Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/nethelp3.3/minbrack.htm @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/nethelp3.3/minbrack.htm Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,65 @@ +<html> +<head> +<title> +Netlab Reference Manual minbrack +</title> +</head> +<body> +<H1> minbrack +</H1> +<h2> +Purpose +</h2> +Bracket a minimum of a function of one variable. + +<p><h2> +Description +</h2> +<CODE>brmin, brmid, brmax, numevals] = minbrack(f, a, b, fa)</CODE> +finds a bracket of three points around a local minimum of +<CODE>f</CODE>. The function <CODE>f</CODE> must have a one dimensional domain. +<CODE>a < b</CODE> is an initial guess at the minimum and maximum points +of a bracket, but <CODE>minbrack</CODE> will search outside this interval if +necessary. The bracket consists of three points (in increasing order) +such that <CODE>f(brmid) < f(brmin)</CODE> and <CODE>f(brmid) < f(brmax)</CODE>. +<CODE>fa</CODE> is the value of the function at <CODE>a</CODE>: it is included to +avoid unnecessary function evaluations in the optimization routines. +The return value <CODE>numevals</CODE> is the number of function evaluations +in <CODE>minbrack</CODE>. + +<p><CODE>minbrack(f, a, b, fa, p1, p2, ...)</CODE> allows additional +arguments to be passed to <CODE>f</CODE> + +<p><h2> +Examples +</h2> +An example of the use of this function to bracket the minimum of a function +<CODE>f</CODE> in the direction <CODE>sd</CODE> can be found in <CODE>linemin</CODE> +<PRE> + +[min, mid, max, nevals]] = minbrack('linef', 0.0, 1.0, fa, f, pt, dir); +</PRE> + +where the function <CODE>linef</CODE> is used to turn a general function <CODE>f</CODE> +into a one dimensional one. + +<p><h2> +Algorithm +</h2> + +Quadratic extrapolation with a limit to the maximum step size is +used to find the outside points of the bracket. This implementation +is based on that in Numerical Recipes. + +<p><h2> +See Also +</h2> +<CODE><a href="linemin.htm">linemin</a></CODE>, <CODE><a href="linef.htm">linef</a></CODE><hr> +<b>Pages:</b> +<a href="index.htm">Index</a> +<hr> +<p>Copyright (c) Ian T Nabney (1996-9) + + +</body> +</html> \ No newline at end of file