jsat.math.optimization.oned

Class GoldenSearch

java.lang.Object

jsat.math.optimization.oned.GoldenSearch

public class GoldenSearch
extends java.lang.Object

The class provides an implementation of the Golden Search method of function minimization.

Constructor Summary

Constructors

Constructor and Description
GoldenSearch()

Method Summary

Modifier and Type	Method and Description
static double	findMin(double min, double max, Function1D f, double eps, int maxSteps) Attempts to numerically find the value x that minimizes the one dimensional function f(x) in the range [min, max].

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GoldenSearch

public GoldenSearch()

Method Detail

findMin

public static double findMin(double min,
                             double max,
                             Function1D f,
                             double eps,
                             int maxSteps)

Attempts to numerically find the value x that minimizes the one dimensional function f(x) in the range [min, max].

Parameters:

min - the minimum of the search range

max - the maximum of the search range

f - the one dimensional function to minimize

eps - the desired accuracy of the returned value

maxSteps - the maximum number of search steps to take

Returns:

the value x that appears to minimize f(x)