octave: scripts/optimization/fminbnd.m annotate

annotate scripts/optimization/fminbnd.m @ 28789:28de41192f3c

Eliminate unneeded verification of nargin, nargout in m-files. * FIRfilter.m, FIRfilter_aggregation.m, get.m, polynomial.m, polynomial_superiorto.m, polynomial2.m, makeUniqueStrings.m, base64decode.m, base64encode.m, cd.m, lin2mu.m, record.m, sound.m, soundsc.m, accumarray.m, accumdim.m, bitcmp.m, bitset.m, cart2pol.m, celldisp.m, circshift.m, cplxpair.m, cumtrapz.m, flip.m, idivide.m, interpft.m, logspace.m, pol2cart.m, polyarea.m, postpad.m, prepad.m, rat.m, rot90.m, rotdim.m, shift.m, shiftdim.m, sortrows.m, trapz.m, dsearch.m, dsearchn.m, getappdata.m, getpixelposition.m, guidata.m, guihandles.m, isappdata.m, listfonts.m, uigetdir.m, waitforbuttonpress.m, __makeinfo__.m, doc.m, get_first_help_sentence.m, autumn.m, bone.m, brighten.m, cmpermute.m, cmunique.m, colorcube.m, contrast.m, cool.m, copper.m, cubehelix.m, flag.m, gray.m, gray2ind.m, hot.m, hsv.m, im2double.m, im2frame.m, imformats.m, jet.m, lines.m, ocean.m, pink.m, prism.m, rainbow.m, rgbplot.m, spinmap.m, spring.m, summer.m, viridis.m, white.m, winter.m, beep.m, importdata.m, is_valid_file_id.m, javachk.m, javaclasspath.m, findstr.m, genvarname.m, strmatch.m, bandwidth.m, commutation_matrix.m, cond.m, cross.m, isdefinite.m, ishermitian.m, issymmetric.m, krylov.m, linsolve.m, logm.m, lscov.m, null.m, ordeig.m, orth.m, rank.m, rref.m, vecnorm.m, bunzip2.m, citation.m, computer.m, copyfile.m, dir.m, dos.m, fileattrib.m, gunzip.m, inputParser.m, inputname.m, ismac.m, ispc.m, isunix.m, license.m, list_primes.m, methods.m, mkdir.m, movefile.m, nargchk.m, news.m, orderfields.m, recycle.m, tar.m, unix.m, unpack.m, untar.m, unzip.m, ver.m, version.m, what.m, zip.m, decic.m, fminbnd.m, fminunc.m, fsolve.m, fzero.m, glpk.m, humps.m, lsqnonneg.m, optimget.m, pqpnonneg.m, sqp.m, pathdef.m, camlookat.m, hidden.m, specular.m, plotmatrix.m, smooth3.m, sombrero.m, stemleaf.m, __gnuplot_drawnow__.m, __opengl_info__.m, ancestor.m, cla.m, close.m, closereq.m, copyobj.m, gca.m, gcf.m, ginput.m, graphics_toolkit.m, groot.m, hgload.m, hgsave.m, isgraphics.m, ishold.m, linkaxes.m, meshgrid.m, newplot.m, refresh.m, refreshdata.m, rotate.m, saveas.m, struct2hdl.m, conv.m, mkpp.m, mpoles.m, padecoef.m, pchip.m, polyder.m, polyfit.m, polygcd.m, polyint.m, polyout.m, polyval.m, ppder.m, ppint.m, getpref.m, ispref.m, rmpref.m, profexport.m, profshow.m, powerset.m, arch_fit.m, arma_rnd.m, blackman.m, detrend.m, diffpara.m, fftconv.m, fftfilt.m, filter2.m, freqz.m, freqz_plot.m, hamming.m, hanning.m, sinetone.m, sinewave.m, spectral_adf.m, spectral_xdf.m, stft.m, unwrap.m, gplot.m, ichol.m, ilu.m, spdiags.m, sprand.m, sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, betainc.m, betaincinv.m, ellipke.m, gammainc.m, gammaincinv.m, legendre.m, pow2.m, hankel.m, pascal.m, rosser.m, toeplitz.m, bounds.m, corr.m, cov.m, histc.m, kendall.m, kurtosis.m, mad.m, mode.m, moment.m, prctile.m, quantile.m, range.m, ranks.m, run_count.m, skewness.m, spearman.m, std.m, var.m, zscore.m, dec2base.m, dec2bin.m, dec2hex.m, index.m, mat2str.m, native2unicode.m, ostrsplit.m, strjoin.m, strjust.m, strtok.m, substr.m, unicode2native.m, untabify.m, __debug_octave__.m, demo.m, example.m, fail.m, oruntests.m, dump_demos.m, speed.m, test.m, date.m, datenum.m, datestr.m, datevec.m, is_leap_year.m, now.m, weekday.m: Eliminate unneeded verification of nargin, nargout in m-files now that the interpreter checks these values.

