribute granted by the license, users are provided only
21 with a limited warranty and the software's author, the holder of the
22 economic rights, and the successive licensors have only limited
23 liability.
24 
25 In this respect, the user's attention is drawn to the risks associated
26 with loading, using, modifying and/or developing or reproducing the
27 software by the user in light of its specific status of free software,
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38 */
39 
40 #ifndef _BRENTONEDIMENSION_H_
41 #define _BRENTONEDIMENSION_H_
42 
43 #include "AbstractOptimizer.h"
44 
45 namespace bpp
46 {
47 
59  public AbstractOptimizer
60 {
61  public:
64  {
65  public:
68  tolerance_ = bod->tol2;
69  burnin_ = 3;
70  }
71  virtual ~BODStopCondition() {}
72 
73  BODStopCondition* clone() const { return new BODStopCondition(*this); }
74 
75  public:
76  bool isToleranceReached() const;
77  double getCurrentTolerance() const;
78  };
79 
80  friend class BODStopCondition;
81 
82  protected:
83  double a, b, d, e, etemp, fu, fv, fw, fx, p, q, r, tol1, tol2, u, v, w, x, xm;
84  double _xinf, _xsup;
86 
87  public:
88  BrentOneDimension(Function* function = 0);
89  virtual ~BrentOneDimension() {}
90 
91  BrentOneDimension* clone() const { return new BrentOneDimension(*this); }
92 
93  public:
94 
112  double optimize() throw (Exception); //redefinition
115  void doInit(const ParameterList& params) throw (Exception);
116 
117  double doStep() throw (Exception);
118 
119  public:
120 
133  void setInitialInterval(double inf, double sup);
140 
141  public:
142 
143  static double ZEPS;
144 
145 };
146 
147 } //end of namespace bpp.
148 
149 #endif //_BRENTONEDIMENSION_H_
150 
This class allows to perform a correspondence analysis.
This is the function abstract class.
Definition: Functions.h:86
The parameter list object.
Definition: ParameterList.h:61
BODStopCondition * clone() const
Create a copy of this object and send a pointer to it.
bool isToleranceReached() const
Tell if the we reached the desired tolerance with a given new set of estimates.
bool isInitialIntervalSet() const
double getCurrentTolerance() const
Get the current tolerance.
double optimize()
Initialize optimizer.
Exception base class.
Definition: Exceptions.h:57
Brent's optimization for one parameter.
Partial implementation of the Optimizer interface.
void doInit(const ParameterList &params)
This function is called by the init() method and contains all calculations.
double doStep()
This function is called by the step() method and contains all calculations.
void setInitialInterval(double inf, double sup)
Set intial search interval.
Partial implementation of the OptimizationStopCondition interface.
BrentOneDimension(Function *function=0)
BrentOneDimension * clone() const
Create a copy of this object and send a pointer to it.