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
0029
0030 //! This class implements the Brent's method to find the minimum of
0031 //! a function of a single variable.
0032 //! No knowledge of the derivative is required.
0033 class math_BrentMinimum
0034 {
0035 public:
0036
0037   DEFINE_STANDARD_ALLOC
0038
0039
0040
0041   //! This constructor should be used in a sub-class to initialize
0042   //! correctly all the fields of this class.
0043   Standard_EXPORT math_BrentMinimum(const Standard_Real TolX, const Standard_Integer NbIterations = 100, const Standard_Real ZEPS = 1.0e-12);
0044
0045
0046   //! This constructor should be used in a sub-class to initialize
0047   //! correctly all the fields of this class.
0048   //! It has to be used if F(Bx) is known.
0049   Standard_EXPORT math_BrentMinimum(const Standard_Real TolX, const Standard_Real Fbx, const Standard_Integer NbIterations = 100, const Standard_Real ZEPS = 1.0e-12);
0050
0051   //! Destructor
0052   Standard_EXPORT virtual ~math_BrentMinimum();
0053
0054
0055   //! Brent minimization is performed on function F from a given
0056   //! bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is
0057   //! between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx))
0058   //! The solution is found when: abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;
0059   Standard_EXPORT void Perform (math_Function& F, const Standard_Real Ax, const Standard_Real Bx, const Standard_Real Cx);
0060
0061
0062   //! This method is called at the end of each iteration to check if the
0063   //! solution is found.
0064   //! It can be redefined in a sub-class to implement a specific test to
0065   //! stop the iterations.
0066     virtual Standard_Boolean IsSolutionReached (math_Function& theFunction);
0067
0068   //! Returns true if the computations are successful, otherwise returns false.
0069     Standard_Boolean IsDone() const;
0070
0071   //! returns the location value of the minimum.
0072   //! Exception NotDone is raised if the minimum was not found.
0073     Standard_Real Location() const;
0074
0075   //! returns the value of the minimum.
0076   //! Exception NotDone is raised if the minimum was not found.
0077     Standard_Real Minimum() const;
0078
0079   //! returns the number of iterations really done during the
0080   //! computation of the minimum.
0081   //! Exception NotDone is raised if the minimum was not found.
0082     Standard_Integer NbIterations() const;
0083
0084   //! Prints on the stream o information on the current state
0085   //! of the object.
0086   //! Is used to redefine the operator <<.
0087   Standard_EXPORT void Dump (Standard_OStream& o) const;
0088
0089
0090
0091
0092 protected:
0093
0094
0095
0096   Standard_Real a;
0097   Standard_Real b;
0098   Standard_Real x;
0099   Standard_Real fx;
0100   Standard_Real fv;
0101   Standard_Real fw;
0102   Standard_Real XTol;
0103   Standard_Real EPSZ;
0104
0105
0106 private:
0107
0108
0109
0110   Standard_Boolean Done;
0111   Standard_Integer iter;
0112   Standard_Integer Itermax;
0113   Standard_Boolean myF;
0114
0115
0116 };
0117
0118
0119 #include <math_BrentMinimum.lxx>
0120
0121
0122
0123
0124
0125 #endif // _math_BrentMinimum_HeaderFile