mirror of
https://bitbucket.org/cosmicvoids/vide_public.git
synced 2025-07-04 15:21:11 +00:00
58 lines
1.3 KiB
C
58 lines
1.3 KiB
C
#include <math.h>
|
|
#define NRANSI
|
|
#include "nrutil.h"
|
|
#define ITMAX 200
|
|
|
|
void powell(double p[], double **xi, int n, double ftol, int *iter, double *fret,
|
|
double (*func)(double []))
|
|
{
|
|
void linmin(double p[], double xi[], int n, double *fret,
|
|
double (*func)(double []));
|
|
int i,ibig,j;
|
|
double del,fp,fptt,t,*pt,*ptt,*xit;
|
|
|
|
pt=dvector(1,n);
|
|
ptt=dvector(1,n);
|
|
xit=dvector(1,n);
|
|
*fret=(*func)(p);
|
|
for (j=1;j<=n;j++) pt[j]=p[j];
|
|
for (*iter=1;;++(*iter)) {
|
|
fp=(*fret);
|
|
ibig=0;
|
|
del=0.0;
|
|
for (i=1;i<=n;i++) {
|
|
for (j=1;j<=n;j++) xit[j]=xi[j][i];
|
|
fptt=(*fret);
|
|
linmin(p,xit,n,fret,func);
|
|
if (fabs(fptt-(*fret)) > del) {
|
|
del=fabs(fptt-(*fret));
|
|
ibig=i;
|
|
}
|
|
}
|
|
if (2.0*fabs(fp-(*fret)) <= ftol*(fabs(fp)+fabs(*fret))) {
|
|
free_dvector(xit,1,n);
|
|
free_dvector(ptt,1,n);
|
|
free_dvector(pt,1,n);
|
|
return;
|
|
}
|
|
if (*iter == ITMAX) nrerror("powell exceeding maximum iterations.");
|
|
for (j=1;j<=n;j++) {
|
|
ptt[j]=2.0*p[j]-pt[j];
|
|
xit[j]=p[j]-pt[j];
|
|
pt[j]=p[j];
|
|
}
|
|
fptt=(*func)(ptt);
|
|
if (fptt < fp) {
|
|
t=2.0*(fp-2.0*(*fret)+fptt)*SQR(fp-(*fret)-del)-del*SQR(fp-fptt);
|
|
if (t < 0.0) {
|
|
linmin(p,xit,n,fret,func);
|
|
for (j=1;j<=n;j++) {
|
|
xi[j][ibig]=xi[j][n];
|
|
xi[j][n]=xit[j];
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
#undef ITMAX
|
|
#undef NRANSI
|