731 lines
31 KiB
C++
731 lines
31 KiB
C++
//! \file
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//! \brief Brent_minimise_example.cpp
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// Copyright Paul A. Bristow 2015, 2018.
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// Use, modification and distribution are subject to the
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// Boost Software License, Version 1.0.
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// (See accompanying file LICENSE_1_0.txt
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// or copy at http://www.boost.org/LICENSE_1_0.txt)
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// Note that this file contains Quickbook mark-up as well as code
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// and comments, don't change any of the special comment mark-ups!
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// For some diagnostic information:
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//#define BOOST_MATH_INSTRUMENT
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// If quadmath float128 is available:
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//#define BOOST_HAVE_QUADMATH
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// Example of finding minimum of a function with Brent's method.
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//[brent_minimise_include_1
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#include <boost/math/tools/minima.hpp>
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//] [/brent_minimise_include_1]
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#include <boost/math/special_functions/next.hpp>
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#include <boost/multiprecision/cpp_dec_float.hpp>
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#include <boost/math/special_functions/pow.hpp>
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#include <boost/math/constants/constants.hpp>
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#include <boost/test/tools/floating_point_comparison.hpp> // For is_close_at)tolerance and is_small
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//[brent_minimise_mp_include_0
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#include <boost/multiprecision/cpp_dec_float.hpp> // For decimal boost::multiprecision::cpp_dec_float_50.
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#include <boost/multiprecision/cpp_bin_float.hpp> // For binary boost::multiprecision::cpp_bin_float_50;
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//] [/brent_minimise_mp_include_0]
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//#ifndef _MSC_VER // float128 is not yet supported by Microsoft compiler at 2018.
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#ifdef BOOST_HAVE_QUADMATH // Define only if GCC or Intel, and have quadmath.lib or .dll library available.
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# include <boost/multiprecision/float128.hpp>
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#endif
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#include <iostream>
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// using std::cout; using std::endl;
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#include <iomanip>
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// using std::setw; using std::setprecision;
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#include <limits>
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using std::numeric_limits;
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#include <tuple>
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#include <utility> // pair, make_pair
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#include <type_traits>
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#include <typeinfo>
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//typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>,
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// boost::multiprecision::et_off>
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// cpp_dec_float_50_et_off;
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//
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// typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>,
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// boost::multiprecision::et_off>
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// cpp_bin_float_50_et_off;
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// http://en.wikipedia.org/wiki/Brent%27s_method Brent's method
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// An example of a function for which we want to find a minimum.
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double f(double x)
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{
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return (x + 3) * (x - 1) * (x - 1);
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}
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//[brent_minimise_double_functor
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struct funcdouble
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{
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double operator()(double const& x)
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{
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return (x + 3) * (x - 1) * (x - 1); // (x + 3)(x - 1)^2
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}
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};
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//] [/brent_minimise_double_functor]
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//[brent_minimise_T_functor
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struct func
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{
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template <class T>
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T operator()(T const& x)
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{
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return (x + 3) * (x - 1) * (x - 1); // (x + 3)(x - 1)^2
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}
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};
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//] [/brent_minimise_T_functor]
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//! Test if two values are close within a given tolerance.
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template<typename FPT>
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inline bool
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is_close_to(FPT left, FPT right, FPT tolerance)
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{
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return boost::math::fpc::close_at_tolerance<FPT>(tolerance) (left, right);
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}
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//[brent_minimise_close
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//! Compare if value got is close to expected,
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//! checking first if expected is very small
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//! (to avoid divide by tiny or zero during comparison)
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//! before comparing expect with value got.
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template <class T>
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bool is_close(T expect, T got, T tolerance)
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{
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using boost::math::fpc::close_at_tolerance;
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using boost::math::fpc::is_small;
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using boost::math::fpc::FPC_STRONG;
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if (is_small<T>(expect, tolerance))
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{
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return is_small<T>(got, tolerance);
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}
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return close_at_tolerance<T>(tolerance, FPC_STRONG) (expect, got);
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} // bool is_close(T expect, T got, T tolerance)
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//] [/brent_minimise_close]
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//[brent_minimise_T_show
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//! Example template function to find and show minima.
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//! \tparam T floating-point or fixed_point type.
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template <class T>
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void show_minima()
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{
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using boost::math::tools::brent_find_minima;
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using std::sqrt;
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try
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{ // Always use try'n'catch blocks with Boost.Math to ensure you get any error messages.
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int bits = std::numeric_limits<T>::digits/2; // Maximum is digits/2;
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std::streamsize prec = static_cast<int>(2 + sqrt((double)bits)); // Number of significant decimal digits.
