Parallel Colt 0.7.2

optimization
Class DoubleFmin

java.lang.Object
  extended by optimization.DoubleFmin

public class DoubleFmin
extends Object

This class was translated by a statistician from the FORTRAN version of fmin. It is NOT an official translation. When public domain Java optimization routines become available from professional numerical analysts, then THE CODE PRODUCED BY THE NUMERICAL ANALYSTS SHOULD BE USED.

Meanwhile, if you have suggestions for improving this code, please contact Steve Verrill at steve@ws10.fpl.fs.fed.us.

Version:
.5 --- March 24, 1998
Author:
Steve Verrill

Constructor Summary
DoubleFmin()
           
 
Method Summary
static double fmin(double a, double b, DoubleFmin_methods minclass, double tol)
           This method performs a 1-dimensional minimization.
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

DoubleFmin

public DoubleFmin()
Method Detail

fmin

public static double fmin(double a,
                          double b,
                          DoubleFmin_methods minclass,
                          double tol)

This method performs a 1-dimensional minimization. It implements Brent's method which combines a golden-section search and parabolic interpolation. The introductory comments from the FORTRAN version are provided below. This method is a translation from FORTRAN to Java of the Netlib function fmin. In the Netlib listing no author is given. Translated by Steve Verrill, March 24, 1998.

Parameters:
a - Left endpoint of initial interval
b - Right endpoint of initial interval
minclass - A class that defines a method, f_to_minimize, to minimize. The class must implement the Fmin_methods interface (see the definition in Fmin_methods.java). See FminTest.java for an example of such a class. f_to_minimize must have one double valued argument.
tol - Desired length of the interval in which the minimum will be determined to lie (This should be greater than, roughly, 3.0e-8.)

Parallel Colt 0.7.2

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