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linmin.pro

Routines

result = linmin_func(lambda [, point=point] [, dir=dir] [, _extra=_extra] [, linfunc=linfunc])

A wrapper function used internally to linmin.

result = linmin(func, point, dir [, step=step] [, dist=dist] [, _extra=_extra] [, verbose=verbose])

This function minimizes a multidimensional function along one direction (not necessarily aligned with one of the axes).

Routine details

toplinmin_func

result = linmin_func(lambda [, point=point] [, dir=dir] [, _extra=_extra] [, linfunc=linfunc])

A wrapper function used internally to linmin. Feeds a multidimensional function to brent and bracket.

Parameters

lambda in required

Position along the line

Keywords

point in optional

The starting point for the line

dir in optional

A vector giving the direction of the line

_extra in optional

Any extra keywords are passed to linfunc.

linfunc in optional

A user written function to minimize. Evaluated at(point + lambda * dir)

toplinmin

Numerical Recipes

result = linmin(func, point, dir [, step=step] [, dist=dist] [, _extra=_extra] [, verbose=verbose])

This function minimizes a multidimensional function along one direction (not necessarily aligned with one of the axes). It is used as a driver in multidimensonal minimization. It itself is a driver of the functions 'bracket' and 'brent' to perform 1D function minimization. The function name and basic logic is taken from Numerical Recipes (Press et al. 2007)

point is updated with the new minimum.

Return value

The minimum of the function along the line specified by point and dir.

Parameters

func in required

point, dir, fmin. These keywords are used internally to linmin.

point in required

A reference point on the line to minimize func over. An n-element array. This is updated with the new minimum upon completion.

dir in required

The direction of the line to minimize. An n-element array.

Keywords

step in optional

The initial stepsize to take when bracketing the minimum. This sets the size-scale of the function, and can be used to help the linmin find the minimum closest to point. Defaults to 1.

dist in optional

A keyword to hold the distance between point and the minimum.

_extra in optional

Any extra keywords will be passed to func

verbose in optional

Control the amount of textual output. Verbosity is handled via the VERBIAGE program - see documentation for details.

File attributes

Modifcation date: Mon Aug 9 18:36:59 2010
Lines: 130