Gabriele Cosmo
361 lines
9.0 KiB
Plaintext
361 lines
9.0 KiB
Plaintext
//
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// ********************************************************************
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// * License and Disclaimer *
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// * *
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// * The Geant4 software is copyright of the Copyright Holders of *
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// * the Geant4 Collaboration. It is provided under the terms and *
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// * conditions of the Geant4 Software License, included in the file *
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// * LICENSE and available at http://cern.ch/geant4/license . These *
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// * include a list of copyright holders. *
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// * *
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// * Neither the authors of this software system, nor their employing *
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// * institutes,nor the agencies providing financial support for this *
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// * work make any representation or warranty, express or implied, *
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// * regarding this software system or assume any liability for its *
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// * use. Please see the license in the file LICENSE and URL above *
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// * for the full disclaimer and the limitation of liability. *
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// * *
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// * This code implementation is the result of the scientific and *
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// * technical work of the GEANT4 collaboration. *
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// * By using, copying, modifying or distributing the software (or *
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// * any work based on the software) you agree to acknowledge its *
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// * use in resulting scientific publications, and indicate your *
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// * acceptance of all terms of the Geant4 Software license. *
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// ********************************************************************
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//
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// G4SimplexDownhill inline methods implementation
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//
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// Author: Tatsumi Koi (SLAC/SCCS), 2007
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// --------------------------------------------------------------------------
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#include <cfloat>
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#include <iostream>
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#include <numeric>
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template <class T>
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void G4SimplexDownhill<T>::init()
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{
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alpha = 2.0; // refrection coefficient: 0 < alpha
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beta = 0.5; // contraction coefficient: 0 < beta < 1
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gamma = 2.0; // expantion coefficient: 1 < gamma
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maximum_no_trial = 10000;
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max_se = FLT_MIN;
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// max_ratio = FLT_EPSILON/1;
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max_ratio = DBL_EPSILON / 1;
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minimized = false;
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}
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/*
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void G4SimplexDownhill<class T>::
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SetFunction( G4int n , G4double( *afunc )( std::vector < G4double > ) )
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{
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numberOfVariable = n;
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theFunction = afunc;
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minimized = false;
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}
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*/
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template <class T>
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G4double G4SimplexDownhill<T>::GetMinimum()
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{
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initialize();
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// First Tryal;
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// G4cout << "Begin First Trials" << G4endl;
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doDownhill();
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// G4cout << "End First Trials" << G4endl;
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auto it_minh = std::min_element(currentHeights.cbegin(), currentHeights.cend());
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G4int imin = 0;
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G4int i = 0;
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for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
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{
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if(it == it_minh)
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{
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imin = i;
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}
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++i;
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}
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minimumPoint = currentSimplex[imin];
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// Second Trial
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// std::vector< G4double > minimumPoint = currentSimplex[ 0 ];
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initialize();
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currentSimplex[numberOfVariable] = minimumPoint;
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// G4cout << "Begin Second Trials" << G4endl;
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doDownhill();
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// G4cout << "End Second Trials" << G4endl;
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G4double sum =
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std::accumulate(currentHeights.begin(), currentHeights.end(), 0.0);
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G4double average = sum / (numberOfVariable + 1);
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G4double minimum = average;
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minimized = true;
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return minimum;
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}
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template <class T>
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void G4SimplexDownhill<T>::initialize()
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{
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currentSimplex.resize(numberOfVariable + 1);
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currentHeights.resize(numberOfVariable + 1);
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for(G4int i = 0; i < numberOfVariable; ++i)
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{
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std::vector<G4double> avec(numberOfVariable, 0.0);
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avec[i] = 1.0;
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currentSimplex[i] = std::move(avec);
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}
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// std::vector< G4double > avec ( numberOfVariable , 0.0 );
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std::vector<G4double> avec(numberOfVariable, 1);
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currentSimplex[numberOfVariable] = std::move(avec);
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}
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template <class T>
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void G4SimplexDownhill<T>::calHeights()
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{
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for(G4int i = 0; i <= numberOfVariable; ++i)
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{
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currentHeights[i] = getValue(currentSimplex[i]);
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}
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}
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template <class T>
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std::vector<G4double> G4SimplexDownhill<T>::calCentroid(G4int ih)
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{
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std::vector<G4double> centroid(numberOfVariable, 0.0);
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G4int i = 0;
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for(const auto & it : currentSimplex)
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{
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if(i != ih)
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{
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for(G4int j = 0; j < numberOfVariable; ++j)
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{
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centroid[j] += it[j] / numberOfVariable;
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}
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}
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++i;
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}
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return centroid;
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}
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template <class T>
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std::vector<G4double> G4SimplexDownhill<T>::getReflectionPoint(
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std::vector<G4double> p, std::vector<G4double> centroid)
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{
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// G4cout << "Reflection" << G4endl;
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std::vector<G4double> reflectionP(numberOfVariable, 0.0);
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for(G4int i = 0; i < numberOfVariable; ++i)
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{
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reflectionP[i] = (1 + alpha) * centroid[i] - alpha * p[i];
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}
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return reflectionP;
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}
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template <class T>
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std::vector<G4double> G4SimplexDownhill<T>::getExpansionPoint(
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std::vector<G4double> p, std::vector<G4double> centroid)