author	Rik <rik@octave.org>
date	Thu, 24 Sep 2020 14:44:58 -0700
parents	a4268efb7334
children	0de38a6ef693

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ########################################################################
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 ##
27919 1891570abac8 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27918 diff changeset	3 ## Copyright (C) 2008-2020 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 27390 diff changeset	4 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 ## distribution or <https://octave.org/copyright/>.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	7 ##
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	8 ## This file is part of Octave.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	11 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	12 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	13 ## (at your option) any later version.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	14 ##
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	18 ## GNU General Public License for more details.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	19 ##
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	21 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	22 ## <https://www.gnu.org/licenses/>.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	23 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ########################################################################
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	25
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	26 ## -- texinfo --
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	27 ## @deftypefn {} {@var{x} =} fminbnd (@var{fun}, @var{a}, @var{b})
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	28 ## @deftypefnx {} {@var{x} =} fminbnd (@var{fun}, @var{a}, @var{b}, @var{options})
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	29 ## @deftypefnx {} {[@var{x}, @var{fval}, @var{info}, @var{output}] =} fminbnd (@dots{})
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: 14868 diff changeset	30 ## Find a minimum point of a univariate function.
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	31 ##
27390 baeed03c3766 doc: Use common verbiage to describe input FUN in optimization functions. Rik <rik@octave.org> parents: 27069 diff changeset	32 ## @var{fun} is a function handle, inline function, or string containing the
baeed03c3766 doc: Use common verbiage to describe input FUN in optimization functions. Rik <rik@octave.org> parents: 27069 diff changeset	33 ## name of the function to evaluate.
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	34 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	35 ## The starting interval is specified by @var{a} (left boundary) and @var{b}
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	36 ## (right boundary). The endpoints must be finite.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	37 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	38 ## @var{options} is a structure specifying additional parameters which
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	39 ## control the algorithm. Currently, @code{fminbnd} recognizes these options:
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	40 ## @qcode{"Display"}, @qcode{"FunValCheck"}, @qcode{"MaxFunEvals"},
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	41 ## @qcode{"MaxIter"}, @qcode{"OutputFcn"}, @qcode{"TolX"}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	42 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	43 ## @qcode{"MaxFunEvals"} proscribes the maximum number of function evaluations
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	44 ## before optimization is halted. The default value is 500.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	45 ## The value must be a positive integer.
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	46 ##
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	47 ## @qcode{"MaxIter"} proscribes the maximum number of algorithm iterations
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	48 ## before optimization is halted. The default value is 500.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	49 ## The value must be a positive integer.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	50 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	51 ## @qcode{"TolX"} specifies the termination tolerance for the solution @var{x}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	52 ## The default is @code{1e-4}.
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	53 ##
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	54 ## For a description of the other options, see @ref{XREFoptimset,,optimset}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	55 ## To initialize an options structure with default values for @code{fminbnd}
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	56 ## use @code{options = optimset ("fminbnd")}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	57 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	58 ## On exit, the function returns @var{x}, the approximate minimum point, and
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	59 ## @var{fval}, the function evaluated @var{x}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	60 ##
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	61 ## The third output @var{info} reports whether the algorithm succeeded and may
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	62 ## take one of the following values:
10297 ed88ea036716 improve docs of fzero/fminbnd Jaroslav Hajek <highegg@gmail.com> parents: 10296 diff changeset	63 ##
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	64 ## @itemize
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	65 ## @item 1
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	66 ## The algorithm converged to a solution.
