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			583 lines
		
	
	
		
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			C++
		
	
	
	
	
	
		
		
			
		
	
	
			583 lines
		
	
	
		
			23 KiB
		
	
	
	
		
			C++
		
	
	
	
	
	
|  | //! \file
 | ||
|  | //! \brief Brent_minimise_example.cpp
 | ||
|  | 
 | ||
|  | // Copyright Paul A. Bristow 2015.
 | ||
|  | 
 | ||
|  | // Use, modification and distribution are subject to the
 | ||
|  | // Boost Software License, Version 1.0.
 | ||
|  | // (See accompanying file LICENSE_1_0.txt
 | ||
|  | // or copy at http://www.boost.org/LICENSE_1_0.txt)
 | ||
|  | 
 | ||
|  | // Note that this file contains Quickbook mark-up as well as code
 | ||
|  | // and comments, don't change any of the special comment mark-ups!
 | ||
|  | 
 | ||
|  | // For some diagnostic information:
 | ||
|  | //#define BOOST_MATH_INSTRUMENT
 | ||
|  | // If quadmath float128 is available:
 | ||
|  | //#define BOOST_HAVE_QUADMATH
 | ||
|  | 
 | ||
|  | // Example of finding minimum of a function with Brent's method.
 | ||
|  | //[brent_minimise_include_1
 | ||
|  | #include <boost/math/tools/minima.hpp>
 | ||
|  | //] [/brent_minimise_include_1]
 | ||
|  | 
 | ||
|  | #include <boost/math/special_functions/next.hpp>
 | ||
|  | #include <boost/multiprecision/cpp_dec_float.hpp>
 | ||
|  | #include <boost/math/special_functions/pow.hpp>
 | ||
|  | #include <boost/math/constants/constants.hpp>
 | ||
|  | #include <boost/test/floating_point_comparison.hpp> // For is_close_to and is_small
 | ||
|  | 
 | ||
|  | //[brent_minimise_mp_include_0
 | ||
|  | #include <boost/multiprecision/cpp_dec_float.hpp> // For decimal boost::multiprecision::cpp_dec_float_50.
 | ||
|  | #include <boost/multiprecision/cpp_bin_float.hpp> // For binary boost::multiprecision::cpp_bin_float_50;
 | ||
|  | //] [/brent_minimise_mp_include_0]
 | ||
|  | 
 | ||
|  | //#ifndef _MSC_VER  // float128 is not yet supported by Microsoft compiler at 2013.
 | ||
|  | #ifdef BOOST_HAVE_QUADMATH  // Define only if GCC or Intel, and have quadmath.lib or .dll library available.
 | ||
|  | #  include <boost/multiprecision/float128.hpp>
 | ||
|  | #endif
 | ||
|  | 
 | ||
|  | #include <iostream>
 | ||
|  | // using std::cout; using std::endl;
 | ||
|  | #include <iomanip>
 | ||
|  | // using std::setw; using std::setprecision;
 | ||
|  | #include <limits>
 | ||
|  | using std::numeric_limits; | ||
|  | #include <tuple>
 | ||
|  | #include <utility> // pair, make_pair
 | ||
|  | #include <type_traits>
 | ||
|  | #include <typeinfo>
 | ||
|  | 
 | ||
|  |  //typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>,
 | ||
|  |  //   boost::multiprecision::et_off>
 | ||
|  |  //   cpp_dec_float_50_et_off;
 | ||
|  |  //
 | ||
|  |  // typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>,
 | ||
|  |  //   boost::multiprecision::et_off>
 | ||
|  |  //   cpp_bin_float_50_et_off;
 | ||
|  | 
 | ||
|  | // http://en.wikipedia.org/wiki/Brent%27s_method Brent's method
 | ||
|  | 
 | ||
|  | double f(double x) | ||
|  | { | ||
|  |   return (x + 3) * (x - 1) * (x - 1); | ||
|  | } | ||
|  | 
 | ||
|  | //[brent_minimise_double_functor
 | ||
|  | struct funcdouble | ||
|  | { | ||
|  |   double operator()(double const& x) | ||
|  |   { //
 | ||
|  |     return (x + 3) * (x - 1) * (x - 1); // (x + 3)(x - 1)^2
 | ||
|  |   } | ||
|  | }; | ||
|  | //] [/brent_minimise_double_functor]
