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gnn_line_search.h

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/***************************************************************************
 *  @file gnn_line_search.h
 *  @brief Line Search Procedures Header File.
 *
 *  @date   : 15-09-03 21:55, 01-10-03 09:50
 *  @author : Pedro Ortega C. <peortega@dcc.uchile.cl>
 *  Copyright  2003  Pedro Ortega C.
 ****************************************************************************/
/*
 *  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 Library 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., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 */

#ifndef _GNN_LINE_SEARCH_H_
#define _GNN_LINE_SEARCH_H_



/******************************************/
/* Include Files                          */
/******************************************/

#include "gnn_evaluation.h"



/******************************************/
/* Typedefs and Definitions               */
/******************************************/

/**
 * @brief Golden Section maximum magnification for parabolic fit.
 * @ingroup gnn_line_search_doc
 */
#define GNN_GOLDEN_LIMIT 100.0

/**
 * @brief Golden Section tiny value.
 * @ingroup gnn_line_search_doc
 */
#define GNN_GOLDEN_TINY  1.0e-20

/**
 * @brief Ratio for Golden Section interval magnification.
 * @ingroup gnn_line_search_doc
 */
#define GNN_GOLDEN_OLD   1.61803399

/**
 * @brief Golden Ratios.
 * @ingroup gnn_line_search_doc
 */
#define GNN_GOLDEN_R     0.61803399

/**
 * @brief Golden Ratios.
 * @ingroup gnn_line_search_doc
 */
#define GNN_GOLDEN_C     (1.0 - GNN_GOLDEN_R)

/**
 * @brief Maximum number of iterations for Brent's line search.
 * @ingroup gnn_line_search_doc
 */
#define GNN_BRENT_ITMAX  100

/**
 * @brief Golden Ratio.
 * @ingroup gnn_line_search_doc
 */
#define GNN_BRENT_CGOLD  0.3819660

/**
 * @brief Small number that protects against too much fractional accuracy.
 * @ingroup gnn_line_search_doc
 */
#define GNN_BRENT_ZEPS   1.0e-10




/**
 * @brief The type of line search routines.
 * @ingroup gnn_line_search_doc
 *
 * This is the type of line search routines in \ref libgnn. The first,
 * \a grad contains the node's information with all the needed buffers.
 * The triple \a ax, \a bx and \a cx bracket an appropiate interval which
 * contains a minimum. \a tol is the precision tolerance. The returned
 * values are: the minimum abscissa \f$x_{min}\f$, returned in \a xmin;
 * and the value of the node's function \f$f(x_{min})\f$.
 */
typedef double (*gnn_line_search_type) (gnn_line *line, size_t s, size_t n,
                                        double ax, double bx, double cx,
                                        double *xmin, double tol);



/******************************************/
/* Public Interface                       */
/******************************************/

int
gnn_line_search_bracket (gnn_line *line, size_t s, size_t n,
                         double *ax, double *bx, double *cx,
                         double *fa, double *fb, double *fc);

double
gnn_line_search_golden (gnn_line *line, size_t s, size_t n,
                        double ax, double bx, double cx,
                        double *xmin, double tol);

double
gnn_line_search_brent (gnn_line *line, size_t s, size_t n,
                       double ax, double bx, double cx,
                       double *xmin, double tol);

double
gnn_line_search_charalambous (gnn_line *line, size_t s, size_t n,
                              double ax, double bx, double cx,
                              double *xmin, double tol);

double
gnn_line_search_simple (gnn_line *line, size_t s, size_t n,
                        double ax, double bx, double cx,
                        double *xmin, double tol);


#endif /* _GNN_LINE_SEARCH_H_ */

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