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	67 ##
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	68 ## @item 0
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	69 ## Iteration limit (either @code{MaxIter} or @code{MaxFunEvals}) exceeded.
10821 693e22af08ae Grammarcheck documentation of m-files Rik <octave@nomad.inbox5.com> parents: 10793 diff changeset	70 ##
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	71 ## @item -1
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	72 ## The algorithm was terminated by a user @code{OutputFcn}.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	73 ## @end itemize
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: 14868 diff changeset	74 ##
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	75 ## Programming Notes: The search for a minimum is restricted to be in the
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	76 ## finite interval bound by @var{a} and @var{b}. If you have only one initial
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	77 ## point to begin searching from then you will need to use an unconstrained
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	78 ## minimization algorithm such as @code{fminunc} or @code{fminsearch}.
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	79 ## @code{fminbnd} internally uses a Golden Section search strategy.
14895 e0525ecf156e Add new function fminsearch.m Andy Adler <andy@analyti.ca> parents: 14868 diff changeset	80 ## @seealso{fzero, fminunc, fminsearch, optimset}
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	81 ## @end deftypefn
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	82
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	83 ## This is patterned after opt/fmin.f from Netlib, which in turn is taken from
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	84 ## Richard Brent: Algorithms For Minimization Without Derivatives,
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	85 ## Prentice-Hall (1973)
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	86
13027 b9a89ca0fb75 prevent optimization functions from setting ans in workspace at startup John W. Eaton <jwe@octave.org> parents: 11587 diff changeset	87 ## PKG_ADD: ## Discard result to avoid polluting workspace with ans at startup.
b9a89ca0fb75 prevent optimization functions from setting ans in workspace at startup John W. Eaton <jwe@octave.org> parents: 11587 diff changeset	88 ## PKG_ADD: [~] = __all_opts__ ("fminbnd");
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	89
22765 01aae08a0105 maint: Rename variables to match documentation in m-files. Rik <rik@octave.org> parents: 22755 diff changeset	90 function [x, fval, info, output] = fminbnd (fun, a, b, options = struct ())
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	91
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	92 ## Get default options if requested.
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	93 if (nargin == 1 && ischar (fun) && strcmp (fun, "defaults"))
26138 804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 26118 diff changeset	94 x = struct ("Display", "notify", "FunValCheck", "off",
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 26118 diff changeset	95 "MaxFunEvals", 500, "MaxIter", 500,
804e18e3e320 Reenable query of optimization options (bugs #54952 and #55089). Kai T. Ohlhus <k.ohlhus@gmail.com> parents: 26118 diff changeset	96 "OutputFcn", [], "TolX", 1e-4);
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	97 return;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	98 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	99
28789 28de41192f3c Eliminate unneeded verification of nargin, nargout in m-files. Rik <rik@octave.org> parents: 27978 diff changeset	100 if (nargin < 2)
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	101 print_usage ();
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	102 endif
19597 db92e7e28e1f strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 19443 diff changeset	103
22765 01aae08a0105 maint: Rename variables to match documentation in m-files. Rik <rik@octave.org> parents: 22755 diff changeset	104 if (a > b)
19443 0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219). Massimiliano Fasi <massimiliano.fasi@gmail.com> parents: 18290 diff changeset	105 error ("Octave:invalid-input-arg",
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219). Massimiliano Fasi <massimiliano.fasi@gmail.com> parents: 18290 diff changeset	106 "fminbnd: the lower bound cannot be greater than the upper one");
0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219). Massimiliano Fasi <massimiliano.fasi@gmail.com> parents: 18290 diff changeset	107 endif
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	108
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	109 if (ischar (fun))
26118 7502fce4cd3a str2func: eliminate optional second "global" argument John W. Eaton <jwe@octave.org> parents: 25740 diff changeset	110 fun = str2func (fun);
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	111 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	112
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	113 displ = optimget (options, "Display", "notify");
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	114 funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on");
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	115 outfcn = optimget (options, "OutputFcn");
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	116 tolx = optimget (options, "TolX", 1e-4);
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	117 maxiter = optimget (options, "MaxIter", 500);
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	118 maxfev = optimget (options, "MaxFunEvals", 500);
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	119
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	120 if (funvalchk)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	121 ## Replace fun with a guarded version.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	122 fun = @(x) guarded_eval (fun, x);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	123 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	124