 | ||
|  | 
 | ||
|  | //[brent_minimise_T_functor
 | ||
|  | struct func | ||
|  | { | ||
|  |   template <class T> | ||
|  |   T operator()(T const& x) | ||
|  |   { //
 | ||
|  |     return (x + 3) * (x - 1) * (x - 1); //
 | ||
|  |   } | ||
|  | }; | ||
|  | //] [/brent_minimise_T_functor]
 | ||
|  | 
 | ||
|  | //[brent_minimise_close
 | ||
|  | //
 | ||
|  | template <class T = double> | ||
|  | bool close(T expect, T got, T tolerance) | ||
|  | { | ||
|  |   using boost::math::fpc::is_close_to; | ||
|  |   using boost::math::fpc::is_small; | ||
|  | 
 | ||
|  |   if (is_small<T>(expect, tolerance)) | ||
|  |   { | ||
|  |     return is_small<T>(got, tolerance); | ||
|  |   } | ||
|  |   else | ||
|  |   { | ||
|  |     return is_close_to<T>(expect, got, tolerance); | ||
|  |   } | ||
|  | } | ||
|  | 
 | ||
|  | //] [/brent_minimise_close]
 | ||
|  | 
 | ||
|  | //[brent_minimise_T_show
 | ||
|  | 
 | ||
|  | template <class T> | ||
|  | void show_minima() | ||
|  | { | ||
|  |   using boost::math::tools::brent_find_minima; | ||
|  |   try | ||
|  |   { // Always use try'n'catch blocks with Boost.Math to get any error messages.
 | ||
|  | 
 | ||
|  |     int bits = std::numeric_limits<T>::digits/2; // Maximum is digits/2;
 | ||
|  |     std::streamsize prec = static_cast<int>(2 + sqrt(bits));  // Number of significant decimal digits.
 | ||
|  |     std::streamsize precision = std::cout.precision(prec); // Save.
 | ||
|  | 
 | ||
|  |     std::cout << "\n\nFor type  " << typeid(T).name() | ||
|  |       << ",\n  epsilon = " << std::numeric_limits<T>::epsilon() | ||
|  |       // << ", precision of " << bits << " bits"
 | ||
|  |       << ",\n  the maximum theoretical precision from Brent minimization is " << sqrt(std::numeric_limits<T>::epsilon()) | ||
|  |       << "\n  Displaying to std::numeric_limits<T>::digits10 " << prec << " significant decimal digits." | ||
|  |       << std::endl; | ||
|  | 
 | ||
|  |     const boost::uintmax_t maxit = 20; | ||
|  |     boost::uintmax_t it = maxit; | ||
|  |     // Construct using string, not double, avoids loss of precision.
 | ||
|  |     //T bracket_min = static_cast<T>("-4");
 | ||
|  |     //T bracket_max = static_cast<T>("1.3333333333333333333333333333333333333333333333333");
 | ||
|  | 
 | ||
|  |     //  Construction from double may cause loss of precision for multiprecision types like cpp_bin_float.
 | ||
|  |     // but brackets values are good enough for using Brent minimization.
 | ||
|  |     T bracket_min = static_cast<T>(-4); | ||
|  |     T bracket_max = static_cast<T>(1.3333333333333333333333333333333333333333333333333); | ||
|  | 
 | ||
|  |     std::pair<T, T> r = brent_find_minima<func, T>(func(), bracket_min, bracket_max, bits, it); | ||
|  | 
 | ||
|  |     std::cout << "  x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second; | ||
|  |     if (it < maxit) | ||
|  |     { | ||
|  |       std::cout << ",\n  met " << bits << " bits precision" << ", after " << it << " iterations." << std::endl; | ||
|  |     } | ||
|  |     else | ||
|  |     { | ||
|  |       std::cout << ",\n  did NOT meet " << bits << " bits precision" << " after " << it << " iterations!" << std::endl; | ||
|  |     } | ||
|  |     // Check that result is that expected (compared to theoretical uncertainty).
 | ||
|  |     T uncertainty = sqrt(std::numeric_limits<T>::epsilon()); | ||
