geometry/GoldenSearch.cpp

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Last update: 2024-09-09 10:24:40+00:00

Code

/**
 * Author: talant
 * Date: 2024-09-09
 * Description: Golden Search
*/
double gss(double a, double b, double (*f)(double)) {
  double r = (sqrt(5) - 1) / 2, eps = 1e-7;
  double x1 = b - r * (b - a), x2 = a + r * (b - a);
  double f1 = f(x1), f2 = f(x2);
  while (b - a > eps)
    if (f1 < f2) {  // change to > to find maximum
      b = x2; x2 = x1; f2 = f1;
      x1 = b - r * (b - a); f1 = f(x1);
    } else {
      a = x1; x1 = x2; f1 = f2;
      x2 = a + r * (b - a); f2 = f(x2);
    }
  return a;
}

#line 1 "geometry/GoldenSearch.cpp"
/**
 * Author: talant
 * Date: 2024-09-09
 * Description: Golden Search
*/
double gss(double a, double b, double (*f)(double)) {
  double r = (sqrt(5) - 1) / 2, eps = 1e-7;
  double x1 = b - r * (b - a), x2 = a + r * (b - a);
  double f1 = f(x1), f2 = f(x2);
  while (b - a > eps)
    if (f1 < f2) {  // change to > to find maximum
      b = x2; x2 = x1; f2 = f1;
      x1 = b - r * (b - a); f1 = f(x1);
    } else {
      a = x1; x1 = x2; f1 = f2;
      x2 = a + r * (b - a); f2 = f(x2);
    }
  return a;
}