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std::streamsize precision = std::cout.precision(prec); // Save and set.
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std::cout << "\n\nFor type: " << typeid(T).name()
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<< ",\n epsilon = " << std::numeric_limits<T>::epsilon()
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// << ", precision of " << bits << " bits"
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<< ",\n the maximum theoretical precision from Brent's minimization is "
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<< sqrt(std::numeric_limits<T>::epsilon())
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<< "\n Displaying to std::numeric_limits<T>::digits10 " << prec << ", significant decimal digits."
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<< std::endl;
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it = maxit;
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// Construct using string, not double, avoids loss of precision.
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//T bracket_min = static_cast<T>("-4");
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//T bracket_max = static_cast<T>("1.3333333333333333333333333333333333333333333333333");
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// Construction from double may cause loss of precision for multiprecision types like cpp_bin_float,
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// but brackets values are good enough for using Brent minimization.
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T bracket_min = static_cast<T>(-4);
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T bracket_max = static_cast<T>(1.3333333333333333333333333333333333333333333333333);
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std::pair<T, T> r = brent_find_minima<func, T>(func(), bracket_min, bracket_max, bits, it);
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std::cout << " x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second;
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if (it < maxit)
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{
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std::cout << ",\n met " << bits << " bits precision" << ", after " << it << " iterations." << std::endl;
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}
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else
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{
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std::cout << ",\n did NOT meet " << bits << " bits precision" << " after " << it << " iterations!" << std::endl;
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}
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// Check that result is that expected (compared to theoretical uncertainty).
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T uncertainty = sqrt(std::numeric_limits<T>::epsilon());
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std::cout << std::boolalpha << "x == 1 (compared to uncertainty " << uncertainty << ") is "
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<< is_close(static_cast<T>(1), r.first, uncertainty) << std::endl;
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std::cout << std::boolalpha << "f(x) == (0 compared to uncertainty " << uncertainty << ") is "
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<< is_close(static_cast<T>(0), r.second, uncertainty) << std::endl;
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// Problems with this using multiprecision with expression template on?
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std::cout.precision(precision); // Restore.
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}
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catch (const std::exception& e)
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{ // Always useful to include try & catch blocks because default policies
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// are to throw exceptions on arguments that cause errors like underflow, overflow.
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// Lacking try & catch blocks, the program will abort without a message below,
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// which may give some helpful clues as to the cause of the exception.
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std::cout <<
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"\n""Message from thrown exception was:\n " << e.what() << std::endl;
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}
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} // void show_minima()
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//] [/brent_minimise_T_show]
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int main()
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{
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using boost::math::tools::brent_find_minima;
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using std::sqrt;
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std::cout << "Brent's minimisation examples." << std::endl;
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std::cout << std::boolalpha << std::endl;
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std::cout << std::showpoint << std::endl; // Show trailing zeros.
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// Tip - using
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// std::cout.precision(std::numeric_limits<T>::digits10);
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// during debugging is wise because it warns
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// if construction of multiprecision involves conversion from double
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// by finding random or zero digits after 17th decimal digit.
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// Specific type double - unlimited iterations (unwise?).
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{
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std::cout << "\nType double - unlimited iterations (unwise?)" << std::endl;
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//[brent_minimise_double_1
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const int double_bits = std::numeric_limits<double>::digits;
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std::pair<double, double> r = brent_find_minima(funcdouble(), -4., 4. / 3, double_bits);
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std::streamsize precision_1 = std::cout.precision(std::numeric_limits<double>::digits10);
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// Show all double precision decimal digits and trailing zeros.
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std::cout << "x at minimum = " << r.first
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<< ", f(" << r.first << ") = " << r.second << std::endl;
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//] [/brent_minimise_double_1]
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std::cout << "x at minimum = " << (r.first - 1.) / r.first << std::endl;
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// x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018
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double uncertainty = sqrt(std::numeric_limits<double>::epsilon());
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std::cout << "Uncertainty sqrt(epsilon) = " << uncertainty << std::endl;
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// sqrt(epsilon) = 1.49011611938477e-008
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// (epsilon is always > 0, so no need to take abs value).
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std::cout.precision(precision_1); // Restore.
