124 lines
2.5 KiB
C
124 lines
2.5 KiB
C
/* Code to test the powell minimiser */
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/*
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* Copyright 1999 Graeme W. Gill
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* All rights reserved.
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*
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* This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
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* see the License.txt file for licencing details.
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*/
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#include <stdio.h>
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#include "numlib.h"
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/* Final approximate solution: */
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double expect[9] = {
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-0.5706545E+00,
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-0.6816283E+00,
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-0.7017325E+00,
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-0.7042129E+00,
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-0.7013690E+00,
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-0.6918656E+00,
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-0.6657920E+00,
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-0.5960342E+00,
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-0.4164121E+00 };
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double fcn( /* Return function value */
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void *fdata, /* Opaque data pointer */
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double tp[]); /* Multivriate input value */
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#define N 9
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static void progress(void *pdata, int perc) {
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printf("%c% 3d%%",cr_char,perc);
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if (perc == 100)
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printf("\n");
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fflush(stdout);
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}
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int main(void)
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{
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double cp[N]; /* Function input values */
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double s[N]; /* Search area */
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double err;
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int j;
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int nprint = 0; /* Itteration debugging print = off */
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int rc;
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error_program = "tpowell"; /* Set global error reporting string */
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check_if_not_interactive();
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/* The following starting values provide a rough solution. */
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for (j = 0; j < N; j++) {
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cp[j] = -1.f;
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s[j] = 0.9;
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}
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nprint = 0;
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/* Set tol to the square root of the machine precision. */
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/* Unless high precision solutions are required, */
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/* this is the recommended setting. */
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rc = powell(
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&err,
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N, /* Dimentionality */
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cp, /* Initial starting point */
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s, /* Size of initial search area */
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0.00000001, /* Tollerance of error change to stop on */
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1000, /* Maximum iterations allowed */
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fcn, /* Error function to evaluate */
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NULL, /* Opaque data needed by function */
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progress, /* Progress callback */
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NULL /* Context for callback */
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);
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fprintf(stdout,"Status = %d, final approximate solution err = %f:\n",rc,err);
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for (j = 0; j < N; j++) {
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fprintf(stdout,"cp[%d] = %e, expect %e\n",j,cp[j],expect[j]);
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}
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return 0;
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} /* main() */
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/* Function being minimized */
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double fcn( /* Return function value */
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void *fdata, /* Opaque data pointer */
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double tp[] /* Multivriate input value */
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) {
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double err, tt;
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double temp, temp1, temp2;
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int k;
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/* Function Body */
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err = 0.0;
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for (k = 0; k < N; ++k) {
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temp = (3.0 - 2.0 * tp[k]) * tp[k];
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temp1 = 0.0;
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if (k != 0) {
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temp1 = tp[k-1];
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}
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temp2 = 0.0;
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if (k != ((N)-1))
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temp2 = tp[k+1];
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tt = temp - temp1 - 2.0 * temp2 + 1.0;
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err += tt * tt;
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}
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err = sqrt(err);
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//printf("Returning %16.14f\n",err);
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return err;
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}
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