c_cpp/lib/klib/test/kmin_test.c

   1 #include <stdio.h>
   2 #include <math.h>
   3 #include "kmath.h"
   4
   5 static int n_evals;
   6
   7 double f_Chebyquad(int n, double *x, void *data)
   8 {
   9     int i, j;
  10     double y[20][20], f;
  11     int np, iw;
  12     double sum;
  13     for (j = 0; j != n; ++j) {
  14                 y[0][j] = 1.;
  15                 y[1][j] = 2. * x[j] - 1.;
  16     }
  17     for (i = 1; i != n; ++i)
  18                 for (j = 0; j != n; ++j)
  19                         y[i+1][j] = 2. * y[1][j] * y[i][j] - y[i-1][j];
  20     f = 0.;
  21     np = n + 1;
  22     iw = 1;
  23     for (i = 0; i != np; ++i) {
  24                 sum = 0.;
  25                 for (j = 0; j != n; ++j) sum += y[i][j];
  26                 sum /= n;
  27                 if (iw > 0) sum += 1. / ((i - 1) * (i + 1));
  28                 iw = -iw;
  29                 f += sum * sum;
  30     }
  31         ++n_evals;
  32     return f;
  33 }
  34
  35 int main()
  36 {
  37         double x[20], y;
  38         int n, i;
  39         printf("\nMinimizer: Hooke-Jeeves\n");
  40         for (n = 2; n <= 8; n += 2) {
  41                 for (i = 0; i != n; ++i) x[i] = (double)(i + 1) / n;
  42                 n_evals = 0;
  43                 y = kmin_hj(f_Chebyquad, n, x, 0, KMIN_RADIUS, KMIN_EPS, KMIN_MAXCALL);
  44                 printf("n=%d,min=%.8lg,n_evals=%d\n", n, y, n_evals);
  45         }
  46         printf("\n");
  47         return 0;
  48 }