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//[brent_minimise_double_1a
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using boost::math::fpc::close_at_tolerance;
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using boost::math::fpc::is_small;
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std::cout << "x = " << r.first << ", f(x) = " << r.second << std::endl;
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std::cout << std::boolalpha << "x == 1 (compared to uncertainty "
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<< uncertainty << ") is " << is_close(1., r.first, uncertainty) << std::endl; // true
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std::cout << std::boolalpha << "f(x) == 0 (compared to uncertainty "
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<< uncertainty << ") is " << is_close(0., r.second, uncertainty) << std::endl; // true
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//] [/brent_minimise_double_1a]
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}
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std::cout << "\nType double with limited iterations." << std::endl;
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{
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const int bits = std::numeric_limits<double>::digits;
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// Specific type double - limit maxit to 20 iterations.
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std::cout << "Precision bits = " << bits << std::endl;
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//[brent_minimise_double_2
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it = maxit;
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std::pair<double, double> r = brent_find_minima(funcdouble(), -4., 4. / 3, bits, it);
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std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second
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<< " after " << it << " iterations. " << std::endl;
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//] [/brent_minimise_double_2]
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// x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018
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//[brent_minimise_double_3
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std::streamsize prec = static_cast<int>(2 + sqrt((double)bits)); // Number of significant decimal digits.
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std::streamsize precision_3 = std::cout.precision(prec); // Save and set new precision.
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std::cout << "Showing " << bits << " bits "
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"precision with " << prec
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<< " decimal digits from tolerance " << sqrt(std::numeric_limits<double>::epsilon())
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<< std::endl;
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std::cout << "x at minimum = " << r.first
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<< ", f(" << r.first << ") = " << r.second
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<< " after " << it << " iterations. " << std::endl;
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std::cout.precision(precision_3); // Restore.
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//] [/brent_minimise_double_3]
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// Showing 53 bits precision with 9 decimal digits from tolerance 1.49011611938477e-008
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// x at minimum = 1, f(1) = 5.04852568e-018
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}
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std::cout << "\nType double with limited iterations and half double bits." << std::endl;
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{
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//[brent_minimise_double_4
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const int bits_div_2 = std::numeric_limits<double>::digits / 2; // Half digits precision (effective maximum).
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double epsilon_2 = boost::math::pow<-(std::numeric_limits<double>::digits/2 - 1), double>(2);
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std::streamsize prec = static_cast<int>(2 + sqrt((double)bits_div_2)); // Number of significant decimal digits.
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std::cout << "Showing " << bits_div_2 << " bits precision with " << prec
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<< " decimal digits from tolerance " << sqrt(epsilon_2)
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<< std::endl;
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std::streamsize precision_4 = std::cout.precision(prec); // Save.
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it_4 = maxit;
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std::pair<double, double> r = brent_find_minima(funcdouble(), -4., 4. / 3, bits_div_2, it_4);
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std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
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std::cout << it_4 << " iterations. " << std::endl;
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std::cout.precision(precision_4); // Restore.
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//] [/brent_minimise_double_4]
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}
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// x at minimum = 1, f(1) = 5.04852568e-018
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{
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std::cout << "\nType double with limited iterations and quarter double bits." << std::endl;
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//[brent_minimise_double_5
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const int bits_div_4 = std::numeric_limits<double>::digits / 4; // Quarter precision.
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double epsilon_4 = boost::math::pow<-(std::numeric_limits<double>::digits / 4 - 1), double>(2);
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std::streamsize prec = static_cast<int>(2 + sqrt((double)bits_div_4)); // Number of significant decimal digits.
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std::cout << "Showing " << bits_div_4 << " bits precision with " << prec
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<< " decimal digits from tolerance " << sqrt(epsilon_4)
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<< std::endl;
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std::streamsize precision_5 = std::cout.precision(prec); // Save & set.
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it_5 = maxit;
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std::pair<double, double> r = brent_find_minima(funcdouble(), -4., 4. / 3, bits_div_4, it_5);
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std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second
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<< ", after " << it_5 << " iterations. " << std::endl;
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std::cout.precision(precision_5); // Restore.
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//] [/brent_minimise_double_5]
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}
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// Showing 13 bits precision with 9 decimal digits from tolerance 0.015625
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// x at minimum = 0.9999776, f(0.9999776) = 2.0069572e-009
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// 7 iterations.
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{
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std::cout << "\nType long double with limited iterations and all long double bits." << std::endl;
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//[brent_minimise_template_1
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std::streamsize precision_t1 = std::cout.precision(std::numeric_limits<long double>::digits10); // Save & set.
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long double bracket_min = -4.;
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long double bracket_max = 4. / 3;
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const int bits = std::numeric_limits<long double>::digits;
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it = maxit;
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std::pair<long double, long double> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
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std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second
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<< ", after " << it << " iterations. " << std::endl;
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std::cout.precision(precision_t1); // Restore.
