amoeba.c

Numerical Recipes 是国际公认的高水平的、关于数值计算的书

#include <math.h>

#define NMAX 5000
#define ALPHA 1.0
#define BETA 0.5
#define GAMMA 2.0

#define GET_PSUM for (j=1;j<=ndim;j++) { for (i=1,sum=0.0;i<=mpts;i++)\
						sum += p[i][j]; psum[j]=sum;}

void amoeba(p,y,ndim,ftol,funk,nfunk)
float **p,y[],ftol,(*funk)();
int ndim,*nfunk;
{
	int i,j,ilo,ihi,inhi,mpts=ndim+1;
	float ytry,ysave,sum,rtol,amotry(),*psum,*vector();
	void nrerror(),free_vector();

	psum=vector(1,ndim);
	*nfunk=0;
	GET_PSUM
	for (;;) {
		ilo=1;
		ihi = y[1]>y[2] ? (inhi=2,1) : (inhi=1,2);
		for (i=1;i<=mpts;i++) {
			if (y[i] < y[ilo]) ilo=i;
			if (y[i] > y[ihi]) {
				inhi=ihi;
				ihi=i;
			} else if (y[i] > y[inhi])
				if (i != ihi) inhi=i;
		}
		rtol=2.0*fabs(y[ihi]-y[ilo])/(fabs(y[ihi])+fabs(y[ilo]));
		if (rtol < ftol) break;
		if (*nfunk >= NMAX) nrerror("Too many iterations in AMOEBA");
		ytry=amotry(p,y,psum,ndim,funk,ihi,nfunk,-ALPHA);
		if (ytry <= y[ilo])
			ytry=amotry(p,y,psum,ndim,funk,ihi,nfunk,GAMMA);
		else if (ytry >= y[inhi]) {
			ysave=y[ihi];
			ytry=amotry(p,y,psum,ndim,funk,ihi,nfunk,BETA);
			if (ytry >= ysave) {
				for (i=1;i<=mpts;i++) {
					if (i != ilo) {
						for (j=1;j<=ndim;j++) {
							psum[j]=0.5*(p[i][j]+p[ilo][j]);
							p[i][j]=psum[j];
						}
						y[i]=(*funk)(psum);
					}
				}
				*nfunk += ndim;
				GET_PSUM
			}
		}
	}
	free_vector(psum,1,ndim);
}

float amotry(p,y,psum,ndim,funk,ihi,nfunk,fac)
float **p,*y,*psum,(*funk)(),fac;
int ndim,ihi,*nfunk;
{
	int j;
	float fac1,fac2,ytry,*ptry,*vector();
	void nrerror(),free_vector();

	ptry=vector(1,ndim);
	fac1=(1.0-fac)/ndim;
	fac2=fac1-fac;
	for (j=1;j<=ndim;j++) ptry[j]=psum[j]*fac1-p[ihi][j]*fac2;
	ytry=(*funk)(ptry);
	++(*nfunk);
	if (ytry < y[ihi]) {
		y[ihi]=ytry;
		for (j=1;j<=ndim;j++) {
			psum[j] += ptry[j]-p[ihi][j];
			p[ihi][j]=ptry[j];
		}
	}
	free_vector(ptry,1,ndim);
	return ytry;
}

#undef ALPHA
#undef BETA
#undef GAMMA
#undef NMAX