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	125 ## The default exit flag if exceeded number of iterations.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	126 info = 0;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	127 niter = 0;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	128 nfev = 0;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	129
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14552 diff changeset	130 c = 0.5*(3 - sqrt (5));
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	131 v = a + c*(b-a);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	132 w = x = v;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	133 e = 0;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	134 fv = fw = fval = fun (x);
20735 418ae0cb752f Replace ++,-- with in-place operators for performance. Rik <rik@octave.org> parents: 20727 diff changeset	135 nfev += 1;
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	136
22765 01aae08a0105 maint: Rename variables to match documentation in m-files. Rik <rik@octave.org> parents: 22755 diff changeset	137 if (isa (a, "single") \|\| isa (b, "single") \|\| isa (fval, "single"))
21099 52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	138 sqrteps = eps ("single");
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	139 else
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	140 sqrteps = eps ("double");
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	141 endif
52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	142
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	143 ## Only for display purposes.
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	144 iter(1).funccount = nfev;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	145 iter(1).x = x;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	146 iter(1).fx = fval;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	147
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	148 while (niter < maxiter && nfev < maxfev)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	149 xm = 0.5*(a+b);
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14552 diff changeset	150 ## FIXME: the golden section search can actually get closer than sqrt(eps)
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14552 diff changeset	151 ## sometimes. Sometimes not, it depends on the function. This is the
21099 52af4092f863 For optimization scripts, correctly choose tolerance (eps) based on class of fun and X0. Rik <rik@octave.org> parents: 20852 diff changeset	152 ## strategy from the Netlib code. Something smarter would be good.
10392 b4e5dcf023c9 fix fminbnd termination tolerances Jaroslav Hajek <highegg@gmail.com> parents: 10297 diff changeset	153 tol = 2 * sqrteps * abs (x) + tolx / 3;
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	154 if (abs (x - xm) <= (2tol - 0.5(b-a)))
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	155 info = 1;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	156 break;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	157 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	158
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	159 if (abs (e) > tol)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	160 dogs = false;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	161 ## Try inverse parabolic step.
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	162 iter(niter+1).procedure = "parabolic";
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	163
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	164 r = (x - w)*(fval - fv);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	165 q = (x - v)*(fval - fw);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	166 p = (x - v)q - (x - w)r;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	167 q = 2*(q - r);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	168 p *= -sign (q);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	169 q = abs (q);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	170 r = e;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	171 e = d;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	172
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	173 if (abs (p) < abs (0.5qr) && p > q(a-x) && p < q(b-x))
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	174 ## The parabolic step is acceptable.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	175 d = p / q;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	176 u = x + d;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	177
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	178 ## f must not be evaluated too close to ax or bx.
10392 b4e5dcf023c9 fix fminbnd termination tolerances Jaroslav Hajek <highegg@gmail.com> parents: 10297 diff changeset	179 if (min (u-a, b-u) < 2*tol)
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	180 d = tol * (sign (xm - x) + (xm == x));
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	181 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	182 else
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	183 dogs = true;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	184 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	185 else
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	186 dogs = true;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	187 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	188 if (dogs)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	189 ## Default to golden section step.
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	190
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	191 ## WARNING: This is also the "initial" procedure following MATLAB
b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	192 ## nomenclature. After the loop we'll fix the string for the first step.