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{
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// G4cout << "Expantion" << G4endl;
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std::vector<G4double> expansionP(numberOfVariable, 0.0);
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for(G4int i = 0; i < numberOfVariable; ++i)
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{
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expansionP[i] = (1 - gamma) * centroid[i] + gamma * p[i];
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}
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return expansionP;
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}
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template <class T>
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std::vector<G4double> G4SimplexDownhill<T>::getContractionPoint(
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std::vector<G4double> p, std::vector<G4double> centroid)
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{
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std::vector<G4double> contractionP(numberOfVariable, 0.0);
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for(G4int i = 0; i < numberOfVariable; ++i)
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{
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contractionP[i] = (1 - beta) * centroid[i] + beta * p[i];
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}
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return contractionP;
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}
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template <class T>
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G4bool G4SimplexDownhill<T>::isItGoodEnough()
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{
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G4double sum =
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std::accumulate(currentHeights.begin(), currentHeights.end(), 0.0);
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G4double average = sum / (numberOfVariable + 1);
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G4double delta = 0.0;
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for(G4int i = 0; i <= numberOfVariable; ++i)
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{
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delta += std::abs(currentHeights[i] - average);
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}
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G4bool result = false;
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if (average > 0.0)
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{
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result = ((delta / (numberOfVariable + 1) / average) < max_ratio);
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}
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return result;
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}
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template <class T>
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void G4SimplexDownhill<T>::doDownhill()
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{
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G4int nth_trial = 0;
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while(nth_trial < maximum_no_trial)
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{
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calHeights();
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if(isItGoodEnough())
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{
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break;
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}
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auto it_maxh = std::max_element(currentHeights.cbegin(), currentHeights.cend());
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auto it_minh = std::min_element(currentHeights.cbegin(), currentHeights.cend());
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G4double h_H = *it_maxh;
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G4double h_L = *it_minh;
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G4int ih = 0;
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G4int il = 0;
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G4double h_H2 = 0.0;
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G4int i = 0;
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for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
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{
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if(it == it_maxh)
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{
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ih = i;
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}
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else
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{
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h_H2 = std::max(h_H2, *it);
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}
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if(it == it_minh)
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{
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il = i;
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}
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++i;
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}
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std::vector<G4double> centroidPoint = calCentroid(ih);
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// REFLECTION
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std::vector<G4double> reflectionPoint =
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getReflectionPoint(currentSimplex[ih], centroidPoint);
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G4double h = getValue(reflectionPoint);
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if(h <= h_L)
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{
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// EXPANSION
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std::vector<G4double> expansionPoint =
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getExpansionPoint(reflectionPoint, std::move(centroidPoint));
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G4double hh = getValue(expansionPoint);
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if(hh <= h_L)
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{
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// Replace
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currentSimplex[ih] = std::move(expansionPoint);
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// G4cout << "A" << G4endl;
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}
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else
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{
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// Replace
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currentSimplex[ih] = std::move(reflectionPoint);
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// G4cout << "B1" << G4endl;
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}
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}
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else
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{
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if(h <= h_H2)
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{
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// Replace
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currentSimplex[ih] = std::move(reflectionPoint);
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// G4cout << "B2" << G4endl;
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}
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else
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{
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if(h <= h_H)
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{
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// Replace
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currentSimplex[ih] = std::move(reflectionPoint);
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// G4cout << "BC" << G4endl;
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}
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// CONTRACTION
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std::vector<G4double> contractionPoint =
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getContractionPoint(currentSimplex[ih], std::move(centroidPoint));
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G4double hh = getValue(contractionPoint);
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if(hh <= h_H)
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{
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// Replace
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currentSimplex[ih] = std::move(contractionPoint);
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// G4cout << "C" << G4endl;
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}
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else
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{
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// Replace
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for(G4int j = 0; j <= numberOfVariable; ++j)
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{
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std::vector<G4double> vec(numberOfVariable, 0.0);
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for(G4int k = 0; k < numberOfVariable; ++k)
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{
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vec[k] = (currentSimplex[j][k] + currentSimplex[il][k]) / 2.0;
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}
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currentSimplex[j] = std::move(vec);
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}
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}
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}
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}
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++nth_trial;
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}
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}
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template <class T>
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std::vector<G4double> G4SimplexDownhill<T>::GetMinimumPoint()
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{
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if(!minimized)
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{
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GetMinimum();
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}
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auto it_minh = std::min_element(currentHeights.cbegin(), currentHeights.cend());
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G4int imin = 0;
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G4int i = 0;
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for(auto it = currentHeights.cbegin(); it != currentHeights.cend(); ++it)
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{
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if(it == it_minh)
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{
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imin = i;
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}
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++i;
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}
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minimumPoint = currentSimplex[imin];
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return minimumPoint;
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}
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