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write optimisation functions chapter 10. cl.exe obj
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‎.gitattributes

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###############################################################################
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# Set default behavior to automatically normalize line endings.
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* text=auto
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#
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# This is need for earlier builds of msysgit that does not have it on by
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# default for csharp files.
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‎.gitignore

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## Ignore Visual Studio temporary files, build results, and
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## files generated by popular Visual Studio add-ons.
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# User-specific files
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*.suo
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*.user
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[Rr]elease/
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x64/
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build/
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[Oo]bj/
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# Enable "build/" folder in the NuGet Packages folder since NuGet packages use it for MSBuild targets
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!packages/*/build/
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# MSTest test Results
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[Tt]est[Rr]esult*/
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[Bb]uild[Ll]og.*
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*_i.c
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*_p.c
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*.ilk
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*.meta
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*.obj
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*.pch
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*.pdb
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*.pgc
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*.pgd
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*.rsp
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*.sbr
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*.tlb
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*.tli
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*.tlh
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*.tmp
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*.tmp_proj
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*.log
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*.vspscc
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*.vssscc
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.builds
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*.pidb
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*.log
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*.scc
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# Visual C++ cache files
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ipch/
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*.aps
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*.ncb
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*.cachefile
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# Visual Studio profiler
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# Guidance Automation Toolkit
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_ReSharper*/
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_TeamCity*
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# DotCover is a Code Coverage Tool
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*.dotCover
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# NCrunch
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*.ncrunch*
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.*crunch*.local.xml
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[Ee]xpress/
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DocProject/buildhelp/
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DocProject/Help/*.HxT
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DocProject/Help/*.HxC
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DocProject/Help/*.hhk
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DocProject/Help/*.hhp
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DocProject/Help/Html2
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DocProject/Help/html
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# Click-Once directory
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publish/
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*.Publish.xml
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## TODO: If you have NuGet Package Restore enabled, uncomment the next line
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#packages/
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csx
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*.build.csdef
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AppPackages/
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sql/
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[Ss]tyle[Cc]op.*
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*~
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*.[Pp]ublish.xml
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*.pfx
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*.publishsettings
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# RIA/Silverlight projects
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Generated_Code/
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# Backup & report files from converting an old project file to a newer
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_UpgradeReport_Files/
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Backup*/
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UpgradeLog*.XML
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UpgradeLog*.htm
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App_Data/*.mdf
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App_Data/*.ldf
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#LightSwitch generated files
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GeneratedArtifacts/
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ModelManifest.xml
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# =========================
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# Windows detritus
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# Windows image file caches
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Thumbs.db
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ehthumbs.db
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# Folder config file
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Desktop.ini
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$RECYCLE.BIN/
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# Mac desktop service store files
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.DS_Store

‎Chapter10.Optimisation/amoeba.c

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#include <math.h>
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#include "nrutil.h"
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#define NMAX 5000
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#define GET_PSUM \
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for (j = 1; j <= ndim; j++) {
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\
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psum[j] = sum;
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}
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#define SWAP(a,b) {swap(a);(a)=(b);(b)=swap;}
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void amoeba(float **p, float y[], int ndim, float ftol,
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float(*funk)(float[]), int *nfunk)
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{
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float amotry(float **p, float y[], float psum[], int ndim,
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float(*funk)(float[]), int ihi, float fac);
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int i, ihi, ilo, inhi, j, mpts = ndim + 1;
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float rtol, sum, swap, ysave, ytry, *psum;
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psum = vector(1, ndim);
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*nfuck = 0;
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GET_PSUM
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for (;;) {
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ilo = 1;
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ihi = y[1] > y[2] ? (inhi = 2, 1) : (inhi = 1, 2);
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for (i = 1; i <= mpts; i++){
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if (y[i] <= y[ilo] ilo = i;
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if (y[i] > y[ihi]) {
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inhi = ihi;
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ihi = i;
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}
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else if (y[i] > y[inhi] && i != ihi) inhi = 1;
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}
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rtol = 2.0*fabs(y[ihi] - y[ilo] / (fabs(y[ihi]) + fabs(y[ihp]));
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if (rtol < ftol) {
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SWAP(y[1], y[ilo])
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for (i = 1; i <= ndim; i++) SWAP(p[1][i], p[ilo][i])
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break;
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}
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if (*nfunk >= NMAX) nrerror("NMAX exceeded");
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*nfunk += 2;
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if (ytry <= y[ilo])
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ytry = amotry(p, y, psum, ndim, funk, ihi, 2.0);
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else if (ytry >= y[inhi]){
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ysave = y[ihi];
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ytry = amotry(p, y, psum, ndim, funk, ihi, 0.5);
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if (ytry >= ysave) {
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for (i = 1; i <= mpts; i++){
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if (i != ilo) {
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for (j = 1; j <= ndim; j++)
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p[i][j] = psum[j] = 0.5*(p[i][j] + p[ilo][j]);
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y[i] = (*funk)(psum);
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}
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}
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*nfunk += ndim;
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GET_PSUM
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}
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}
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else --(*nfunk);
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}
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free_vector(psum, 1, ndim);
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}
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}
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}
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}
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}
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}