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	193 iter(niter+1).procedure = "golden";
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	194
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	195 e = ifelse (x >= xm, a - x, b - x);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	196 d = c * e;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	197 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	198
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	199 ## f must not be evaluated too close to x.
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	200 u = x + max (abs (d), tol) * (sign (d) + (d == 0));
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	201 fu = fun (u);
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	202
20735 418ae0cb752f Replace ++,-- with in-place operators for performance. Rik <rik@octave.org> parents: 20727 diff changeset	203 niter += 1;
11587 c792872f8942 all script files: untabify and strip trailing whitespace John W. Eaton <jwe@octave.org> parents: 11523 diff changeset	204
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	205 iter(niter).funccount = nfev++;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	206 iter(niter).x = u;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	207 iter(niter).fx = fu;
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	208
21562 6c2fd62db1f7 maint: Eliminate accidental double spaces in code. Rik <rik@octave.org> parents: 21099 diff changeset	209 ## update a, b, v, w, and x
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	210
18290 61dab64aa5a6 fminbnd.m: Correctly handle certain functions with odd discontinuities (bug #36923) Rik <rik@octave.org> parents: 17744 diff changeset	211 if (fu < fval)
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	212 if (u < x)
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	213 b = x;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	214 else
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	215 a = x;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	216 endif
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	217 v = w; fv = fw;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	218 w = x; fw = fval;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	219 x = u; fval = fu;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	220 else
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	221 ## The following if-statement was originally executed even if fu == fval.
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	222 if (u < x)
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	223 a = u;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	224 else
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	225 b = u;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	226 endif
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	227 if (fu <= fw \|\| w == x)
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	228 v = w; fv = fw;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	229 w = u; fw = fu;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	230 elseif (fu <= fv \|\| v == x \|\| v == w)
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	231 v = u;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	232 fv = fu;
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	233 endif
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	234 endif
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	235
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	236 ## If there's an output function, use it now.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	237 if (outfcn)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	238 optv.funccount = nfev;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	239 optv.fval = fval;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	240 optv.iteration = niter;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	241 if (outfcn (x, optv, "iter"))
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	242 info = -1;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	243 break;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	244 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	245 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	246 endwhile
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	247
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	248 ## Fix the first step procedure.
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	249 iter(1).procedure = "initial";
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	250
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	251 ## Handle the "Display" option
16933 e39f00a32dc7 maint: Use parentheses around condition for switch(),while(),if() statements. Rik <rik@octave.org> parents: 16772 diff changeset	252 switch (displ)
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	253 case "iter"
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	254 print_formatted_table (iter);
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	255 print_exit_msg (info, struct ("TolX", tolx, "fx", fval));
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	256 case "notify"
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	257 if (info == 0)
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	258 print_exit_msg (info, struct ("fx",fval));
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	259 endif
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	260 case "final"
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	261 print_exit_msg (info, struct ("TolX", tolx, "fx", fval));
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	262 case "off"
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	263 "skip";
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	264 otherwise
20727 a5949b3d2332 Preface warning() messages with name of function when possible. Rik <rik@octave.org> parents: 20726 diff changeset	265 warning ("fminbnd: unknown option for Display: '%s'", displ);
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	266 endswitch
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	267
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	268 output.iterations = niter;
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	269 output.funcCount = nfev;
25740 b1e0e58971f9 fminbnd.m: Update solver options to be Matlab compatible. Rik <rik@octave.org> parents: 25054 diff changeset	270 output.algorithm = "golden section search, parabolic interpolation";
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	271 output.bracket = [a, b];
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	272 ## FIXME: bracketf possibly unavailable.
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	273
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	274 endfunction
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	275
21759 b002b4331a12 maint: Use two newlines after endfunction and start of BIST tests. Rik <rik@octave.org> parents: 21751 diff changeset	276 ## A helper function that evaluates a function and checks for bad results.
