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comparison main/optim/fminbnd.m @ 0:6b33357c7561 octave-forge

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Initial revision
author pkienzle
date Wed, 10 Oct 2001 19:54:49 +0000
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children 997ba9e81037
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-1:000000000000 0:6b33357c7561
1 ## Copyright (C) 2000 Ben Sapp. All rights reserved.
2 ##
3 ## This program is free software; you can redistribute it and/or modify it
4 ## under the terms of the GNU General Public License as published by the
5 ## Free Software Foundation; either version 2, or (at your option) any
6 ## later version.
7 ##
8 ## This is distributed in the hope that it will be useful, but WITHOUT
9 ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
10 ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
11 ## for more details.
12
13 ## -*- texinfo -*-
14 ## @deftypefn {Function File} {[@var{x}] =} fminbnd(@var{f},@var{lb},@var{ub},[@var{tol}])
15 ##
16 ## Find the minimum of a scalar function with the Golden Search method.
17 ##
18 ## @strong{Inputs}
19 ## @table @var
20 ## @item f
21 ## A string contining the name of the function to minimiz
22 ## @item lb
23 ## Value to use as an initial lower bound on @var{x}.
24 ## @item ub
25 ## Value to use as an initial upper bound on @var{x}.
26 ## @item tol
27 ## Tolerence you would like to have. The default value is @var{tol} =
28 ## 10e-6
29 ## @end table
30 ## @end deftypefn
31
32 function min = fminbnd(_func,lb,ub)
33 delta = 1e-17;
34 gr = (sqrt(5)-1)/2;
35 width = (ub-lb);
36 out = lb:(width/3):ub;
37 out(2) = out(4)-gr*width;
38 out(3) = out(1)+gr*width;
39 upper = feval(_func,out(3));
40 lower = feval(_func,out(2));
41 while((out(3)-out(2)) > delta) #this will not work for symetric funcs
42 if(upper > lower)
43 out(4) = out(3);
44 out(3) = out(2);
45 width = out(4)-out(1);
46 out(2) = out(4)-gr*width;
47 upper = lower;
48 lower = feval(_func,out(2));
49 else
50 out(1) = out(2);
51 out(2) = out(3);
52 width = out(4)-out(1);
53 out(3) = out(1)+width*gr;
54 lower = upper;
55 upper = feval(_func,out(3));
56 endif
57 endwhile
58 min = out(2);
59 endfunction