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//] [/brent_minimise_template_1]
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}
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// Show use of built-in type Template versions.
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// (Will not work if construct bracket min and max from string).
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//[brent_minimise_template_fd
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show_minima<float>();
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show_minima<double>();
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show_minima<long double>();
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//] [/brent_minimise_template_fd]
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//[brent_minimise_mp_include_1
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#ifdef BOOST_HAVE_QUADMATH // Defined only if GCC or Intel and have quadmath.lib or .dll library available.
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using boost::multiprecision::float128;
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#endif
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//] [/brent_minimise_mp_include_1]
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//[brent_minimise_template_quad
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#ifdef BOOST_HAVE_QUADMATH // Defined only if GCC or Intel and have quadmath.lib or .dll library available.
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show_minima<float128>(); // Needs quadmath_snprintf, sqrtQ, fabsq that are in in quadmath library.
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#endif
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//] [/brent_minimise_template_quad
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// User-defined floating-point template.
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//[brent_minimise_mp_typedefs
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using boost::multiprecision::cpp_bin_float_50; // binary multiprecision typedef.
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using boost::multiprecision::cpp_dec_float_50; // decimal multiprecision typedef.
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// One might also need typedefs like these to switch expression templates off and on (default is on).
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typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>,
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boost::multiprecision::et_on>
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cpp_bin_float_50_et_on; // et_on is default so is same as cpp_bin_float_50.
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typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>,
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boost::multiprecision::et_off>
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cpp_bin_float_50_et_off;
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typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>,
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boost::multiprecision::et_on> // et_on is default so is same as cpp_dec_float_50.
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cpp_dec_float_50_et_on;
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typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>,
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boost::multiprecision::et_off>
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cpp_dec_float_50_et_off;
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//] [/brent_minimise_mp_typedefs]
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{ // binary ET on by default.
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//[brent_minimise_mp_1
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std::cout.precision(std::numeric_limits<cpp_bin_float_50>::digits10);
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int bits = std::numeric_limits<cpp_bin_float_50>::digits / 2 - 2;
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cpp_bin_float_50 bracket_min = static_cast<cpp_bin_float_50>("-4");
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cpp_bin_float_50 bracket_max = static_cast<cpp_bin_float_50>("1.3333333333333333333333333333333333333333333333333");
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std::cout << "Bracketing " << bracket_min << " to " << bracket_max << std::endl;
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const boost::uintmax_t maxit = 20;
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boost::uintmax_t it = maxit; // Will be updated with actual iteration count.
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std::pair<cpp_bin_float_50, cpp_bin_float_50> r
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= brent_find_minima(func(), bracket_min, bracket_max, bits, it);
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std::cout << "x at minimum = " << r.first << ",\n f(" << r.first << ") = " << r.second
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// x at minimum = 1, f(1) = 5.04853e-018
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<< ", after " << it << " iterations. " << std::endl;
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is_close_to(static_cast<cpp_bin_float_50>("1"), r.first, sqrt(std::numeric_limits<cpp_bin_float_50>::epsilon()));
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is_close_to(static_cast<cpp_bin_float_50>("0"), r.second, sqrt(std::numeric_limits<cpp_bin_float_50>::epsilon()));
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//] [/brent_minimise_mp_1]
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/*
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//[brent_minimise_mp_output_1
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For type class boost::multiprecision::number<class boost::multiprecision::backends::cpp_bin_float<50,10,void,int,0,0>,1>,
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epsilon = 5.3455294202e-51,
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the maximum theoretical precision from Brent minimization is 7.311312755e-26
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Displaying to std::numeric_limits<T>::digits10 11 significant decimal digits.
|
|
x at minimum = 1, f(1) = 5.6273022713e-58,
|
|
met 84 bits precision, after 14 iterations.
