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 double TolX, const int NbIterations=100, const double ZEPS=1.0e-12)
	This constructor should be used in a sub-class to initialize correctly all the fields of this class.
	math_BrentMinimum (const double TolX, const double Fbx, const int NbIterations=100, const double 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 ()
	Destructor.
void	Perform (math_Function &F, const double Ax, const double Bx, const double 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;.
virtual bool	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.
bool	IsDone () const
	Returns true if the computations are successful, otherwise returns false.
double	Location () const
	returns the location value of the minimum. Exception NotDone is raised if the minimum was not found.
double	Minimum () const
	returns the value of the minimum. Exception NotDone is raised if the minimum was not found.
int	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	Dump (Standard_OStream &o) const
	Prints on the stream o information on the current state of the object. Is used to redefine the operator <<.

Protected Attributes
double	a
double	b
double	x
double	fx
double	fv
double	fw
double	XTol
double	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() [1/2]

math_BrentMinimum::math_BrentMinimum	(	const double	TolX,
		const int	NbIterations = 100,
		const double	ZEPS = 1.0e-12 )

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

math_BrentMinimum() [2/2]

math_BrentMinimum::math_BrentMinimum	(	const double	TolX,
		const double	Fbx,
		const int	NbIterations = 100,
		const double	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.

~math_BrentMinimum()

virtual math_BrentMinimum::~math_BrentMinimum ( )

virtual

Destructor.

Member Function Documentation

Dump()

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 <<.

IsDone()

bool math_BrentMinimum::IsDone

(

)

const

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

IsSolutionReached()

virtual bool 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.

Location()

double math_BrentMinimum::Location

(

)

const

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

Minimum()

double math_BrentMinimum::Minimum

(

)

const

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

NbIterations()

int 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.

Perform()

void math_BrentMinimum::Perform	(	math_Function &	F,
		const double	Ax,
		const double	Bx,
		const double	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

a

double math_BrentMinimum::a

protected

b

double math_BrentMinimum::b

protected

EPSZ

double math_BrentMinimum::EPSZ

protected

fv

double math_BrentMinimum::fv

protected

fw

double math_BrentMinimum::fw

protected

fx

double math_BrentMinimum::fx

protected

x

double math_BrentMinimum::x

protected

XTol

double math_BrentMinimum::XTol

protected

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

• math_BrentMinimum.hxx