|  |     //std::cout << std::boolalpha << "x == 1 (compared to uncertainty " << uncertainty << ") is " << close(static_cast<T>(1), r.first, uncertainty) << std::endl;
 | ||
|  |     //std::cout << std::boolalpha << "f(x) == (0 compared to uncertainty " << uncertainty << ") is " << close(static_cast<T>(0), r.second, uncertainty) << std::endl;
 | ||
|  |     // Problems with this using multiprecision with expression template on?
 | ||
|  |     std::cout.precision(precision);  // Restore.
 | ||
|  |   } | ||
|  |   catch (const std::exception& e) | ||
|  |   { // Always useful to include try & catch blocks because default policies
 | ||
|  |     // are to throw exceptions on arguments that cause errors like underflow, overflow.
 | ||
|  |     // Lacking try & catch blocks, the program will abort without a message below,
 | ||
|  |     // which may give some helpful clues as to the cause of the exception.
 | ||
|  |     std::cout << | ||
|  |       "\n""Message from thrown exception was:\n   " << e.what() << std::endl; | ||
|  |   } | ||
|  | } // void show_minima()
 | ||
|  | 
 | ||
|  | //] [/brent_minimise_T_show]
 | ||
|  | 
 | ||
|  | int main() | ||
|  | { | ||
|  |   std::cout << "Brent's minimisation example." << std::endl; | ||
|  |   std::cout << std::boolalpha << std::endl; | ||
|  | 
 | ||
|  |   // Tip - using
 | ||
|  |   // std::cout.precision(std::numeric_limits<T>::digits10);
 | ||
|  |   // during debugging is wise because it shows if construction of multiprecision involves conversion from double
 | ||
|  |   // by finding random or zero digits after 17.
 | ||
|  | 
 | ||
|  |   // Specific type double - unlimited iterations.
 | ||
|  |   using boost::math::tools::brent_find_minima; | ||
|  | 
 | ||
|  |   //[brent_minimise_double_1
 | ||
|  |   int bits = std::numeric_limits<double>::digits; | ||
|  | 
 | ||
|  |   std::pair<double, double> r = brent_find_minima(funcdouble(), -4., 4. / 3, bits); | ||
|  | 
 | ||
|  |   std::cout.precision(std::numeric_limits<double>::digits10); | ||
|  |   std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl; | ||
|  |   // x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018
 | ||
|  |   //] [/brent_minimise_double_1]
 | ||
|  | 
 | ||
|  |   std::cout << "x at minimum = " << (r.first - 1.) /r.first << std::endl; | ||
|  | 
 | ||
|  |   double uncertainty = sqrt(std::numeric_limits<double>::epsilon()); | ||
|  |   std::cout << "Uncertainty sqrt(epsilon) =  " << uncertainty << std::endl; | ||
|  |   // sqrt(epsilon) =  1.49011611938477e-008
 | ||
|  |   // (epsilon is always > 0, so no need to take abs value).
 | ||
|  | 
 | ||
|  |   using boost::math::fpc::is_close_to; | ||
|  |   using boost::math::fpc::is_small; | ||
|  | 
 | ||
|  |   std::cout << is_close_to(1., r.first, uncertainty) << std::endl; | ||
|  |   std::cout << is_small(r.second, uncertainty) << std::endl; | ||
|  | 
 | ||
|  |   std::cout << std::boolalpha << "x == 1 (compared to uncertainty " << uncertainty << ") is " << close(1., r.first, uncertainty) << std::endl; | ||
|  |   std::cout << std::boolalpha << "f(x) == (0 compared to uncertainty " << uncertainty << ") is " << close(0., r.second, uncertainty) << std::endl; | ||
|  | 
 | ||
|  |   // Specific type double - limit maxit to 20 iterations.
 | ||
|  |   std::cout << "Precision bits = " << bits << std::endl; | ||
|  | //[brent_minimise_double_2
 | ||
|  |   const boost::uintmax_t maxit = 20; | ||
