Sha256: 138fa9d23fa7c9a18f9eb65a2d760bfaedcb6c9f89981d2af34ae52de1dc261a
Contents?: true
Size: 1.08 KB
Versions: 22
Compression:
Stored size: 1.08 KB
Contents
#!/usr/bin/env ruby
require("gsl")
include GSL::MultiMin
my_f = Proc.new { |v, params|
x = v[0]; y = v[1]
p0 = params[0]; p1 = params[1]
10.0*(x - p0)*(x - p0) + 20.0*(y - p1)*(y - p1) + 30.0
}
my_df = Proc.new { |v, params, df|
x = v[0]; y = v[1]
p0 = params[0]; p1 = params[1]
df[0] = 20.0*(x-p0)
df[1] = 40.0*(y-p1)
}
my_func = GSL::MultiMin::Function_fdf.alloc(my_f, my_df, 2)
my_func.set_params([1.0, 2.0]) # parameters
x = GSL::Vector.alloc([5.0, 7.0]) # starting point
#minimizer = GSL::MultiMin::FdfMinimizer.alloc("conjugate_fr", 2)
minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS, 2)
#minimizer = GSL::MultiMin::FdfMinimizer.alloc(GSL::MultiMin::FdfMinimizer::VECTOR_BFGS2, 2)
minimizer.set(my_func, x, 0.01, 1e-4)
iter = 0
begin
iter += 1
status = minimizer.iterate()
status = minimizer.test_gradient(1e-3)
if status == GSL::SUCCESS
puts("Minimum found at")
end
x = minimizer.x
f = minimizer.f
printf("%5d %.5f %.5f %10.5f\n", iter, x[0], x[1], f)
end while status == GSL::CONTINUE and iter < 100
Version data entries
22 entries across 22 versions & 4 rubygems