tdownhill_simplex.h - numeric - C++ library with numerical algorithms
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       tdownhill_simplex.h (1099B)
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            1 #ifndef DOWNHILL_SIMPLEX_H_
            2 #define DOWNHILL_SIMPLEX_H_
            3 
            4 #include <functional>
            5 #include <vector>
            6 #include <armadillo>
            7 using namespace std;
            8 using namespace arma;
            9 
           10 class amoeba {
           11 
           12   public:
           13 
           14     // Constructor
           15     amoeba(function<double(vec)> fun, vector<vec> simplex);
           16 
           17     // Return lowest simplex position
           18     vec low();
           19 
           20     // Move amoeba downhill with relevant method
           21     void downhill(double simplex_size_goal);
           22 
           23     // Move amoeba downhill with relevant method, modified method
           24     void downhill_mod(double simplex_size_goal);
           25 
           26   private:
           27 
           28     // Number of vertexes
           29     int d;
           30     
           31     // Maxima points of function
           32     int hi, lo;
           33 
           34     // Vertex points
           35     vector<vec> p;
           36 
           37     // Functions to be evaluated
           38     std::function<double(vec)> f;
           39     
           40     // Function values at points
           41     vec value;
           42     
           43     // Centroid
           44     vec p_ce;
           45 
           46     // Centroid from previous step
           47     vec p_ce_o;
           48 
           49     // Filename of output file
           50 
           51     // Private class functions
           52     void update();
           53 
           54     // Returns size of the amoeba
           55     double size();
           56 
           57     // Write amoeba position vertexes to stderr
           58     void pos();
           59 };
           60 
           61 #endif