|  |   boost::uintmax_t it = maxit; | ||
|  |   r = brent_find_minima(funcdouble(), -4., 4. / 3, bits, it); | ||
|  |   std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second | ||
|  |   << " after " << it << " iterations. " << std::endl; | ||
|  | //] [/brent_minimise_double_2]
 | ||
|  |   // x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018
 | ||
|  | 
 | ||
|  | //[brent_minimise_double_3
 | ||
|  | 
 | ||
|  |   std::streamsize prec = static_cast<int>(2 + sqrt(bits));  // Number of significant decimal digits.
 | ||
|  |   std::cout << "Showing " << bits << " bits precision with " << prec | ||
|  |     << " decimal digits from tolerance " << sqrt(std::numeric_limits<double>::epsilon()) | ||
|  |     << std::endl; | ||
|  |   std::streamsize precision = std::cout.precision(prec); // Save.
 | ||
|  | 
 | ||
|  |   std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second | ||
|  |     << " after " << it << " iterations. " << std::endl; | ||
|  | 
 | ||
|  | //] [/brent_minimise_double_3]
 | ||
|  |   // Showing 53 bits precision with 9 decimal digits from tolerance 1.49011611938477e-008
 | ||
|  |   //  x at minimum = 1, f(1) = 5.04852568e-018
 | ||
|  | 
 | ||
|  |   { | ||
|  | //[brent_minimise_double_4
 | ||
|  |   bits /= 2; // Half digits precision (effective maximum).
 | ||
|  |   double epsilon_2 = boost::math::pow<-(std::numeric_limits<double>::digits/2 - 1), double>(2); | ||
|  | 
 | ||
|  |   std::cout << "Showing " << bits << " bits precision with " << prec | ||
|  |     << " decimal digits from tolerance " << sqrt(epsilon_2) | ||
|  |     << std::endl; | ||
|  |   std::streamsize precision = std::cout.precision(prec); // Save.
 | ||
|  | 
 | ||
|  |   boost::uintmax_t it = maxit; | ||
|  |   r = brent_find_minima(funcdouble(), -4., 4. / 3, bits, it); | ||
|  |   std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second << std::endl; | ||
|  |   std::cout << it << " iterations. " << std::endl; | ||
|  | //] [/brent_minimise_double_4]
 | ||
|  |   } | ||
|  |   // x at minimum = 1, f(1) = 5.04852568e-018
 | ||
|  | 
 | ||
|  |   { | ||
|  |   //[brent_minimise_double_5
 | ||
|  |     bits /= 2; // Quarter precision.
 | ||
|  |     double epsilon_4 = boost::math::pow<-(std::numeric_limits<double>::digits / 4 - 1), double>(2); | ||
|  | 
 | ||
|  |     std::cout << "Showing " << bits << " bits precision with " << prec | ||
|  |       << " decimal digits from tolerance " << sqrt(epsilon_4) | ||
|  |       << std::endl; | ||
|  |     std::streamsize precision = std::cout.precision(prec); // Save.
 | ||
|  | 
 | ||
|  |     boost::uintmax_t it = maxit; | ||
|  |     r = brent_find_minima(funcdouble(), -4., 4. / 3, bits, it); | ||
|  |     std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second | ||
|  |     << ", after " << it << " iterations. " << std::endl; | ||
|  |   //] [/brent_minimise_double_5]
 | ||
|  |   } | ||
|  | 
 | ||
|  |   // Showing 13 bits precision with 9 decimal digits from tolerance 0.015625
 | ||
|  |   // x at minimum = 0.9999776, f(0.9999776) = 2.0069572e-009
 | ||
|  |   //  7 iterations.
 | ||
|  | 
 | ||
|  |   { | ||
|  | //[brent_minimise_template_1
 | ||
|  |     std::cout.precision(std::numeric_limits<long double>::digits10); | ||
|  |     long double bracket_min = -4.; | ||
|  |     long double bracket_max = 4. / 3; | ||
