54 lines
777 B
C++
54 lines
777 B
C++
#include <cmath>
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#include "nr.h"
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using namespace std;
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namespace {
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inline void shft2(DP &a, DP &b, const DP c)
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{
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a=b;
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b=c;
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}
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inline void shft3(DP &a, DP &b, DP &c, const DP d)
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{
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a=b;
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b=c;
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c=d;
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}
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}
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DP NR::golden(const DP ax, const DP bx, const DP cx, DP f(const DP),
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const DP tol, DP &xmin)
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{
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const DP R=0.61803399,C=1.0-R;
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DP f1,f2,x0,x1,x2,x3;
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x0=ax;
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x3=cx;
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if (fabs(cx-bx) > fabs(bx-ax)) {
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x1=bx;
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x2=bx+C*(cx-bx);
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} else {
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x2=bx;
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x1=bx-C*(bx-ax);
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}
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f1=f(x1);
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f2=f(x2);
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while (fabs(x3-x0) > tol*(fabs(x1)+fabs(x2))) {
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if (f2 < f1) {
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shft3(x0,x1,x2,R*x2+C*x3);
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shft2(f1,f2,f(x2));
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} else {
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shft3(x3,x2,x1,R*x1+C*x0);
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shft2(f2,f1,f(x1));
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}
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}
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if (f1 < f2) {
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xmin=x1;
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return f1;
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} else {
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xmin=x2;
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return f2;
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}
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}
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