|
|
x == 1 (compared to uncertainty 7.311312755e-26) is true
|
|
f(x) == (0 compared to uncertainty 7.311312755e-26) is true
|
|
-4 1.3333333333333333333333333333333333333333333333333
|
|
x at minimum = 0.99999999999999999999999999998813903221565569205253,
|
|
f(0.99999999999999999999999999998813903221565569205253) =
|
|
5.6273022712501408640665300316078046703496236636624e-58
|
|
14 iterations
|
|
//] [/brent_minimise_mp_output_1]
|
|
*/
|
|
//[brent_minimise_mp_2
|
|
show_minima<cpp_bin_float_50_et_on>(); //
|
|
//] [/brent_minimise_mp_2]
|
|
|
|
/*
|
|
//[brent_minimise_mp_output_2
|
|
For type class boost::multiprecision::number<class boost::multiprecision::backends::cpp_bin_float<50, 10, void, int, 0, 0>, 1>,
|
|
|
|
//] [/brent_minimise_mp_output_1]
|
|
*/
|
|
}
|
|
|
|
{ // binary ET on explicit
|
|
std::cout.precision(std::numeric_limits<cpp_bin_float_50_et_on>::digits10);
|
|
|
|
int bits = std::numeric_limits<cpp_bin_float_50_et_on>::digits / 2 - 2;
|
|
|
|
cpp_bin_float_50_et_on bracket_min = static_cast<cpp_bin_float_50_et_on>("-4");
|
|
cpp_bin_float_50_et_on bracket_max = static_cast<cpp_bin_float_50_et_on>("1.3333333333333333333333333333333333333333333333333");
|
|
|
|
std::cout << bracket_min << " " << bracket_max << std::endl;
|
|
const boost::uintmax_t maxit = 20;
|
|
boost::uintmax_t it = maxit;
|
|
std::pair<cpp_bin_float_50_et_on, cpp_bin_float_50_et_on> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
|
|
|
|
std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
|
|
// x at minimum = 1, f(1) = 5.04853e-018
|
|
std::cout << it << " iterations. " << std::endl;
|
|
|
|
show_minima<cpp_bin_float_50_et_on>(); //
|
|
|
|
}
|
|
return 0;
|
|
|
|
// Some examples of switching expression templates on and off follow.
|
|
|
|
{ // binary ET off
|
|
std::cout.precision(std::numeric_limits<cpp_bin_float_50_et_off>::digits10);
|
|
|
|
int bits = std::numeric_limits<cpp_bin_float_50_et_off>::digits / 2 - 2;
|
|
cpp_bin_float_50_et_off bracket_min = static_cast<cpp_bin_float_50_et_off>("-4");
|
|
cpp_bin_float_50_et_off bracket_max = static_cast<cpp_bin_float_50_et_off>("1.3333333333333333333333333333333333333333333333333");
|
|
|
|
std::cout << bracket_min << " " << bracket_max << std::endl;
|
|
const boost::uintmax_t maxit = 20;
|
|
boost::uintmax_t it = maxit;
|
|
std::pair<cpp_bin_float_50_et_off, cpp_bin_float_50_et_off> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
|
|
|
|
std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
|
|
// x at minimum = 1, f(1) = 5.04853e-018
|
|
std::cout << it << " iterations. " << std::endl;
|
|
|
|
show_minima<cpp_bin_float_50_et_off>(); //
|
|
}
|
|
|
|
{ // decimal ET on by default
|
|
std::cout.precision(std::numeric_limits<cpp_dec_float_50>::digits10);
|
|
|
|
int bits = std::numeric_limits<cpp_dec_float_50>::digits / 2 - 2;
|
|
|
|
cpp_dec_float_50 bracket_min = static_cast<cpp_dec_float_50>("-4");
|
|
cpp_dec_float_50 bracket_max = static_cast<cpp_dec_float_50>("1.3333333333333333333333333333333333333333333333333");
|
|
|
|
std::cout << bracket_min << " " << bracket_max << std::endl;
|
|
const boost::uintmax_t maxit = 20;
|
|
boost::uintmax_t it = maxit;
|
|
std::pair<cpp_dec_float_50, cpp_dec_float_50> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
|
|
|
|
std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
|
|
// x at minimum = 1, f(1) = 5.04853e-018
|
|
std::cout << it << " iterations. " << std::endl;
|
|
|
|
show_minima<cpp_dec_float_50>();
|
|
}
|
|
|
|
{ // decimal ET on
|
|
std::cout.precision(std::numeric_limits<cpp_dec_float_50_et_on>::digits10);
|
|
|
|
int bits = std::numeric_limits<cpp_dec_float_50_et_on>::digits / 2 - 2;
|
|
|
|
cpp_dec_float_50_et_on bracket_min = static_cast<cpp_dec_float_50_et_on>("-4");
|
|
cpp_dec_float_50_et_on bracket_max = static_cast<cpp_dec_float_50_et_on>("1.3333333333333333333333333333333333333333333333333");
|
|
std::cout << bracket_min << " " << bracket_max << std::endl;
|
|
const boost::uintmax_t maxit = 20;
|
|
boost::uintmax_t it = maxit;
|
|
std::pair<cpp_dec_float_50_et_on, cpp_dec_float_50_et_on> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
|
|
|
|
std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
|
|
// x at minimum = 1, f(1) = 5.04853e-018
|
|
std::cout << it << " iterations. " << std::endl;
|
|
|
|
show_minima<cpp_dec_float_50_et_on>();
|
|
|
|
}
|
|
|
|
{ // decimal ET off
|
|
std::cout.precision(std::numeric_limits<cpp_dec_float_50_et_off>::digits10);
|
|
|
|
int bits = std::numeric_limits<cpp_dec_float_50_et_off>::digits / 2 - 2;
|
|
|
|
cpp_dec_float_50_et_off bracket_min = static_cast<cpp_dec_float_50_et_off>("-4");
|
|
cpp_dec_float_50_et_off bracket_max = static_cast<cpp_dec_float_50_et_off>("1.3333333333333333333333333333333333333333333333333");
|
|
|
|
std::cout << bracket_min << " " << bracket_max << std::endl;
|
|
const boost::uintmax_t maxit = 20;
|
|
boost::uintmax_t it = maxit;
|
|
std::pair<cpp_dec_float_50_et_off, cpp_dec_float_50_et_off> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it);
|
|
|
|
std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl;
|
|
// x at minimum = 1, f(1) = 5.04853e-018
|
|
std::cout << it << " iterations. " << std::endl;
|
|
|
|
show_minima<cpp_dec_float_50_et_off>();
|
|
}
|
|
|
|
return 0;
|
|
} // int main()
|
|
|
|
|
|
/*
|
|
|
|
Typical output MSVC 15.7.3
|
|
|
|
brent_minimise_example.cpp
|
|
Generating code
|
|
7 of 2746 functions ( 0.3%) were compiled, the rest were copied from previous compilation.
|
|
0 functions were new in current compilation
|
|
1 functions had inline decision re-evaluated but remain unchanged
|
|
Finished generating code
|
|
brent_minimise_example.vcxproj -> J:\Cpp\MathToolkit\test\Math_test\Release\brent_minimise_example.exe
|
|
Autorun "J:\Cpp\MathToolkit\test\Math_test\Release\brent_minimise_example.exe"
|
|
Brent's minimisation examples.
|
|
|
|
|
|
|
|
Type double - unlimited iterations (unwise?)
|
|
x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-18
|
|
x at minimum = 1.12344622367552e-09
|
|
Uncertainty sqrt(epsilon) = 1.49011611938477e-08
|
|
x = 1.00000, f(x) = 5.04853e-18
|
|
x == 1 (compared to uncertainty 1.49012e-08) is true
|
|
f(x) == 0 (compared to uncertainty 1.49012e-08) is true
|
|
|
|
Type double with limited iterations.
|
|
Precision bits = 53
|
|
x at minimum = 1.00000, f(1.00000) = 5.04853e-18 after 10 iterations.
|
|
Showing 53 bits precision with 9 decimal digits from tolerance 1.49011612e-08
|
|
x at minimum = 1.00000000, f(1.00000000) = 5.04852568e-18 after 10 iterations.
|
|
|
|
Type double with limited iterations and half double bits.
|
|
Showing 26 bits precision with 7 decimal digits from tolerance 0.000172633
|
|
x at minimum = 1.000000, f(1.000000) = 5.048526e-18
|
|
10 iterations.
|
|
|
|
Type double with limited iterations and quarter double bits.
|
|
Showing 13 bits precision with 5 decimal digits from tolerance 0.0156250
|
|
x at minimum = 0.99998, f(0.99998) = 2.0070e-09, after 7 iterations.
|
|
|
|
Type long double with limited iterations and all long double bits.
|
|
x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-18, after 10 iterations.
|
|
|
|
|
|
For type: float,
|
|
epsilon = 1.1921e-07,
|
|
the maximum theoretical precision from Brent's minimization is 0.00034527
|
|
Displaying to std::numeric_limits<T>::digits10 5, significant decimal digits.
|
|
x at minimum = 1.0002, f(1.0002) = 1.9017e-07,
|
|
met 12 bits precision, after 7 iterations.
|
|
x == 1 (compared to uncertainty 0.00034527) is true
|
|
f(x) == (0 compared to uncertainty 0.00034527) is true
|
|
|
|
|
|
For type: double,
|
|
epsilon = 2.220446e-16,
|
|
the maximum theoretical precision from Brent's minimization is 1.490116e-08
|
|
Displaying to std::numeric_limits<T>::digits10 7, significant decimal digits.
|
|
x at minimum = 1.000000, f(1.000000) = 5.048526e-18,
|
|
met 26 bits precision, after 10 iterations.