|  |     int bits = std::numeric_limits<long double>::digits; | ||
|  |     const boost::uintmax_t maxit = 20; | ||
|  |     boost::uintmax_t it = maxit; | ||
|  | 
 | ||
|  |     std::pair<long double, long double> r = brent_find_minima(func(), bracket_min, bracket_max, bits, it); | ||
|  |     std::cout << "x at minimum = " << r.first << ", f(" << r.first << ") = " << r.second | ||
|  |       << ", after " << it << " iterations. " << std::endl; | ||
|  | //] [/brent_minimise_template_1]
 | ||
|  |   } | ||
|  | 
 | ||
|  |   // Show use of built-in type Template versions.
 | ||
|  |   // (Will not work if construct bracket min and max from string).
 | ||
|  | 
 | ||
|  | //[brent_minimise_template_fd
 | ||
|  |   show_minima<float>(); | ||
|  |   show_minima<double>(); | ||
|  |   show_minima<long double>(); | ||
|  | //] [/brent_minimise_template_fd]
 | ||
|  | 
 | ||
|  |   using boost::multiprecision::cpp_bin_float_50; // binary.
 | ||
|  | 
 | ||
|  | //[brent_minimise_mp_include_1
 | ||
|  | #ifdef BOOST_HAVE_QUADMATH  // Define only if GCC or Intel and have quadmath.lib or .dll library available.
 | ||
|  |   using boost::multiprecision::float128; | ||
|  | #endif
 | ||
|  | //] [/brent_minimise_mp_include_1]
 | ||
|  | 
 | ||
|  | //[brent_minimise_template_quad
 | ||
|  | // #ifndef _MSC_VER
 | ||
|  | #ifdef BOOST_HAVE_QUADMATH  // Define only if GCC or Intel and have quadmath.lib or .dll library available.
 | ||
|  |   show_minima<float128>(); // Needs quadmath_snprintf, sqrtQ, fabsq that are in in quadmath library.
 | ||
|  | #endif
 | ||
|  | //] [/brent_minimise_template_quad
 | ||
|  | 
 | ||
|  |   // User-defined floating-point template.
 | ||
|  | 
 | ||
|  | //[brent_minimise_mp_typedefs
 | ||
|  |   using boost::multiprecision::cpp_bin_float_50; // binary.
 | ||
|  | 
 | ||
|  |   typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>, | ||
|  |     boost::multiprecision::et_on> | ||
|  |     cpp_bin_float_50_et_on;  // et_on is default so is same as cpp_bin_float_50.
 | ||
|  | 
 | ||
|  |   typedef boost::multiprecision::number<boost::multiprecision::cpp_bin_float<50>, | ||
|  |     boost::multiprecision::et_off> | ||
|  |     cpp_bin_float_50_et_off; | ||
|  | 
 | ||
|  |   using boost::multiprecision::cpp_dec_float_50; // decimal.
 | ||
|  | 
 | ||
|  |   typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>, | ||
|  |     boost::multiprecision::et_on> // et_on is default so is same as cpp_dec_float_50.
 | ||
|  |     cpp_dec_float_50_et_on; | ||
|  | 
 | ||
|  |   typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<50>, | ||
|  |     boost::multiprecision::et_off> | ||
|  |     cpp_dec_float_50_et_off; | ||
|  | //] [/brent_minimise_mp_typedefs]
 | ||
|  | 
 | ||
|  |   { // binary ET on by default.
 | ||
|  | //[brent_minimise_mp_1
 | ||
|  |     std::cout.precision(std::numeric_limits<cpp_bin_float_50>::digits10); | ||
|  | 
 | ||
|  |     cpp_bin_float_50 fpv("-1.2345"); | ||
|  |     cpp_bin_float_50 absv; | ||
|  | 
 | ||
|  |     absv = fpv < static_cast<cpp_bin_float_50>(0) ? -fpv : fpv; | ||
|  |     std::cout << fpv << ' ' << absv << std::endl; | ||
|  | 
 | ||
|  | 
 | ||
|  |     int bits = std::numeric_limits<cpp_bin_float_50>::digits / 2 - 2; | ||
|  | 
 | ||
|  |     cpp_bin_float_50 bracket_min = static_cast<cpp_bin_float_50>("-4"); | ||
