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geant4/source/global/HEPNumerics/include/G4SimplexDownhill.hh
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//
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//
// G4SimplexDownhill
//
// Class description:
//
// Class implementing minimization of a function of n variables.
// Reference: "A Simplex method for function minimization"
// by J. A. Nelder and R. Mead, Computer Journal, 7, 308 (1965)
// and also: "Numerical Recipes in C: the art of scientific computing"
// by William H., Cambridge University Press ISBN 0521437202 (1992)
// Author: Tatsumi Koi (SLAC/SCCS), 2007
// --------------------------------------------------------------------
#ifndef G4SimplexDownhill_hh
#define G4SimplexDownhill_hh 1
#include "globals.hh"
#include <algorithm>
#include <vector>
template <class T>
class G4SimplexDownhill
{
public:
G4SimplexDownhill(T* tp, G4int n)
: currentValue(0.)
, target(tp)
, numberOfVariable(n)
{
init();
}
~G4SimplexDownhill();
G4double GetMinimum();
std::vector<G4double> GetMinimumPoint();
private:
G4double getValue(std::vector<G4double> x)
{
return target->GetValueOfMinimizingFunction(x);
}
void initialize();
std::vector<std::vector<G4double>> currentSimplex;
void calHeights();
std::vector<G4double> currentHeights;
G4double currentValue;
std::vector<G4double> calCentroid(G4int);
G4bool isItGoodEnough();
std::vector<G4double> getReflectionPoint(std::vector<G4double>,
std::vector<G4double>);
std::vector<G4double> getExpansionPoint(std::vector<G4double>,
std::vector<G4double>);
std::vector<G4double> getContractionPoint(std::vector<G4double>,
std::vector<G4double>);
void doDownhill();
void init();
private:
T* target;
G4int numberOfVariable;
G4double alpha;
G4double beta;
G4double gamma;
G4double max_se;
G4double max_ratio;
G4int maximum_no_trial;
G4bool minimized;
std::vector<G4double> minimumPoint;
};
#include "G4SimplexDownhill.icc"
#endif