|
|
x == 1 (compared to uncertainty 1.490116e-08) is true
|
|
f(x) == (0 compared to uncertainty 1.490116e-08) is true
|
|
|
|
|
|
For type: long double,
|
|
epsilon = 2.220446e-16,
|
|
the maximum theoretical precision from Brent's minimization is 1.490116e-08
|
|
Displaying to std::numeric_limits<T>::digits10 7, significant decimal digits.
|
|
x at minimum = 1.000000, f(1.000000) = 5.048526e-18,
|
|
met 26 bits precision, after 10 iterations.
|
|
x == 1 (compared to uncertainty 1.490116e-08) is true
|
|
f(x) == (0 compared to uncertainty 1.490116e-08) is true
|
|
Bracketing -4.0000000000000000000000000000000000000000000000000 to 1.3333333333333333333333333333333333333333333333333
|
|
x at minimum = 0.99999999999999999999999999998813903221565569205253,
|
|
f(0.99999999999999999999999999998813903221565569205253) = 5.6273022712501408640665300316078046703496236636624e-58, after 14 iterations.
|
|
|
|
|
|
For type: class boost::multiprecision::number<class boost::multiprecision::backends::cpp_bin_float<50,10,void,int,0,0>,1>,
|
|
epsilon = 5.3455294202e-51,
|
|
the maximum theoretical precision from Brent's minimization is 7.3113127550e-26
|
|
Displaying to std::numeric_limits<T>::digits10 11, significant decimal digits.
|
|
x at minimum = 1.0000000000, f(1.0000000000) = 5.6273022713e-58,
|
|
met 84 bits precision, after 14 iterations.
|
|
x == 1 (compared to uncertainty 7.3113127550e-26) is true
|
|
f(x) == (0 compared to uncertainty 7.3113127550e-26) is true
|
|
-4.0000000000000000000000000000000000000000000000000 1.3333333333333333333333333333333333333333333333333
|
|
x at minimum = 0.99999999999999999999999999998813903221565569205253, f(0.99999999999999999999999999998813903221565569205253) = 5.6273022712501408640665300316078046703496236636624e-58
|
|
14 iterations.
|
|
|
|
|
|
For type: class boost::multiprecision::number<class boost::multiprecision::backends::cpp_bin_float<50,10,void,int,0,0>,1>,
|
|
epsilon = 5.3455294202e-51,
|
|
the maximum theoretical precision from Brent's minimization is 7.3113127550e-26
|
|
Displaying to std::numeric_limits<T>::digits10 11, significant decimal digits.
|
|
x at minimum = 1.0000000000, f(1.0000000000) = 5.6273022713e-58,
|
|
met 84 bits precision, after 14 iterations.
|
|
x == 1 (compared to uncertainty 7.3113127550e-26) is true
|
|
f(x) == (0 compared to uncertainty 7.3113127550e-26) is true
|
|
|
|
|
|
============================================================================================================
|
|
|
|
// GCC 7.2.0 with quadmath
|
|
|
|
Brent's minimisation examples.
|
|
|
|
Type double - unlimited iterations (unwise?)
|
|
x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018
|
|
x at minimum = 1.12344622367552e-009
|
|
Uncertainty sqrt(epsilon) = 1.49011611938477e-008
|
|
x = 1.00000, f(x) = 5.04853e-018
|
|
x == 1 (compared to uncertainty 1.49012e-008) is true
|
|
f(x) == 0 (compared to uncertainty 1.49012e-008) is true
|
|
|
|
Type double with limited iterations.
|
|
Precision bits = 53
|
|
x at minimum = 1.00000, f(1.00000) = 5.04853e-018 after 10 iterations.
|
|
Showing 53 bits precision with 9 decimal digits from tolerance 1.49011612e-008
|
|
x at minimum = 1.00000000, f(1.00000000) = 5.04852568e-018 after 10 iterations.
|
|
|
|
Type double with limited iterations and half double bits.
|
|
Showing 26 bits precision with 7 decimal digits from tolerance 0.000172633
|
|
x at minimum = 1.000000, f(1.000000) = 5.048526e-018
|
|
10 iterations.
|
|
|
|
Type double with limited iterations and quarter double bits.
|
|
Showing 13 bits precision with 5 decimal digits from tolerance 0.0156250
|
|
x at minimum = 0.99998, f(0.99998) = 2.0070e-009, after 7 iterations.
|
|
|
|
Type long double with limited iterations and all long double bits.
|
|
x at minimum = 1.00000000000137302, f(1.00000000000137302) = 7.54079013697311930e-024, after 10 iterations.