|  |     cpp_bin_float_50 bracket_max = static_cast<cpp_bin_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_bin_float_50, cpp_bin_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 | ||
|  |     // x at minimum = 1, f(1) = 5.04853e-018
 | ||
|  |       << ", after " << it << " iterations. " << std::endl; | ||
|  | 
 | ||
|  |     close(static_cast<cpp_bin_float_50>(1), r.first, sqrt(std::numeric_limits<cpp_bin_float_50>::epsilon())); | ||
|  | 
 | ||
|  | //] [/brent_minimise_mp_1]
 | ||
|  | 
 | ||
|  | /*
 | ||
|  | //[brent_minimise_mp_output_1
 | ||
|  |     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 minimization is 7.311312755e-26 | ||
|  |       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. | ||
|  | //] [/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; | ||
|  | 
 | ||
|  |   { // 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()
 | ||
|  | 
 | ||
|  | 
 | ||
|  | /*
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  |  // GCC 4.9.1 with quadmath
 | ||
|  | 
 | ||
|  |  Brent's minimisation example. | ||
|  | 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 (compared to uncertainty 1.49011611938477e-008) is true | ||
|  | f(x) == (0 compared to uncertainty 1.49011611938477e-008) is true | ||
|  | Precision bits = 53 | ||
|  | x at minimum = 1.00000000112345, f(1.00000000112345) = 5.04852568272458e-018 after 10 iterations. | ||
|  | Showing 53 bits precision with 9 decimal digits from tolerance 1.49011611938477e-008 | ||
|  | x at minimum = 1, f(1) = 5.04852568e-018 after 10 iterations. | ||
|  | Showing 26 bits precision with 9 decimal digits from tolerance 0.000172633492 | ||
|  | x at minimum = 1, f(1) = 5.04852568e-018 | ||
|  | 10 iterations. | ||
|  | Showing 13 bits precision with 9 decimal digits from tolerance 0.015625 | ||
|  | x at minimum = 0.9999776, f(0.9999776) = 2.0069572e-009, after 7 iterations. | ||
|  | x at minimum = 1.00000000000137302, f(1.00000000000137302) = 7.5407901369731193e-024, after 10 iterations. | ||
|  | 
 | ||
|  | 
 | ||
|  | For type  f, | ||
|  |   epsilon = 1.1921e-007, | ||
|  |   the maximum theoretical precision from Brent 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 minimization is 1.490116e-008 | ||
|  |   Displaying to std::numeric_limits<T>::digits10 7 significant decimal digits. | ||
|  |   x at minimum = 1, f(1) = 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 minimization is 3.292723e-010 | ||
|  |   Displaying to std::numeric_limits<T>::digits10 7 significant decimal digits. | ||
|  |   x at minimum = 1, f(1) = 7.54079e-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 minimization is 1.38777878e-17 | ||
|  |   Displaying to std::numeric_limits<T>::digits10 9 significant decimal digits. | ||
|  |   x at minimum = 1, f(1) = 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 | ||
|  | -4 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 minimization is 7.311312755e-26 | ||
|  |   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. | ||
|  | 
 | ||
|  | 
 | ||
|  | For type  N5boost14multiprecision6numberINS0_8backends13cpp_bin_floatILj50ELNS2_15digit_base_typeE10EviLi0ELi0EEELNS0_26expression_template_optionE1EEE, | ||
|  |   epsilon = 5.3455294202e-51, | ||
|  |   the maximum theoretical precision from Brent minimization is 7.311312755e-26 | ||
|  |   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 | ||
|  | 
 | ||
|  | RUN SUCCESSFUL (total time: 90ms) | ||
|  | 
 | ||
|  | 
 | ||
|  | */ |