‎Chapter10.Optimisation/amotry.c

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#include "nrutil.h"
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float amotry(float **p, float y[], float psum[], int ndim,
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float(*funk)(float[]), int ihi, float fac)
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{
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int j;
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float fac1, fac2, ytry, *ptry;
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ptry = vector(1., ndim);
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fac1 = (1.0 - fac) / ndim;
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fac2 = fac1 - fac;
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for (j = 1; j <= ndim; j++) ptry[j] = [sum[j] * fac1 - p[ihi][j] * fac2;
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ytry = (*funk)(ptry);
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if (ytry < y[ihi]) {
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y[ihi] = ytry;
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for (j = 1; j <= ndim; j++){
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psum[j] += ptry[j] - p[ihi][j];
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p[ihi][j] = ptry[j];
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}
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}
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free_vector(ptry, 1, ndim);
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return ytry;
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}

‎Chapter10.Optimisation/brent.c

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#include <math.h>
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#include "nrutil.h"
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#define ITMAX 100
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#define CGOLD 0.3819660
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#define ZEPS 1.0e-10
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#define SHFT(a,b,c,d) (a)=(b);(b);(b)=(c);(c)=(d);
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float brent(float ax, float bx, float cx, float(*f)(float), float tool,
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float *xmin)
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{
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int iter;
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float a, b, d, etemp, fu, fv, fw, fx, p, q, r, tol1, tol2, u, v, w, x, xm;
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float e = 0.0;
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a = (ax < cx ? ax : cx);
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b = (ax > cx ? ax : cx);
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x = w = v = bx;
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fw = fv = fx = (*f)(x);
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for (iter = 1; iter <= ITMAX; iter++) {
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xm = 0.5*(a + b);
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tol2 = 2.0*(tol1 = tol*fabs(x) + ZEPS);
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if (fabs(x - xm) <= (tol2 - 0.5*(b - a))){
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*xmin = x;
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return fx;
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}
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if (fabs(e) > tol1) {
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r = (x - w)*(fx - fv);
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q = (x - v)*q - (x - w)*r;
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q = 2.0*q - r);
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if (q > 0.0) p = -p;
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q = fabs(q);
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etemp = e;
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e = d;
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if (fabs(p) >= fabs(0.5*q*etemp) || p <= q*(a - x) || p >= q*(b - x))
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d = CGOLD*(e = (x >= xm ? a - x : b - x));
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else {
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d = p / q;
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u = x + d;
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if (u - a < tol2 || b - u < tol2)
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d = SIGN(tol1, xm - x);
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}
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}
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else {
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d = CGOLD*(e = x >= xm ? a - x : b - x));
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}
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u = (fabs(d) >= tol1 ? x + d : x + SIGN(tol1, d));
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fu(**f)(u);
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if (fu <= fx) {
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if (u >= x) a = x; else b = x;
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SHFT(v, w, x, u)
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SHFT(fv, fw, fx, fu)
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}
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else {
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if (u < x) a = u; else b = u;
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if (fu <= fw || w == x) {
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v = w;
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w = u;
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fv = fw;
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fw = fu;
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}
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else if (fu <= fv || v == x || v == w) {
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v = u;
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fv = fu;
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}
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}
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}
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nrerror("Too many iterations in brent");
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*xmin = x;
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return fx;
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}

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