Open CASCADE Technology  7.1.0.beta
Public Member Functions | Protected Attributes
math_BrentMinimum Class Reference

This class implements the Brent's method to find the minimum of a function of a single variable. No knowledge of the derivative is required. More...

#include <math_BrentMinimum.hxx>

Public Member Functions

 math_BrentMinimum (const Standard_Real TolX, const Standard_Integer NbIterations=100, const Standard_Real ZEPS=1.0e-12)
 This constructor should be used in a sub-class to initialize correctly all the fields of this class. More...
 
 math_BrentMinimum (const Standard_Real TolX, const Standard_Real Fbx, const Standard_Integer NbIterations=100, const Standard_Real ZEPS=1.0e-12)
 This constructor should be used in a sub-class to initialize correctly all the fields of this class. It has to be used if F(Bx) is known. More...
 
virtual ~math_BrentMinimum ()
 Destructor. More...
 
void Perform (math_Function &F, const Standard_Real Ax, const Standard_Real Bx, const Standard_Real Cx)
 Brent minimization is performed on function F from a given bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx)) The solution is found when: abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;. More...
 
virtual Standard_Boolean IsSolutionReached (math_Function &theFunction)
 This method is called at the end of each iteration to check if the solution is found. It can be redefined in a sub-class to implement a specific test to stop the iterations. More...
 
Standard_Boolean IsDone () const
 Returns true if the computations are successful, otherwise returns false. More...
 
Standard_Real Location () const
 returns the location value of the minimum. Exception NotDone is raised if the minimum was not found. More...
 
Standard_Real Minimum () const
 returns the value of the minimum. Exception NotDone is raised if the minimum was not found. More...
 
Standard_Integer NbIterations () const
 returns the number of iterations really done during the computation of the minimum. Exception NotDone is raised if the minimum was not found. More...
 
void Dump (Standard_OStream &o) const
 Prints on the stream o information on the current state of the object. Is used to redefine the operator <<. More...
 

Protected Attributes

Standard_Real a
 
Standard_Real b
 
Standard_Real x
 
Standard_Real fx
 
Standard_Real fv
 
Standard_Real fw
 
Standard_Real XTol
 
Standard_Real EPSZ
 

Detailed Description

This class implements the Brent's method to find the minimum of a function of a single variable. No knowledge of the derivative is required.

Constructor & Destructor Documentation

math_BrentMinimum::math_BrentMinimum ( const Standard_Real  TolX,
const Standard_Integer  NbIterations = 100,
const Standard_Real  ZEPS = 1.0e-12 
)

This constructor should be used in a sub-class to initialize correctly all the fields of this class.

math_BrentMinimum::math_BrentMinimum ( const Standard_Real  TolX,
const Standard_Real  Fbx,
const Standard_Integer  NbIterations = 100,
const Standard_Real  ZEPS = 1.0e-12 
)

This constructor should be used in a sub-class to initialize correctly all the fields of this class. It has to be used if F(Bx) is known.

virtual math_BrentMinimum::~math_BrentMinimum ( )
virtual

Destructor.

Member Function Documentation

void math_BrentMinimum::Dump ( Standard_OStream o) const

Prints on the stream o information on the current state of the object. Is used to redefine the operator <<.

Standard_Boolean math_BrentMinimum::IsDone ( ) const

Returns true if the computations are successful, otherwise returns false.

virtual Standard_Boolean math_BrentMinimum::IsSolutionReached ( math_Function theFunction)
virtual

This method is called at the end of each iteration to check if the solution is found. It can be redefined in a sub-class to implement a specific test to stop the iterations.

Standard_Real math_BrentMinimum::Location ( ) const

returns the location value of the minimum. Exception NotDone is raised if the minimum was not found.

Standard_Real math_BrentMinimum::Minimum ( ) const

returns the value of the minimum. Exception NotDone is raised if the minimum was not found.

Standard_Integer math_BrentMinimum::NbIterations ( ) const

returns the number of iterations really done during the computation of the minimum. Exception NotDone is raised if the minimum was not found.

void math_BrentMinimum::Perform ( math_Function F,
const Standard_Real  Ax,
const Standard_Real  Bx,
const Standard_Real  Cx 
)

Brent minimization is performed on function F from a given bracketing triplet of abscissas Ax, Bx, Cx (such that Bx is between Ax and Cx, F(Bx) is less than both F(Bx) and F(Cx)) The solution is found when: abs(Xi - Xi-1) <= TolX * abs(Xi) + ZEPS;.

Field Documentation

Standard_Real math_BrentMinimum::a
protected
Standard_Real math_BrentMinimum::b
protected
Standard_Real math_BrentMinimum::EPSZ
protected
Standard_Real math_BrentMinimum::fv
protected
Standard_Real math_BrentMinimum::fw
protected
Standard_Real math_BrentMinimum::fx
protected
Standard_Real math_BrentMinimum::x
protected
Standard_Real math_BrentMinimum::XTol
protected

The documentation for this class was generated from the following file: