Mercurial > hg > octave-terminal
changeset 8467:77b8d4aa2743
fsolve.m, fzero.m: style fixes; use strcmpi to compare options
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Mon, 12 Jan 2009 13:11:35 -0500 |
parents | 4d008d9f0ccf |
children | 866492035ecf |
files | scripts/ChangeLog scripts/optimization/fsolve.m scripts/optimization/fzero.m |
diffstat | 3 files changed, 94 insertions(+), 80 deletions(-) [+] |
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line diff
--- a/scripts/ChangeLog +++ b/scripts/ChangeLog @@ -1,6 +1,7 @@ 2009-01-12 John W. Eaton <jwe@octave.org> - * optimization/fsolve.m: Style fixes. + * optimization/fzero.m, optimization/fsolve.m: Style fixes. + Use strcmpi to compare options. 2009-01-12 Thorsten Meyer <thorsten.meyier@gmx.de>
--- a/scripts/optimization/fsolve.m +++ b/scripts/optimization/fsolve.m @@ -71,12 +71,12 @@ xsiz = size (x0); n = numel (x0); - has_jac = strcmp (optimget (options, "Jacobian", "off"), "on"); + has_jac = strcmpi (optimget (options, "Jacobian", "off"), "on"); maxiter = optimget (options, "MaxIter", Inf); maxfev = optimget (options, "MaxFunEvals", Inf); outfcn = optimget (options, "OutputFcn"); pivoting = optimget (options, "Pivoting", false); - funvalchk = strcmp (optimget (options, "FunValCheck", "off"), "on"); + funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on"); if (funvalchk) ## replace fun with a guarded version @@ -89,13 +89,14 @@ macheps = eps (class (x0)); tolx = optimget (options, "TolX", 1e1*macheps); - tolf = optimget (options, "TolFun",1e2*macheps); + tolf = optimget (options, "TolFun", 1e2*macheps); factor = 100; ## FIXME: TypicalX corresponds to user scaling (???) autodg = true; - niter = 1; nfev = 0; + niter = 1; + nfev = 0; x = x0(:); info = 0;
--- a/scripts/optimization/fzero.m +++ b/scripts/optimization/fzero.m @@ -18,56 +18,59 @@ ## ## Author: Jaroslav Hajek <highegg@gmail.com> -# -*- texinfo -*- -# @deftypefn{Function File}{[@var{x}, @var{fval}, @var{info}, @var{output}] =} fzero (@var{fun}, @var{x0}, @var{options}) -# Finds a zero point of a univariate function. @var{fun} should be a function -# handle or name. @var{x0} specifies a starting point. @var{options} is a -# structure specifying additional options. Currently, fzero recognizes these -# options: FunValCheck, OutputFcn, TolX, MaxIter, MaxFunEvals. -# For description of these options, see @code{optimset}. -# -# On exit, the function returns @var{x}, the approximate zero point -# and @var{fval}, the function value thereof. -# @var{info} is an exit flag that can have these values: -# @itemize -# @item 1 -# The algorithm converged to a solution. -# @item 0 -# Maximum number of iterations or function evaluations has been exhausted. -# @item -1 -# The algorithm has been terminated from user output function. -# @item -2 -# A general unexpected error. -# @item -3 -# A non-real value encountered. -# @item -4 -# A NaN value encountered. -# @end itemize -# @seealso{optimset, fminbnd, fsolve} -# @end deftypefn +## -*- texinfo -*- +## @deftypefn{Function File}{[@var{x}, @var{fval}, @var{info}, @var{output}] =} fzero (@var{fun}, @var{x0}, @var{options}) +## Finds a zero point of a univariate function. @var{fun} should be a function +## handle or name. @var{x0} specifies a starting point. @var{options} is a +## structure specifying additional options. Currently, fzero recognizes these +## options: FunValCheck, OutputFcn, TolX, MaxIter, MaxFunEvals. +## For description of these options, see @code{optimset}. +## +## On exit, the function returns @var{x}, the approximate zero point +## and @var{fval}, the function value thereof. +## @var{info} is an exit flag that can have these values: +## @itemize +## @item 1 +## The algorithm converged to a solution. +## @item 0 +## Maximum number of iterations or function evaluations has been exhausted. +## @item -1 +## The algorithm has been terminated from user output function. +## @item -2 +## A general unexpected error. +## @item -3 +## A non-real value encountered. +## @item -4 +## A NaN value encountered. +## @end itemize +## @seealso{optimset, fminbnd, fsolve} +## @end deftypefn -# This is essentially the ACM algorithm 748: Enclosing Zeros of Continuous -# Functions due to Alefeld, Potra and Shi, ACM Transactions on Mathematical -# Software, Vol. 21, No. 3, September 1995. -# Although the workflow should be the same, the structure of the algorithm has -# been transformed non-trivially; instead of the authors' approach of -# sequentially calling building blocks subprograms we implement here a FSM -# version using one interior point determination and one bracketing per -# iteration, thus reducing the number of temporary variables and simplifying -# the algorithm structure. Further, this approach reduces the need for external -# functions and error handling. The algorithm has also been slightly modified. -# +## This is essentially the ACM algorithm 748: Enclosing Zeros of +## Continuous Functions due to Alefeld, Potra and Shi, ACM Transactions +## on Mathematical Software, Vol. 21, No. 3, September 1995. Although +## the workflow should be the same, the structure of the algorithm has +## been transformed non-trivially; instead of the authors' approach of +## sequentially calling