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G4SimplexDownhill.hh
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27 // $Id: G4SimplexDownhill.hh 79763 2014-03-13 15:16:47Z gcosmo $
28 //
29 // Class description:
30 //
31 // Class implementing minimization of a function of n variables.
32 // Reference: "A Simplex method for function minimization"
33 // by J. A. Nelder and R. Mead, Computer Journal, 7, 308 (1965)
34 // and also: "Numerical Recipes in C: the art of scientific computing"
35 // by William H., Cambridge University Press ISBN 0521437202 (1992)
36 
37 // Author: Tatsumi Koi (SLAC/SCCS), 2007
38 // --------------------------------------------------------------------------
39 
40 #ifndef G4SimplexDownhill_hh
41 #define G4SimplexDownhill_hh
42 
43 #include "globals.hh"
44 
45 #include <vector>
46 #include <algorithm>
47 
48 template<class T>
50 {
51 
52  public: // with description
53 
55  : currentValue(0.), target(tp), numberOfVariable(n)
56  { init(); }
57 
59 
61 
62  std::vector< G4double > GetMinimumPoint();
63 
64 
65  private:
66 
67  G4double getValue( std::vector< G4double > x )
68  { return target->GetValueOfMinimizingFunction( x ); }
69 
70  void initialize();
71  std::vector< std::vector< G4double > > currentSimplex;
72 
73  void calHeights();
74  std::vector< G4double > currentHeights;
75  G4double currentValue;
76 
77  std::vector< G4double > calCentroid( G4int );
78 
79  G4bool isItGoodEnough();
80 
81  std::vector< G4double > getReflectionPoint( std::vector< G4double > ,
82  std::vector< G4double > );
83  std::vector< G4double > getExpansionPoint( std::vector< G4double > ,
84  std::vector< G4double > );
85  std::vector< G4double > getContractionPoint( std::vector< G4double > ,
86  std::vector< G4double > );
87 
88  void doDownhill();
89 
90  void init();
91 
92  private:
93 
94  T* target;
95 
96  G4int numberOfVariable;
97 
98  G4double alpha;
99  G4double beta;
100  G4double gamma;
101  G4double max_se;
102  G4double max_ratio;
103  G4int maximum_no_trial;
104  G4bool minimized;
105 
106  std::vector< G4double > minimumPoint;
107 };
108 
109 #include "G4SimplexDownhill.icc"
110 
111 #endif
const XML_Char * target
Definition: expat.h:268
tuple x
Definition: test.py:50
int G4int
Definition: G4Types.hh:78
G4SimplexDownhill(T *tp, G4int n)
std::vector< G4double > GetMinimumPoint()
bool G4bool
Definition: G4Types.hh:79
const G4int n
G4double GetMinimum()
double G4double
Definition: G4Types.hh:76