wolffd@0: wolffd@0: wolffd@0: wolffd@0: Netlab Reference Manual linemin wolffd@0: wolffd@0: wolffd@0: wolffd@0:

linemin wolffd@0:

wolffd@0:

wolffd@0: Purpose wolffd@0:

wolffd@0: One dimensional minimization. wolffd@0: wolffd@0:

wolffd@0: Description wolffd@0:

wolffd@0: [x, options] = linemin(f, pt, dir, fpt, options) uses Brent's wolffd@0: algorithm to find the minimum of the function f(x) along the wolffd@0: line dir through the point pt. The function value at the wolffd@0: starting point is fpt. The point at which f has a local minimum wolffd@0: is returned as x. The function value at that point is returned wolffd@0: in options(8). wolffd@0: wolffd@0:

linemin(f, pt, dir, fpt, options, p1, p2, ...) allows wolffd@0: additional arguments to be passed to f(). wolffd@0: wolffd@0:

The optional parameters have the following interpretations. wolffd@0: wolffd@0:

options(1) is set to 1 to display error values. wolffd@0: wolffd@0:

options(2) is a measure of the absolute precision required for the value wolffd@0: of x at the solution. wolffd@0: wolffd@0:

options(3) is a measure of the precision required of the objective wolffd@0: function at the solution. Both this and the previous condition must be wolffd@0: satisfied for termination. wolffd@0: wolffd@0:

options(14) is the maximum number of iterations; default 100. wolffd@0: wolffd@0:

wolffd@0: Examples wolffd@0:

wolffd@0: An example of the use of this function to find the minimum of a function wolffd@0: f in the direction sd can be found in conjgrad wolffd@0:

wolffd@0: 
wolffd@0: x = linemin(f, xold, sd, fold, lineoptions);
wolffd@0:

wolffd@0: wolffd@0: wolffd@0:

wolffd@0: Algorithm wolffd@0:

wolffd@0: wolffd@0: Brent's algorithm uses a mixture of quadratic interpolation and golden wolffd@0: section search to find the minimum of a function of a single variable once wolffd@0: it has been bracketed (which is done with minbrack). This is adapted wolffd@0: to minimize a function along a line. wolffd@0: This implementation wolffd@0: is based on that in Numerical Recipes. wolffd@0: wolffd@0:

wolffd@0: See Also wolffd@0:

wolffd@0: conjgrad, minbrack, quasinew

wolffd@0: Pages: wolffd@0: Index wolffd@0:

wolffd@0: