vnl_bracket_minimum.h File Reference

Function to bracket a minimum. More...

#include <vnl/vnl_cost_function.h>
#include <vnl/algo/vnl_algo_export.h>

Go to the source code of this file.

Functions
void VNL_ALGO_EXPORT	vnl_bracket_minimum (vnl_cost_function &f, double &a, double &b, double &c, double &fa, double &fb, double &fc)
	Given initial values a and b, find bracket a<b<c s.t. f(a)>f(b)<f(c). More...

Detailed Description

Function to bracket a minimum.

Author

Tim Cootes

Date

Feb 2007

  Modifications

Definition in file vnl_bracket_minimum.h.

Function Documentation

vnl_bracket_minimum()

void VNL_ALGO_EXPORT vnl_bracket_minimum	(	vnl_cost_function &	fn,
		double &	a,
		double &	b,
		double &	c,
		double &	fa,
		double &	fb,
		double &	fc
	)

Given initial values a and b, find bracket a<b<c s.t. f(a)>f(b)<f(c).

Final function values at a,b,c stored in fa,fb,fc.

The algorithm takes increasingly large steps in a downhill direction until it starts going up again. To speed things up, it also fits a parabola to the last three points, which it uses to predict the possible minimum directly ( hopefully automatically choosing a sensible step size).

Note that there's currently nothing to stop it if it is supplied with a monotonic function - it will just continue forever.

Final function values at a,b,c stored in fa,fb,fc

Definition at line 34 of file vnl_bracket_minimum.cxx.