building blocks subprograms we implement here a +## FSM version using one interior point determination and one bracketing +## per iteration, thus reducing the number of temporary variables and +## simplifying the algorithm structure. Further, this approach reduces +## the need for external functions and error handling. The algorithm has +## also been slightly modified. + function [x, fval, info, output] = fzero (fun, x0, options = struct ()) + if (nargin < 2 || nargin > 3) print_usage (); endif + if (ischar (fun)) fun = str2func (fun); endif - # TODO - #displev = optimget (options, "Display", "notify"); - funvalchk = strcmp (optimget (options, "FunValCheck", "off"), "on"); + ## TODO + ## displev = optimget (options, "Display", "notify"); + funvalchk = strcmpi (optimget (options, "FunValCheck", "off"), "on"); outfcn = optimget (options, "OutputFcn"); tolx = optimget (options, "TolX", 0); maxiter = optimget (options, "MaxIter", Inf); @@ -76,23 +79,27 @@ persistent mu = 0.5; if (funvalchk) - # replace fun with a guarded version + ## replace fun with a guarded version fun = @(x) guarded_eval (fun, x); endif - info = 0; # the default exit flag if exceeded number of iterations - niter = 0; nfev = 0; + ## the default exit flag if exceeded number of iterations + info = 0; + niter = 0; + nfev = 0; x = fval = a = fa = b = fb = NaN; - # prepare... - a = x0(1); fa = fun (a); + ## prepare... + a = x0(1); + fa = fun (a); nfev = 1; if (length (x0) > 1) b = x0(2); - fb = fun (b); nfev += 1; + fb = fun (b); + nfev += 1; else - # try to get b + ## try to get b if (a == 0) aa = 1; else @@ -107,12 +114,17 @@ endif if (b < a) - u = a; a = b; b = u; - fu = fa; fa = fb; fb = fu; + u = a; + a = b; + b = u; + + fu = fa; + fa = fb; + fb = fu; endif if (! (sign (fa) * sign (fb) <= 0)) - error ("fzero:bracket", "fzero: not a valid initial bracketing"); + error ("fzero: not a valid initial bracketing"); endif itype = 1; @@ -129,17 +141,17 @@ while (niter < maxiter && nfev < maxfev) switch (itype) case 1 - # the initial test + ## the initial test if (b - a <= 2*(2 * abs (u) * eps + tolx)) x = u; fval = fu; info = 1; break; endif if (abs (fa) <= 1e3*abs (fb) && abs (fb) <= 1e3*abs (fa)) - # secant step + ## secant step c = u - (a - b) / (fa - fb) * fu; else - # bisection step + ## bisection step c = 0.5*(a + b); endif d = u; fd = fu; @@ -147,7 +159,7 @@ case {2, 3} l = length (unique ([fa, fb, fd, fe])); if (l == 4) - # inverse cubic interpolation + ## inverse cubic interpolation q11 = (d - e) * fd / (fe - fd); q21 = (b - d) * fb / (fd - fb); q31 = (a - b) * fa / (fb - fa); @@ -160,11 +172,11 @@ c = a + q31 + q32 + q33; endif if (l < 4 || sign (c - a) * sign (c - b) > 0) - # quadratic interpolation + newton + ## quadratic interpolation + newton a0 = fa; a1 = (fb - fa)/(b - a); a2 = ((fd - fb)/(d - b) - a1) / (d - a); - # modification 1: this is simpler and does not seem to be worse + ## modification 1: this is simpler and does not seem to be worse c = a - a0/a1; if (a2 != 0) c = a - a0/a1; @@ -181,20 +193,20 @@ endif itype += 1; case 4 - # double secant step + ## double secant step c = u - 2*(b - a)/(fb - fa)*fu; - # bisect if too far + ## bisect if too far if (abs (c - u) > 0.5*(b - a)) c = 0.5 * (b + a); endif itype = 5; case 5 - # bisection step + ## bisection step c = 0.5 * (b + a); itype = 2; endswitch - # don't let c come too close to a or b + ## don't let c come too close to a or b delta = 2*0.7*(2 * abs (u) * eps + tolx); if ((b - a) <= 2*delta) c = (a + b)/2; @@ -202,22 +214,22 @@ c = max (a + delta, min (b - delta, c)); endif - # calculate new point + ## calculate new point x = c; fval = fc = fun (c); niter ++; nfev ++; - # modification 2: skip inverse cubic interpolation if nonmonotonicity is - # detected + ## modification 2: skip inverse cubic interpolation if + ## nonmonotonicity is detected if (sign (fc - fa) * sign (fc - fb) >= 0) - # the new point broke monotonicity. - # disable inverse cubic + ## the new point broke monotonicity. + ## disable inverse cubic fe = fc; else e = d; fe = fd; endif - # bracketing + ## bracketing if (sign (fa) * sign (fc) < 0) d = b; fd = fb; b = c; fb = fc; @@ -229,11 +241,11 @@ info = 1; break; else - # this should never happen. - #error ("fzero:bracket", "fzero: zero point is not bracketed"); + ## this should never happen. + error ("fzero: zero point is not bracketed"); endif - # if there's an output function, use it now + ## if there's an output function, use it now if (outfcn) optv.funccount = niter + 2; optv.fval = fval; @@ -254,7 +266,7 @@ break; endif - # skip bisection step if successful reduction + ## skip bisection step if successful reduction if (itype == 5 && (b - a) <= mba) itype = 2; endif @@ -270,15 +282,15 @@ endfunction -# an assistant function that evaluates a function handle and checks for bad -# results. +## an assistant function that evaluates a function handle and checks for +## bad results. function fx = guarded_eval (fun, x) fx = fun (x); fx = fx(1); if (! isreal (fx)) - error ("fzero:notreal", "fzero: non-real value encountered"); + error ("fzero: non-real value encountered"); elseif (isnan (fx)) - error ("fzero:isnan", "fzero: NaN value encountered"); + error ("fzero: NaN value encountered"); endif endfunction