64 lines
1.5 KiB
C++
64 lines
1.5 KiB
C++
#include <cmath>
|
|
#include <limits>
|
|
#include "nr.h"
|
|
using namespace std;
|
|
|
|
void NR::lnsrch(Vec_I_DP &xold, const DP fold, Vec_I_DP &g, Vec_IO_DP &p,
|
|
Vec_O_DP &x, DP &f, const DP stpmax, bool &check, DP func(Vec_I_DP &))
|
|
{
|
|
const DP ALF=1.0e-4, TOLX=numeric_limits<DP>::epsilon();
|
|
int i;
|
|
DP a,alam,alam2=0.0,alamin,b,disc,f2=0.0;
|
|
DP rhs1,rhs2,slope,sum,temp,test,tmplam;
|
|
|
|
int n=xold.size();
|
|
check=false;
|
|
sum=0.0;
|
|
for (i=0;i<n;i++) sum += p[i]*p[i];
|
|
sum=sqrt(sum);
|
|
if (sum > stpmax)
|
|
for (i=0;i<n;i++) p[i] *= stpmax/sum;
|
|
slope=0.0;
|
|
for (i=0;i<n;i++)
|
|
slope += g[i]*p[i];
|
|
if (slope >= 0.0) nrerror("Roundoff problem in lnsrch.");
|
|
test=0.0;
|
|
for (i=0;i<n;i++) {
|
|
temp=fabs(p[i])/MAX(fabs(xold[i]),1.0);
|
|
if (temp > test) test=temp;
|
|
}
|
|
alamin=TOLX/test;
|
|
alam=1.0;
|
|
for (;;) {
|
|
for (i=0;i<n;i++) x[i]=xold[i]+alam*p[i];
|
|
f=func(x);
|
|
if (alam < alamin) {
|
|
for (i=0;i<n;i++) x[i]=xold[i];
|
|
check=true;
|
|
return;
|
|
} else if (f <= fold+ALF*alam*slope) return;
|
|
else {
|
|
if (alam == 1.0)
|
|
tmplam = -slope/(2.0*(f-fold-slope));
|
|
else {
|
|
rhs1=f-fold-alam*slope;
|
|
rhs2=f2-fold-alam2*slope;
|
|
a=(rhs1/(alam*alam)-rhs2/(alam2*alam2))/(alam-alam2);
|
|
b=(-alam2*rhs1/(alam*alam)+alam*rhs2/(alam2*alam2))/(alam-alam2);
|
|
if (a == 0.0) tmplam = -slope/(2.0*b);
|
|
else {
|
|
disc=b*b-3.0*a*slope;
|
|
if (disc < 0.0) tmplam=0.5*alam;
|
|
else if (b <= 0.0) tmplam=(-b+sqrt(disc))/(3.0*a);
|
|
else tmplam=-slope/(b+sqrt(disc));
|
|
}
|
|
if (tmplam>0.5*alam)
|
|
tmplam=0.5*alam;
|
|
}
|
|
}
|
|
alam2=alam;
|
|
f2 = f;
|
|
alam=MAX(tmplam,0.1*alam);
|
|
}
|
|
}
|