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/*
* Code to test the downhill simplex minimiser
*
* Copyright 1999 - 2005 Graeme W. Gill
* All rights reserved.
*
* This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
* see the License.txt file for licencing details.
*/
#include <stdio.h>
#include "numlib.h"
/* Final approximate solution: */
double expect[9] = {
-0.5706545E+00,
-0.6816283E+00,
-0.7017325E+00,
-0.7042129E+00,
-0.7013690E+00,
-0.6918656E+00,
-0.6657920E+00,
-0.5960342E+00,
-0.4164121E+00 };
double fcn( /* Return function value */
void *fdata, /* Opaque data pointer */
double tp[]); /* Multivriate input value */
#define N 9
int main(void)
{
double cp[N]; /* Function input values */
double s[N]; /* Search area */
double err;
int j;
int nprint = 0; /* Itteration debugging print = off */
int rv;
error_program = "tdhsx"; /* Set global error reporting string */
/* The following starting values provide a rough solution. */
for (j = 0; j < N; j++) {
cp[j] = -1.f;
s[j] = 0.9;
}
nprint = 0;
/* Set tol to the square root of the machine precision. */
/* Unless high precision solutions are required, */
/* this is the recommended setting. */
rv = dhsx(
&err, /* return residual */
N, /* Dimentionality */
cp, /* Initial starting point */
s, /* Size of initial search area */
0.0000001, /* Tollerance of error change to stop on */
1e6, /* Absolute error to stop on */
// 10.0, /* Tollerance of error change to stop on */
// 0.0001, /* Absolute error to stop on */
1000, /* Maximum iterations allowed */
fcn, /* Error function to evaluate */
NULL); /* Opaque data needed by function */
fprintf(stdout,"Return code %d, residual err = %f:\n",rv, err);
for (j = 0; j < N; j++) {
fprintf(stdout,"cp[%d] = %e, expect %e\n",j,cp[j],expect[j]);
}
return 0;
} /* main() */
/* Function being minimized */
double fcn( /* Return function value */
void *fdata, /* Opaque data pointer */
double tp[] /* Multivriate input value */
) {
double err, tt;
double temp, temp1, temp2;
int k;
/* Function Body */
err = 0.0;
for (k = 0; k < N; ++k) {
temp = (3.0 - 2.0 * tp[k]) * tp[k];
temp1 = 0.0;
if (k != 0) {
temp1 = tp[k-1];
}
temp2 = 0.0;
if (k != ((N)-1))
temp2 = tp[k+1];
tt = temp - temp1 - 2.0 * temp2 + 1.0;
err += tt * tt;
}
err = sqrt(err);
// printf("Returning %16.14f\n",err);
return err;
}
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