math_FRPR Class Reference

this class implements the Fletcher-Reeves-Polak_Ribiere minimization algorithm of a function of multiple variables. Knowledge of the function's gradient is required. More...

#include <math_FRPR.hxx>

Public Member Functions
	math_FRPR (const math_MultipleVarFunctionWithGradient &theFunction, const Standard_Real theTolerance, const Standard_Integer theNbIterations=200, const Standard_Real theZEPS=1.0e-12)
	Initializes the computation of the minimum of F. Warning: constructor does not perform computations. More...
virtual	~math_FRPR ()
	Destructor. More...
void	Perform (math_MultipleVarFunctionWithGradient &theFunction, const math_Vector &theStartingPoint)
	The solution F = Fi is found when 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS). More...
virtual Standard_Boolean	IsSolutionReached (math_MultipleVarFunctionWithGradient &theFunction)
	The solution F = Fi is found when: 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS. The maximum number of iterations allowed is given by NbIterations. More...
Standard_Boolean	IsDone () const
	Returns true if the computations are successful, otherwise returns false. More...
const math_Vector &	Location () const
	returns the location vector of the minimum. Exception NotDone is raised if the minimum was not found. More...
void	Location (math_Vector &Loc) const
	outputs the location vector of the minimum in Loc. Exception NotDone is raised if the minimum was not found. Exception DimensionError is raised if the range of Loc is not equal to the range of the StartingPoint. More...
Standard_Real	Minimum () const
	returns the value of the minimum. Exception NotDone is raised if the minimum was not found. More...
const math_Vector &	Gradient () const
	returns the gradient vector at the minimum. Exception NotDone is raised if the minimum was not found. More...
void	Gradient (math_Vector &Grad) const
	outputs the gradient vector at the minimum in Grad. Exception NotDone is raised if the minimum was not found. Exception DimensionError is raised if the range of Grad is not equal to the range of the StartingPoint. 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
math_Vector	TheLocation
math_Vector	TheGradient
Standard_Real	TheMinimum
Standard_Real	PreviousMinimum
Standard_Real	XTol
Standard_Real	EPSZ

Detailed Description

this class implements the Fletcher-Reeves-Polak_Ribiere minimization algorithm of a function of multiple variables. Knowledge of the function's gradient is required.

Constructor & Destructor Documentation

math_FRPR::math_FRPR	(	const math_MultipleVarFunctionWithGradient &	theFunction,
		const Standard_Real	theTolerance,
		const Standard_Integer	theNbIterations = 200,
		const Standard_Real	theZEPS = 1.0e-12
	)

Initializes the computation of the minimum of F. Warning: constructor does not perform computations.

virtual math_FRPR::~math_FRPR ( )

virtual

Destructor.

Member Function Documentation

void math_FRPR::Dump

(

Standard_OStream &

o

)

const

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

const math_Vector& math_FRPR::Gradient

(

)

const

returns the gradient vector at the minimum. Exception NotDone is raised if the minimum was not found.

void math_FRPR::Gradient

(

math_Vector &

Grad

)

const

outputs the gradient vector at the minimum in Grad. Exception NotDone is raised if the minimum was not found. Exception DimensionError is raised if the range of Grad is not equal to the range of the StartingPoint.

Standard_Boolean math_FRPR::IsDone

(

)

const

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

virtual Standard_Boolean math_FRPR::IsSolutionReached ( math_MultipleVarFunctionWithGradient &  theFunction )

virtual

The solution F = Fi is found when: 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1)) + ZEPS. The maximum number of iterations allowed is given by NbIterations.

const math_Vector& math_FRPR::Location

(

)

const

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

void math_FRPR::Location

(

math_Vector &

Loc

)

const

outputs the location vector of the minimum in Loc. Exception NotDone is raised if the minimum was not found. Exception DimensionError is raised if the range of Loc is not equal to the range of the StartingPoint.

Standard_Real math_FRPR::Minimum

(

)

const

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

Standard_Integer math_FRPR::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_FRPR::Perform	(	math_MultipleVarFunctionWithGradient &	theFunction,
		const math_Vector &	theStartingPoint
	)

The solution F = Fi is found when 2.0 * abs(Fi - Fi-1) <= Tolerance * (abs(Fi) + abs(Fi-1) + ZEPS).

Field Documentation

Standard_Real math_FRPR::EPSZ

protected

Standard_Real math_FRPR::PreviousMinimum

protected

math_Vector math_FRPR::TheGradient

protected

math_Vector math_FRPR::TheLocation

protected

Standard_Real math_FRPR::TheMinimum

protected

Standard_Real math_FRPR::XTol

protected

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

• math_FRPR.hxx