Inheritance diagram for vnl_amoebaFit:

Public Member Functions
	vnl_amoebaFit (vnl_amoeba &a)
void	set_up_simplex_relative (vcl_vector< vnl_amoeba_SimplexCorner > &simplex, const vnl_vector< double > &x)
	Initialise the simplex given one corner, x (scale each element to get other corners).
void	set_up_simplex_absolute (vcl_vector< vnl_amoeba_SimplexCorner > &simplex, const vnl_vector< double > &x, const vnl_vector< double > &dx)
	Initialise the simplex given one corner, x and displacements of others.
void	amoeba (vnl_vector< double > &x)
	Perform optimisation. Start simplex defined by scaling elements of x.
void	amoeba (vnl_vector< double > &x, const vnl_vector< double > &dx)
	Perform optimisation. Start simplex defined by adding dx[i] to each x[i].
void	amoeba (vnl_vector< double > &x, vcl_vector< vnl_amoeba_SimplexCorner > &simplex)
	Perform optimisation, given simplex to start.
double	f (const vnl_vector< double > &x)
void	set_corner (vnl_amoeba_SimplexCorner *s, const vnl_vector< double > &v)
void	set_corner_a_plus_bl (vnl_amoeba_SimplexCorner *s, const vnl_vector< double > &vbar, const vnl_vector< double > &v, double lambda)
void	set_max_iterations (int n)
	Define maximum number of iterations to use.
void	set_x_tolerance (double tol)
	Define tolerance on elements of x.
void	set_f_tolerance (double tol)
	Define tolerance on function evaluation.
void	set_relative_diameter (double r)
	Define scaling used to select starting vertices relative to initial x0.
void	minimize (vnl_vector< double > &x)
	Modify x to minimise function supplied in constructor.
void	minimize (vnl_vector< double > &x, const vnl_vector< double > &dx)
	Perform optimisation.
int	get_num_evaluations () const
	Number of evaluations used in last call to minimize.
Static Public Member Functions
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x)
	Modify x so as to minimise f(x).
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x, const vnl_vector< double > &dx)
	Modify x so as to minimise f(x).
static void	minimize (vnl_cost_function &f, vnl_vector< double > &x, double delta)
	Modify x so as to minimise f(x).
static void	minimize (vnl_least_squares_function &f, vnl_vector< double > &x)
	Modify x so as to minimise f(x).
Public Attributes
int	cnt
int	verbose
int	maxiter
double	X_tolerance
double	F_tolerance
double	relative_diameter
	Scaling used to select starting vertices relative to initial x0.
Static Public Attributes
static bool	default_verbose = false
Protected Attributes
vnl_cost_function *	fptr
int	num_evaluations_

Detailed Description

Definition at line 34 of file vnl_amoeba.cxx.

Constructor & Destructor Documentation

vnl_amoebaFit::vnl_amoebaFit ( vnl_amoeba & a ) [inline]

Definition at line 38 of file vnl_amoeba.cxx.

Member Function Documentation

void vnl_amoebaFit::amoeba ( vnl_vector< double > & x )

Perform optimisation. Start simplex defined by scaling elements of x.

FMINS Minimize a function of several variables.

FMINS('F',X0) attempts to return a vector x which is a local minimizer of F(x) near the starting vector X0. 'F' is a string containing the name of the objective function to be minimized. F(x) should be a scalar valued function of a vector variable.

FMINS('F',X0,OPTIONS) uses a vector of control parameters. If OPTIONS(1) is nonzero, intermediate steps in the solution are displayed; the default is OPTIONS(1) = 0. OPTIONS(2) is the termination tolerance for x; the default is 1.e-4. OPTIONS(3) is the termination tolerance for F(x); the default is 1.e-4. OPTIONS(14) is the maximum number of steps; the default is OPTIONS(14) = 500. The other components of OPTIONS are not used as input control parameters by FMIN. For more information, see FOPTIONS.

FMINS('F',X0,OPTIONS,[],P1,P2,...) provides for up to 10 additional arguments which are passed to the objective function, F(X,P1,P2,...)

FMINS uses a simplex search method.

