52 lines
1.0 KiB
C++
52 lines
1.0 KiB
C++
#include <cmath>
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#include "nr.h"
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using namespace std;
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void NR::powell(Vec_IO_DP &p, Mat_IO_DP &xi, const DP ftol, int &iter,
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DP &fret, DP func(Vec_I_DP &))
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{
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const int ITMAX=200;
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const DP TINY=1.0e-25;
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int i,j,ibig;
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DP del,fp,fptt,t;
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int n=p.size();
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Vec_DP pt(n),ptt(n),xit(n);
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fret=func(p);
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for (j=0;j<n;j++) pt[j]=p[j];
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for (iter=0;;++iter) {
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fp=fret;
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ibig=0;
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del=0.0;
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for (i=0;i<n;i++) {
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for (j=0;j<n;j++) xit[j]=xi[j][i];
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fptt=fret;
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linmin(p,xit,fret,func);
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if (fptt-fret > del) {
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del=fptt-fret;
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ibig=i+1;
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}
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}
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if (2.0*(fp-fret) <= ftol*(fabs(fp)+fabs(fret))+TINY) {
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return;
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}
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if (iter == ITMAX) nrerror("powell exceeding maximum iterations.");
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for (j=0;j<n;j++) {
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ptt[j]=2.0*p[j]-pt[j];
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xit[j]=p[j]-pt[j];
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pt[j]=p[j];
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}
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fptt=func(ptt);
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if (fptt < fp) {
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t=2.0*(fp-2.0*fret+fptt)*SQR(fp-fret-del)-del*SQR(fp-fptt);
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if (t < 0.0) {
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linmin(p,xit,fret,func);
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for (j=0;j<n;j++) {
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xi[j][ibig-1]=xi[j][n-1];
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xi[j][n-1]=xit[j];
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}
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}
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}
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}
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}
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