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	277 function fx = guarded_eval (fun, x)
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	278 fx = fun (x);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	279 fx = fx(1);
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	280 if (! isreal (fx))
27069 0a62d9a6aa2d Place Octave's warning and error IDs in to the "Octave" namespace (bug #56213). Rik <rik@octave.org> parents: 26376 diff changeset	281 error ("Octave:fmindbnd:notreal", "fminbnd: non-real value encountered");
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	282 elseif (isnan (fx))
27069 0a62d9a6aa2d Place Octave's warning and error IDs in to the "Octave" namespace (bug #56213). Rik <rik@octave.org> parents: 26376 diff changeset	283 error ("Octave:fmindbnd:isnan", "fminbnd: NaN value encountered");
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	284 endif
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	285 endfunction
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	286
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	287 ## A hack for printing a formatted table
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	288 function print_formatted_table (table)
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	289 printf ("\n Func-count x f(x) Procedure\n");
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	290 for row=table
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	291 printf("%5.5s %7.7s %8.8s\t%s\n",
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	292 int2str (row.funccount), num2str (row.x,"%.5f"),
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	293 num2str (row.fx,"%.6f"), row.procedure);
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	294 endfor
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	295 printf ("\n");
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	296 endfunction
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	297
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	298 ## Print either a success termination message or bad news
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	299 function print_exit_msg (info, opt=struct())
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	300 printf ("");
16933 e39f00a32dc7 maint: Use parentheses around condition for switch(),while(),if() statements. Rik <rik@octave.org> parents: 16772 diff changeset	301 switch (info)
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	302 case 1
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	303 printf ("Optimization terminated:\n");
96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	304 printf (" the current x satisfies the termination criteria using OPTIONS.TolX of %e\n", opt.TolX);
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	305 case 0
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	306 printf ("Exiting: Maximum number of iterations has been exceeded\n");
96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	307 printf (" - increase MaxIter option.\n");
96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	308 printf (" Current function value: %.6f\n", opt.fx);
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	309 case -1
17336 b81b9d079515 Use '##' for comments which stand alone on a line. Rik <rik@octave.org> parents: 17281 diff changeset	310 "FIXME"; # FIXME: what's the message MATLAB prints for this case?
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	311 otherwise
20726 25d676f9619c Preface error() messages with name of function when possible. Rik <rik@octave.org> parents: 20165 diff changeset	312 error ("fminbnd: internal error, info return code was %d", info);
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	313 endswitch
21634 96518f623c91 Backed out changeset dcf8922b724b Mike Miller <mtmiller@octave.org> parents: 21633 diff changeset	314 printf ("\n");
15706 242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	315 endfunction
242e9efd4315 Added Display option for fminbnd() Júlio Hoffimann <julio.hoffimann@gmail.com> parents: 14895 diff changeset	316
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	317
10296 035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	318 %!shared opt0
035ac548a67e implement fminbnd Jaroslav Hajek <highegg@gmail.com> parents: diff changeset	319 %! opt0 = optimset ("tolx", 0);
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	320 %!assert (fminbnd (@cos, pi/2, 3pi/2, opt0), pi, 10sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	321 %!assert (fminbnd (@(x) (x - 1e-3)^4, -1, 1, opt0), 1e-3, 10e-3*sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	322 %!assert (fminbnd (@(x) abs (x-1e7), 0, 1e10, opt0), 1e7, 10e7*sqrt (eps))
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	323 %!assert (fminbnd (@(x) x^2 + sin (2pix), 0.4, 1, opt0), fzero (@(x) 2x + 2picos (2pi*x), [0.4, 1], opt0), sqrt (eps))
19597 db92e7e28e1f strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 19443 diff changeset	324 %!assert (fminbnd (@(x) x > 0.3, 0, 1) < 0.3)
db92e7e28e1f strip trailing whitespace from most source files John W. Eaton <jwe@octave.org> parents: 19443 diff changeset	325 %!assert (fminbnd (@(x) sin (x), 0, 0), 0, eps)
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	326
19443 0f79fa9b3a8c fmindbnd.m: Check input range is low to high (bug #43219). Massimiliano Fasi <massimiliano.fasi@gmail.com> parents: 18290 diff changeset	327 %!error <lower bound cannot be greater> fminbnd (@(x) sin (x), 0, -pi)