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DBrentMinimizer Class

Class DBrentMinimizer minimizes a function using Brent's method as well as the first derivative.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class DBrentMinimizer : MinimizerBase, 
	IOneVariableDMinimizer

The DBrentMinimizer type exposes the following members.

Constructors
  NameDescription
Public methodDBrentMinimizer
Default constructor.
Public methodDBrentMinimizer(Double)
Constructs a DBrentMinimizer instance with the given error tolerance.
Public methodDBrentMinimizer(Int32)
Constructs a DBrentMinimizer instance with the given maximum number of iterations.
Public methodDBrentMinimizer(Double, Int32)
Constructs a DBrentMinimizer instance with the given error tolerance and maximum number of iterations.
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Properties
  NameDescription
Public propertyError
Gets the error associated with the mimimum just computed.
(Inherited from MinimizerBase.)
Public propertyIterations
Gets the number of iterations used in the estimate of the mimimum just computed.
(Inherited from MinimizerBase.)
Public propertyMaxIterations
Gets and sets the maximum number of iterations used in computing minima estimates.
(Inherited from MinimizerBase.)
Public propertyMaxIterationsMet
Returns true if the minimum just computed stopped because the maximum number of iterations was reached; otherwise, false.
(Inherited from MinimizerBase.)
Public propertyTolerance
Gets and sets the error tolerance used in computing minima estimates.
(Inherited from MinimizerBase.)
Public propertyToleranceMet
Returns true if the minimum just computed stopped because the error tolerance was reached; otherwise, false.
(Inherited from MinimizerBase.)
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Methods
  NameDescription
Public methodClone
Creates a deep copy of self.
(Overrides MinimizerBaseClone.)
Public methodMinimize(Bracket, OneVariableFunction)
Minimizes the function within the interval contained in the given Bracket.
Public methodMinimize(OneVariableFunction, OneVariableFunction, Interval)
Minimizes the given function within the given interval.
Public methodMinimize(OneVariableFunction, OneVariableFunction, Double, Double)
Minimizes the given function within the given interval.
Public methodMinimize(OneVariableFunction, OneVariableFunction, Double, Double, Double)
Minimizes the given function within the given interval.
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Fields
  NameDescription
Protected fielderror_
The current error.
(Inherited from MinimizerBase.)
Protected fielditer_
The current number of iterations performed.
(Inherited from MinimizerBase.)
Protected fieldmax_
The maximum number of iterations.
(Inherited from MinimizerBase.)
Protected fieldtolerance_
The error tolerance.
(Inherited from MinimizerBase.)
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Remarks
Brent's Method combines golden section search (see class GoldenMinimizer) with parabolic interpolation. Parabolic interpolation fits a parabola through the current set of points, then uses the parabola to estimate the function's minimum. The sign of the derivative at the central point of the bracketing triplet is used to decide which region should be used for the next test point.
Iteration stops when either the estimated error is less than a specified error tolerance, or a specified maximum number of iterations is reached.
See Also