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.
	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 ()
	Destructor.
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;.
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.
Standard_Boolean	IsDone () const
	Returns true if the computations are successful, otherwise returns false.
Standard_Real	Location () const
	returns the location value of the minimum. Exception NotDone is raised if the minimum was not found.
Standard_Real	Minimum () const
	returns the value of the minimum. Exception NotDone is raised if the minimum was not found.
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.
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
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() [1/2]

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() [2/2]

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.

~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()

Standard_Boolean math_BrentMinimum::IsDone

(

)

const

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

IsSolutionReached()

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.

Location()

Standard_Real math_BrentMinimum::Location

(

)

const

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

Minimum()

Standard_Real math_BrentMinimum::Minimum

(

)

const

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

NbIterations()

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.

Perform()

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

a

Standard_Real math_BrentMinimum::a

protected

b

Standard_Real math_BrentMinimum::b

protected

EPSZ

Standard_Real math_BrentMinimum::EPSZ

protected

fv

Standard_Real math_BrentMinimum::fv

protected

fw

Standard_Real math_BrentMinimum::fw

protected

fx

Standard_Real math_BrentMinimum::fx

protected

x

Standard_Real math_BrentMinimum::x

protected

XTol

Standard_Real math_BrentMinimum::XTol

protected

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

• math_BrentMinimum.hxx