summaryrefslogtreecommitdiffstats
path: root/minimize.txi
diff options
context:
space:
mode:
authorJames LewisMoss <dres@debian.org>2001-07-27 23:45:29 -0400
committerBryan Newbold <bnewbold@robocracy.org>2017-02-20 00:05:29 -0800
commitf559c149c83da84d0b1c285f0298c84aec564af9 (patch)
treef1c91bcb9bb5e6dad87b643127c3f878d80d89ee /minimize.txi
parentc394920caedf3dac1981bb6b10eeb47fd6e4bb21 (diff)
parent87b82b5822ca54228cfa6df29be3ad9d4bc47d16 (diff)
downloadslib-debian/2d2-1.tar.gz
slib-debian/2d2-1.zip
Import Debian changes 2d2-1debian/2d2-1
slib (2d2-1) unstable; urgency=low * New upstream version * Revert back to free. Is now so. slib (2d1-1) unstable; urgency=low * New upstream version. * Move to non-free. FSF pointed out license doesn't allow modified versions to be distributed. * Get a complete list of copyrights that apply to the source into copyright file. * Remove setup for guile 1.3. * Remove postrm. Just calling install-info (lintian) Move install-info call to prerm since doc-base doesn't do install-info. slib (2c9-3) unstable; urgency=low * Change info location to section "The Algorithmic Language Scheme" to match up with where guile puts it's files. * Postinst is running slibconfig now. (Closes: #75891) slib (2c9-2) unstable; urgency=low * Stop installing slibconfig (for guile). * In postinst if /usr/sbin/slibconnfig exists call it (Close: #75843 #75891). slib (2c9-1) unstable; urgency=low * New upstream (Closes: #74760) * replace string-index with strsrch:string-index in http-cgi.scm. * Add doc-base support (Closes: #31163)
Diffstat (limited to 'minimize.txi')
-rw-r--r--minimize.txi48
1 files changed, 48 insertions, 0 deletions
diff --git a/minimize.txi b/minimize.txi
new file mode 100644
index 0000000..785be35
--- /dev/null
+++ b/minimize.txi
@@ -0,0 +1,48 @@
+@noindent
+
+The Golden Section Search
+@footnote{David Kahaner, Cleve Moler, and Stephen Nash
+@cite{Numerical Methods and Software}
+Prentice-Hall, 1989, ISBN 0-13-627258-4}
+algorithm finds minima of functions which
+are expensive to compute or for which derivatives are not available.
+Although optimum for the general case, convergence is slow,
+requiring nearly 100 iterations for the example (x^3-2x-5).
+
+@noindent
+
+If the derivative is available, Newton-Raphson is probably a better
+choice. If the function is inexpensive to compute, consider
+approximating the derivative.
+
+
+@defun golden-section-search f x0 x1 prec
+
+
+@var{x_0} are @var{x_1} real numbers. The (single argument)
+procedure @var{f} is unimodal over the open interval (@var{x_0},
+@var{x_1}). That is, there is exactly one point in the interval for
+which the derivative of @var{f} is zero.
+
+@code{golden-section-search} returns a pair (@var{x} . @var{f}(@var{x})) where @var{f}(@var{x})
+is the minimum. The @var{prec} parameter is the stop criterion. If
+@var{prec} is a positive number, then the iteration continues until
+@var{x} is within @var{prec} from the true value. If @var{prec} is
+a negative integer, then the procedure will iterate @var{-prec}
+times or until convergence. If @var{prec} is a procedure of seven
+arguments, @var{x0}, @var{x1}, @var{a}, @var{b}, @var{fa}, @var{fb},
+and @var{count}, then the iterations will stop when the procedure
+returns @code{#t}.
+
+Analytically, the minimum of x^3-2x-5 is 0.816497.
+@example
+(define func (lambda (x) (+ (* x (+ (* x x) -2)) -5)))
+(golden-section-search func 0 1 (/ 10000))
+ ==> (816.4883855245578e-3 . -6.0886621077391165)
+(golden-section-search func 0 1 -5)
+ ==> (819.6601125010515e-3 . -6.088637561916407)
+(golden-section-search func 0 1
+ (lambda (a b c d e f g ) (= g 500)))
+ ==> (816.4965933140557e-3 . -6.088662107903635)
+@end example
+@end defun