See also FMIN.

Reference: J. E. Dennis, Jr. and D. J. Woods, New Computing Environments: Microcomputers in Large-Scale Computing, edited by A. Wouk, SIAM, 1987, pp. 116-122.

Definition at line 244 of file vnl_amoeba.cxx.

void vnl_amoebaFit::amoeba	(	vnl_vector< double > &	x,
		const vnl_vector< double > &	dx
	)

Perform optimisation. Start simplex defined by adding dx[i] to each x[i].

Definition at line 254 of file vnl_amoeba.cxx.

void vnl_amoebaFit::amoeba	(	vnl_vector< double > &	x,
		vcl_vector< vnl_amoeba_SimplexCorner > &	simplex
	)

Perform optimisation, given simplex to start.

Definition at line 265 of file vnl_amoeba.cxx.

double vnl_amoebaFit::f ( const vnl_vector< double > & x ) [inline]

Definition at line 60 of file vnl_amoeba.cxx.

int vnl_amoeba::get_num_evaluations ( ) const [inline, inherited]

Number of evaluations used in last call to minimize.

Definition at line 82 of file vnl_amoeba.h.

void vnl_amoeba::minimize ( vnl_vector< double > & x ) [inherited]

Modify x to minimise function supplied in constructor.

Start simplex defined by scaling elements of x

Definition at line 366 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize	(	vnl_vector< double > &	x,
		const vnl_vector< double > &	dx
	)		`[inherited]`

Perform optimisation.

Perform optimisation. Start simplex defined by adding dx[i] to each x[i].

Start simplex defined by adding dx[i] to each x[i]

Definition at line 374 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize	(	vnl_cost_function &	f,
		vnl_vector< double > &	x
	)		`[static, inherited]`

Modify x so as to minimise f(x).

Static method.

Definition at line 383 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize	(	vnl_cost_function &	f,
		vnl_vector< double > &	x,
		const vnl_vector< double > &	dx
	)		`[static, inherited]`

Modify x so as to minimise f(x).

Static method.

Start simplex defined by adding dx[i] to each x[i]

Definition at line 400 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize	(	vnl_cost_function &	f,
		vnl_vector< double > &	x,
		double	delta
	)		`[static, inherited]`

Modify x so as to minimise f(x).

Static method.

delta defines relative size of initial simplex ie the i'th vertex has xi[i] = x[i]*(1+delta)

Definition at line 389 of file vnl_amoeba.cxx.

void vnl_amoeba::minimize	(	vnl_least_squares_function &	f,
		vnl_vector< double > &	x
	)		`[static, inherited]`

Modify x so as to minimise f(x).

Definition at line 427 of file vnl_amoeba.cxx.

void vnl_amoebaFit::set_corner	(	vnl_amoeba_SimplexCorner *	s,
		const vnl_vector< double > &	v
	)		`[inline]`

Definition at line 64 of file vnl_amoeba.cxx.

void vnl_amoebaFit::set_corner_a_plus_bl	(	vnl_amoeba_SimplexCorner *	s,
		const vnl_vector< double > &	vbar,
		const vnl_vector< double > &	v,
		double	lambda
	)		`[inline]`

Definition at line 71 of file vnl_amoeba.cxx.

void vnl_amoeba::set_f_tolerance ( double tol ) [inline, inherited]

Define tolerance on function evaluation.

Definition at line 60 of file vnl_amoeba.h.

void vnl_amoeba::set_max_iterations ( int n ) [inline, inherited]

Define maximum number of iterations to use.

Definition at line 54 of file vnl_amoeba.h.

void vnl_amoeba::set_relative_diameter ( double r ) [inline, inherited]

Define scaling used to select starting vertices relative to initial x0.

I.e. the i'th vertex has x[i] = x0[i]*(1+relative_diameter)

Definition at line 64 of file vnl_amoeba.h.

void vnl_amoebaFit::set_up_simplex_absolute	(	vcl_vector< vnl_amoeba_SimplexCorner > &	simplex,
		const vnl_vector< double > &	x,
		const vnl_vector< double > &	dx
	)