include/opencascade/math_BrentMinimum.hxx

0001 // Created on: 1991-05-14
0002 // Created by: Laurent PAINNOT
0003 // Copyright (c) 1991-1999 Matra Datavision
0004 // Copyright (c) 1999-2014 OPEN CASCADE SAS
0005 //
0006 // This file is part of Open CASCADE Technology software library.
0007 //
0008 // This library is free software; you can redistribute it and/or modify it under
0009 // the terms of the GNU Lesser General Public License version 2.1 as published
0010 // by the Free Software Foundation, with special exception defined in the file
0011 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
0012 // distribution for complete text of the license and disclaimer of any warranty.
0013 //
0014 // Alternatively, this file may be used under the terms of Open CASCADE
0015 // commercial license or contractual agreement.
0016
0017 #ifndef _math_BrentMinimum_HeaderFile
0018 #define _math_BrentMinimum_HeaderFile
0019
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022 #include <Standard_Handle.hxx>
0023
0024 #include <Standard_Real.hxx>
0025 #include <Standard_OStream.hxx>
0026 class math_Function;
0027
0028 //! This class implements the Brent's method to find the minimum of
0029 //! a function of a single variable.
0030 //! No knowledge of the derivative is required.
0031 class math_BrentMinimum
0032 {
0033 public:
0034   DEFINE_STANDARD_ALLOC
0035
0036   //! This constructor should be used in a sub-class to initialize
0037   //! correctly all the fields of this class.
0038   Standard_EXPORT math_BrentMinimum(const double TolX,
0039                                     const int    NbIterations = 100,
0040                                     const double ZEPS         = 1.0e-12);
0041
0042   //! This constructor should be used in a sub-class to initialize
0043   //! correctly all the fields of this class.
0044   //! It has to be used if F(Bx) is known.
0045   Standard_EXPORT math_BrentMinimum(const double TolX,
0046                                     const double Fbx,
0047                                     const int    NbIterations = 100,
0048                                     const double ZEPS         = 1.0e-12);
0049
0050   //! Destructor
0051   Standard_EXPORT virtual ~math_BrentMinimum();
0052
0053   //! Brent minimization is performed on function F from a given
0054   //! bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is
0055   //! between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx))
0056   //! The solution is found when: abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;
0057   Standard_EXPORT void Perform(math_Function& F, const double Ax, const double Bx, const double Cx);
0058
0059   //! This method is called at the end of each iteration to check if the
0060   //! solution is found.
0061   //! It can be redefined in a sub-class to implement a specific test to
0062   //! stop the iterations.
0063   virtual bool IsSolutionReached(math_Function& theFunction);
0064
0065   //! Returns true if the computations are successful, otherwise returns false.
0066   bool IsDone() const;
0067
0068   //! returns the location value of the minimum.
0069   //! Exception NotDone is raised if the minimum was not found.
0070   double Location() const;
0071
0072   //! returns the value of the minimum.
0073   //! Exception NotDone is raised if the minimum was not found.
0074   double Minimum() const;
0075
0076   //! returns the number of iterations really done during the
0077   //! computation of the minimum.
0078   //! Exception NotDone is raised if the minimum was not found.
0079   int NbIterations() const;
0080
0081   //! Prints on the stream o information on the current state
0082   //! of the object.
0083   //! Is used to redefine the operator <<.
0084   Standard_EXPORT void Dump(Standard_OStream& o) const;
0085
0086 protected:
0087   double a;
0088   double b;
0089   double x;
0090   double fx;
0091   double fv;
0092   double fw;
0093   double XTol;
0094   double EPSZ;
0095
0096 private:
0097   bool Done;
0098   int  iter;
0099   int  Itermax;
0100   bool myF;
0101 };
0102
0103 #include <math_BrentMinimum.lxx>
0104
0105 #endif // _math_BrentMinimum_HeaderFile