|
|
|
|
|
|
For type: f,
|
|
epsilon = 1.1921e-007,
|
|
the maximum theoretical precision from Brent's minimization is 0.00034527
|
|
Displaying to std::numeric_limits<T>::digits10 5, significant decimal digits.
|
|
x at minimum = 1.0002, f(1.0002) = 1.9017e-007,
|
|
met 12 bits precision, after 7 iterations.
|
|
x == 1 (compared to uncertainty 0.00034527) is true
|
|
f(x) == (0 compared to uncertainty 0.00034527) is true
|
|
|
|
|
|
For type: d,
|
|
epsilon = 2.220446e-016,
|
|
the maximum theoretical precision from Brent's minimization is 1.490116e-008
|
|
Displaying to std::numeric_limits<T>::digits10 7, significant decimal digits.
|
|
x at minimum = 1.000000, f(1.000000) = 5.048526e-018,
|
|
met 26 bits precision, after 10 iterations.
|
|
x == 1 (compared to uncertainty 1.490116e-008) is true
|
|
f(x) == (0 compared to uncertainty 1.490116e-008) is true
|
|
|
|
|
|
For type: e,
|
|
epsilon = 1.084202e-019,
|
|
the maximum theoretical precision from Brent's minimization is 3.292723e-010
|
|
Displaying to std::numeric_limits<T>::digits10 7, significant decimal digits.
|
|
x at minimum = 1.000000, f(1.000000) = 7.540790e-024,
|
|
met 32 bits precision, after 10 iterations.
|
|
x == 1 (compared to uncertainty 3.292723e-010) is true
|
|
f(x) == (0 compared to uncertainty 3.292723e-010) is true
|
|
|
|
|
|
For type: N5boost14multiprecision6numberINS0_8backends16float128_backendELNS0_26expression_template_optionE0EEE,
|
|
epsilon = 1.92592994e-34,
|
|
the maximum theoretical precision from Brent's minimization is 1.38777878e-17
|
|
Displaying to std::numeric_limits<T>::digits10 9, significant decimal digits.
|
|
x at minimum = 1.00000000, f(1.00000000) = 1.48695468e-43,
|
|
met 56 bits precision, after 12 iterations.
|
|
x == 1 (compared to uncertainty 1.38777878e-17) is true
|
|
f(x) == (0 compared to uncertainty 1.38777878e-17) is true
|
|
Bracketing -4.0000000000000000000000000000000000000000000000000 to 1.3333333333333333333333333333333333333333333333333
|
|
x at minimum = 0.99999999999999999999999999998813903221565569205253,
|
|
f(0.99999999999999999999999999998813903221565569205253) = 5.6273022712501408640665300316078046703496236636624e-58, after 14 iterations.
|
|
|
|
|
|
For type: N5boost14multiprecision6numberINS0_8backends13cpp_bin_floatILj50ELNS2_15digit_base_typeE10EviLi0ELi0EEELNS0_26expression_template_optionE1EEE,
|
|
epsilon = 5.3455294202e-51,
|
|
the maximum theoretical precision from Brent's minimization is 7.3113127550e-26
|
|
Displaying to std::numeric_limits<T>::digits10 11, significant decimal digits.
|
|
x at minimum = 1.0000000000, f(1.0000000000) = 5.6273022713e-58,
|
|
met 84 bits precision, after 14 iterations.
|
|
x == 1 (compared to uncertainty 7.3113127550e-26) is true
|
|
f(x) == (0 compared to uncertainty 7.3113127550e-26) is true
|
|
-4.0000000000000000000000000000000000000000000000000 1.3333333333333333333333333333333333333333333333333
|
|
x at minimum = 0.99999999999999999999999999998813903221565569205253, f(0.99999999999999999999999999998813903221565569205253) = 5.6273022712501408640665300316078046703496236636624e-58
|
|
14 iterations.
|
|
|
|
|
|
For type: N5boost14multiprecision6numberINS0_8backends13cpp_bin_floatILj50ELNS2_15digit_base_typeE10EviLi0ELi0EEELNS0_26expression_template_optionE1EEE,
|
|
epsilon = 5.3455294202e-51,
|
|
the maximum theoretical precision from Brent's minimization is 7.3113127550e-26
|
|
Displaying to std::numeric_limits<T>::digits10 11, significant decimal digits.
|
|
x at minimum = 1.0000000000, f(1.0000000000) = 5.6273022713e-58,
|
|
met 84 bits precision, after 14 iterations.
|
|
x == 1 (compared to uncertainty 7.3113127550e-26) is true
|
|
f(x) == (0 compared to uncertainty 7.3113127550e-26) is true
|
|
|
|
*/
|