/* gss.c * * Copyright (C) 2012 Tamas Nepusz * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include "plfit_error.h" #include "gss.h" #include "platform.h" /** * \def PHI * * The golden ratio, i.e. 1+sqrt(5)/2 */ #define PHI 1.618033988749895 /** * \def RESPHI * * Constant defined as 2 - \c PHI */ #define RESPHI 0.3819660112501051 /** * \const _defparam * * Default parameters for the GSS algorithm. */ static const gss_parameter_t _defparam = { /* .epsilon = */ DBL_MIN, /* .on_error = */ GSS_ERROR_STOP }; /** * Stores whether the last optimization run triggered a warning or not. */ static unsigned short int gss_i_warning_flag = 0; void gss_parameter_init(gss_parameter_t *param) { memcpy(param, &_defparam, sizeof(*param)); } unsigned short int gss_get_warning_flag() { return gss_i_warning_flag; } #define TERMINATE { \ if (_min) { \ *(_min) = min; \ } \ if (_fmin) { \ *(_fmin) = fmin; \ } \ } #define EVALUATE(x, fx) { \ fx = proc_evaluate(instance, x); \ if (fmin > fx) { \ min = x; \ fmin = fx; \ } \ if (proc_progress) { \ retval = proc_progress(instance, x, fx, min, fmin, \ (a < b) ? a : b, (a < b) ? b : a, k); \ if (retval) { \ TERMINATE; \ return PLFIT_SUCCESS; \ } \ } \ } int gss(double a, double b, double *_min, double *_fmin, gss_evaluate_t proc_evaluate, gss_progress_t proc_progress, void* instance, const gss_parameter_t *_param) { double c, d, min; double fa, fb, fc, fd, fmin; int k = 0; int retval; unsigned short int successful = 1; gss_parameter_t param = _param ? (*_param) : _defparam; gss_i_warning_flag = 0; if (a > b) { c = a; a = b; b = c; } min = a; fmin = proc_evaluate(instance, a); c = a + RESPHI*(b-a); EVALUATE(a, fa); EVALUATE(b, fb); EVALUATE(c, fc); if (fc >= fa || fc >= fb) { if (param.on_error == GSS_ERROR_STOP) { return PLFIT_FAILURE; } else { gss_i_warning_flag = 1; } } while (fabs(a-b) > param.epsilon) { k++; d = c + RESPHI*(b-c); EVALUATE(d, fd); if (fd >= fa || fd >= fb) { if (param.on_error == GSS_ERROR_STOP) { successful = 0; break; } else { gss_i_warning_flag = 1; } } if (fc <= fd) { b = a; a = d; } else { a = c; c = d; fc = fd; } } if (successful) { c = (a+b) / 2.0; k++; EVALUATE(c, fc); TERMINATE; } return successful ? PLFIT_SUCCESS : PLFIT_FAILURE; }