Sha256: 73f3ed42a753e41e4d5c595ade6db3e8b5d36c5f0311d47828cc6dbf3966702f
Contents?: true
Size: 909 Bytes
Versions: 22
Compression:
Stored size: 909 Bytes
Contents
#!/usr/bin/env ruby require("gsl") include GSL include GSL::MultiMin np = 2 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_func = MultiMin::Function.alloc(my_f, np) my_func.set_params([1.0, 2.0]) # parameters x = Vector.alloc([5, 7]) ss = Vector.alloc(np) ss.set_all(1.0) #minimizer = FMinimizer.alloc("nmsimplex", np) minimizer = FMinimizer.alloc(MultiMin::FMinimizer::NMSIMPLEX, np) minimizer.set(my_func, x, ss) iter = 0 begin iter += 1 status = minimizer.iterate() status = minimizer.test_size(1e-2) if status == GSL::SUCCESS puts("converged to minimum at") end x = minimizer.x printf("%5d ", iter); for i in 0...np do printf("%10.3e ", x[i]) end printf("f() = %7.3f size = %.3f\n", minimizer.fval, minimizer.size); end while status == GSL::CONTINUE and iter < 100
Version data entries
22 entries across 22 versions & 4 rubygems