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comparison scripts/optimization/fminbnd.m @ 11587:c792872f8942

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all script files: untabify and strip trailing whitespace
author John W. Eaton <jwe@octave.org>
date Thu, 20 Jan 2011 17:35:29 -0500
parents fd0a3ac60b0e
children b9a89ca0fb75
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11586:12df7854fa7c 11587:c792872f8942
24 ## function 24 ## function
25 ## handle or name. @var{a}, @var{b} specify a starting interval. @var{options} 25 ## handle or name. @var{a}, @var{b} specify a starting interval. @var{options}
26 ## is a 26 ## is a
27 ## structure specifying additional options. Currently, @code{fminbnd} 27 ## structure specifying additional options. Currently, @code{fminbnd}
28 ## recognizes these options: @code{"FunValCheck"}, @code{"OutputFcn"}, 28 ## recognizes these options: @code{"FunValCheck"}, @code{"OutputFcn"},
29 ## @code{"TolX"}, @code{"MaxIter"}, @code{"MaxFunEvals"}. 29 ## @code{"TolX"}, @code{"MaxIter"}, @code{"MaxFunEvals"}.
30 ## For description of these options, see @ref{doc-optimset,,optimset}. 30 ## For description of these options, see @ref{doc-optimset,,optimset}.
31 ## 31 ##
32 ## On exit, the function returns @var{x}, the approximate minimum point 32 ## On exit, the function returns @var{x}, the approximate minimum point
33 ## and @var{fval}, the function value thereof. 33 ## and @var{fval}, the function value thereof.
34 ## @var{info} is an exit flag that can have these values: 34 ## @var{info} is an exit flag that can have these values:
35 ## 35 ##
36 ## @itemize 36 ## @itemize
41 ## Maximum number of iterations or function evaluations has been exhausted. 41 ## Maximum number of iterations or function evaluations has been exhausted.
42 ## 42 ##
43 ## @item -1 43 ## @item -1
44 ## The algorithm has been terminated from user output function. 44 ## The algorithm has been terminated from user output function.
45 ## @end itemize 45 ## @end itemize
46 ## @seealso{optimset, fzero, fminunc} 46 ## @seealso{optimset, fzero, fminunc}
47 ## @end deftypefn 47 ## @end deftypefn
48 48
49 ## This is patterned after opt/fmin.f from Netlib, which in turn is taken from 49 ## This is patterned after opt/fmin.f from Netlib, which in turn is taken from
50 ## Richard Brent: Algorithms For Minimization Without Derivatives, Prentice-Hall (1973) 50 ## Richard Brent: Algorithms For Minimization Without Derivatives, Prentice-Hall (1973)
51 51
139 d = c * e; 139 d = c * e;
140 endif 140 endif
141 141
142 ## f must not be evaluated too close to x. 142 ## f must not be evaluated too close to x.
143 u = x + max (abs (d), tol) * (sign (d) + (d == 0)); 143 u = x + max (abs (d), tol) * (sign (d) + (d == 0));
144 144
145 fu = fun (u); 145 fu = fun (u);
146 nfev++; 146 nfev++;
147 niter++; 147 niter++;
148 148
149 ## update a, b, v, w, and x 149 ## update a, b, v, w, and x
196 ## bad results. 196 ## bad results.
197 function fx = guarded_eval (fun, x) 197 function fx = guarded_eval (fun, x)
198 fx = fun (x); 198 fx = fun (x);
199 fx = fx(1); 199 fx = fx(1);
200 if (! isreal (fx)) 200 if (! isreal (fx))
201 error ("fminbnd:notreal", "fminbnd: non-real value encountered"); 201 error ("fminbnd:notreal", "fminbnd: non-real value encountered");
202 elseif (isnan (fx)) 202 elseif (isnan (fx))
203 error ("fminbnd:isnan", "fminbnd: NaN value encountered"); 203 error ("fminbnd:isnan", "fminbnd: NaN value encountered");
204 endif 204 endif
205 endfunction 205 endfunction
206 206
207 %!shared opt0 207 %!shared opt0
208 %! opt0 = optimset ("tolx", 0); 208 %! opt0 = optimset ("tolx", 0);