G4SimplexDownhill.hh

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// G4SimplexDownhill
//
// Class description:
//
// Class implementing minimization of a function of n variables.
// Reference: "A Simplex method for function minimization"
//            by J. A. Nelder and R. Mead, Computer Journal, 7, 308 (1965)
// and also: "Numerical Recipes in C: the art of scientific computing"
//            by William H., Cambridge University Press ISBN 0521437202 (1992)
 
// Author: Tatsumi Koi (SLAC/SCCS), 2007
// --------------------------------------------------------------------
#ifndef G4SimplexDownhill_hh
#define G4SimplexDownhill_hh 1
 
#include "globals.hh"
 
#include <algorithm>
#include <vector>
 
template <class T>
class G4SimplexDownhill
{
 public:
  G4SimplexDownhill(T* tp, G4int n)
    : currentValue(0.)
    , target(tp)
    , numberOfVariable(n)
  {
    init();
  }
 
  ~G4SimplexDownhill();
 
  G4double GetMinimum();
 
  std::vector<G4double> GetMinimumPoint();
 
 private:
  G4double getValue(std::vector<G4double> x)
  {
    return target->GetValueOfMinimizingFunction(x);
  }
 
  void initialize();
  std::vector<std::vector<G4double>> currentSimplex;
 
  void calHeights();
  std::vector<G4double> currentHeights;
  G4double currentValue;
 
  std::vector<G4double> calCentroid(G4int);
 
  G4bool isItGoodEnough();
 
  std::vector<G4double> getReflectionPoint(std::vector<G4double>,
                                           std::vector<G4double>);
  std::vector<G4double> getExpansionPoint(std::vector<G4double>,
                                          std::vector<G4double>);
  std::vector<G4double> getContractionPoint(std::vector<G4double>,
                                            std::vector<G4double>);
 
  void doDownhill();
 
  void init();
 
 private:
  T* target;
 
  G4int numberOfVariable;
 
  G4double alpha;
  G4double beta;
  G4double gamma;
  G4double max_se;
  G4double max_ratio;
  G4int maximum_no_trial;
  G4bool minimized;
 
  std::vector<G4double> minimumPoint;
};
 
#include "G4SimplexDownhill.icc"
 
#endif