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