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AUXIL\

minf_bracket.pro


top minF_bracket

minF_bracket, xa, xb, xc, fa, fb, fc, FUNC_NAME=FUNC_NAME, POINT_NDIM=POINT_NDIM, DIRECTION=DIRECTION

NAME: MINF_BRACKET PURPOSE: Bracket a local minimum of a 1-D function with 3 points, EXPLANATION: Brackets a local minimum of a 1-d function with 3 points, thus ensuring that a minimum exists somewhere in the interval. This routine assumes that the function has a minimum somewhere.... Routine can also be applied to a scalar function of many variables, for such case the local minimum in a specified direction is bracketed, This routine is called by minF_conj_grad, to bracket minimum in the direction of the conjugate gradient of function of many variables CALLING EXAMPLE: xa=0 & xb=1 minF_bracket, xa,xb,xc, fa,fb,fc, FUNC_NAME="name" ;for 1-D func. or: minF_bracket, xa,xb,xc, fa,fb,fc, FUNC="name", $ POINT=[0,1,1], $ DIRECTION=[2,1,1] ;for 3-D func. INPUTS: xa = scalar, guess for point bracketing location of minimum. xb = scalar, second guess for point bracketing location of minimum. KEYWORDS: FUNC_NAME = function name (string) Calling mechanism should be: F = func_name( px ) where: px = scalar or vector of independent variables, input. F = scalar value of function at px. POINT_NDIM = when working with function of N variables, use this keyword to specify the starting point in N-dim space. Default = 0, which assumes function is 1-D. DIRECTION = when working with function of N variables, use this keyword to specify the direction in N-dim space along which to bracket the local minimum, (default=1 for 1-D). (xa,xb,xc) are then relative distances from POINT_NDIM. OUTPUTS: xa,xb,xc = scalars, 3 points which bracket location of minimum, that is, f(xb) < f(xa) and f(xb) < f(xc), so minimum exists. When working with function of N variables (xa,xb,xc) are then relative distances from POINT_NDIM, in the direction specified by keyword DIRECTION, with scale factor given by magnitude of DIRECTION. OPTIONAL OUTPUT: fa,fb,fc = value of function at 3 points which bracket the minimum, again note that fb < fa and fb < fc if minimum exists. PROCEDURE: algorithm from Numerical Recipes (by Press, et al.), sec.10.1 (p.281). MODIFICATION HISTORY: Written, Frank Varosi NASA/GSFC 1992. Converted to IDL V5.0 W. Landsman September 1997

Parameters

xa
xb
xc
fa
fb
fc

Keywords

FUNC_NAME
POINT_NDIM
DIRECTION

File attributes

Modification date: Mon Oct 03 18:50:20 2005
Lines: 131