include/Geant4/G4SimplexDownhill.hh

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0025 //
0026 // G4SimplexDownhill
0027 //
0028 // Class description:
0029 //
0030 // Class implementing minimization of a function of n variables.
0031 // Reference: "A Simplex method for function minimization"
0032 //            by J. A. Nelder and R. Mead, Computer Journal, 7, 308 (1965)
0033 // and also: "Numerical Recipes in C: the art of scientific computing"
0034 //            by William H., Cambridge University Press ISBN 0521437202 (1992)
0035
0036 // Author: Tatsumi Koi (SLAC/SCCS), 2007
0037 // --------------------------------------------------------------------
0038 #ifndef G4SimplexDownhill_hh
0039 #define G4SimplexDownhill_hh 1
0040
0041 #include "globals.hh"
0042
0043 #include <algorithm>
0044 #include <vector>
0045
0046 template <class T>
0047 class G4SimplexDownhill
0048 {
0049  public:
0050   G4SimplexDownhill(T* tp, G4int n)
0051     : currentValue(0.)
0052     , target(tp)
0053     , numberOfVariable(n)
0054   {
0055     init();
0056   }
0057
0058   ~G4SimplexDownhill();
0059
0060   G4double GetMinimum();
0061
0062   std::vector<G4double> GetMinimumPoint();
0063
0064  private:
0065   G4double getValue(std::vector<G4double> x)
0066   {
0067     return target->GetValueOfMinimizingFunction(x);
0068   }
0069
0070   void initialize();
0071   std::vector<std::vector<G4double>> currentSimplex;
0072
0073   void calHeights();
0074   std::vector<G4double> currentHeights;
0075   G4double currentValue;
0076
0077   std::vector<G4double> calCentroid(G4int);
0078
0079   G4bool isItGoodEnough();
0080
0081   std::vector<G4double> getReflectionPoint(std::vector<G4double>,
0082                                            std::vector<G4double>);
0083   std::vector<G4double> getExpansionPoint(std::vector<G4double>,
0084                                           std::vector<G4double>);
0085   std::vector<G4double> getContractionPoint(std::vector<G4double>,
0086                                             std::vector<G4double>);
0087
0088   void doDownhill();
0089
0090   void init();
0091
0092  private:
0093   T* target;
0094
0095   G4int numberOfVariable;
0096
0097   G4double alpha;
0098   G4double beta;
0099   G4double gamma;
0100   G4double max_se;
0101   G4double max_ratio;
0102   G4int maximum_no_trial;
0103   G4bool minimized;
0104
0105   std::vector<G4double> minimumPoint;
0106 };
0107
0108 #include "G4SimplexDownhill.icc"
0109
0110 #endif