amebsa.c

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#include <math.h>
#define NRANSI
#include "nrutil.h"
#define GET_PSUM \
					for (n=1;n<=ndim;n++) {\
					for (sum=0.0,m=1;m<=mpts;m++) sum += p[m][n];\
					psum[n]=sum;}
extern long idum;
float tt;

void amebsa(float **p, float y[], int ndim, float pb[], float *yb, float ftol,
	float (*funk)(float []), int *iter, float temptr)
{
	float amotsa(float **p, float y[], float psum[], int ndim, float pb[],
		float *yb, float (*funk)(float []), int ihi, float *yhi, float fac);
	float ran1(long *idum);
	int i,ihi,ilo,j,m,n,mpts=ndim+1;
	float rtol,sum,swap,yhi,ylo,ynhi,ysave,yt,ytry,*psum;

	psum=vector(1,ndim);
	tt = -temptr;
	GET_PSUM
	for (;;) {
		ilo=1;
		ihi=2;
		ynhi=ylo=y[1]+tt*log(ran1(&idum));
		yhi=y[2]+tt*log(ran1(&idum));
		if (ylo > yhi) {
			ihi=1;
			ilo=2;
			ynhi=yhi;
			yhi=ylo;
			ylo=ynhi;
		}
		for (i=3;i<=mpts;i++) {
			yt=y[i]+tt*log(ran1(&idum));
			if (yt <= ylo) {
				ilo=i;
				ylo=yt;
			}
			if (yt > yhi) {
				ynhi=yhi;
				ihi=i;
				yhi=yt;
			} else if (yt > ynhi) {
				ynhi=yt;
			}
		}
		rtol=2.0*fabs(yhi-ylo)/(fabs(yhi)+fabs(ylo));
		if (rtol < ftol || *iter < 0) {
			swap=y[1];
			y[1]=y[ilo];
			y[ilo]=swap;
			for (n=1;n<=ndim;n++) {
				swap=p[1][n];
				p[1][n]=p[ilo][n];
				p[ilo][n]=swap;
			}
			break;
		}
		*iter -= 2;
		ytry=amotsa(p,y,psum,ndim,pb,yb,funk,ihi,&yhi,-1.0);
		if (ytry <= ylo) {
			ytry=amotsa(p,y,psum,ndim,pb,yb,funk,ihi,&yhi,2.0);
		} else if (ytry >= ynhi) {
			ysave=yhi;
			ytry=amotsa(p,y,psum,ndim,pb,yb,funk,ihi,&yhi,0.5);
			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);
					}
				}
				*iter -= ndim;
				GET_PSUM
			}
		} else ++(*iter);
	}
	free_vector(psum,1,ndim);
}
#undef GET_PSUM
#undef NRANSI

#include <math.h>
#define NRANSI
#include "nrutil.h"

extern long idum;
extern float tt;

float amotsa(float **p, float y[], float psum[], int ndim, float pb[],
	float *yb, float (*funk)(float []), int ihi, float *yhi, float fac)
{
	float ran1(long *idum);
	int j;
	float fac1,fac2,yflu,ytry,*ptry;

	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);
	if (ytry <= *yb) {
		for (j=1;j<=ndim;j++) pb[j]=ptry[j];
		*yb=ytry;
	}
	yflu=ytry-tt*log(ran1(&idum));
	if (yflu < *yhi) {
		y[ihi]=ytry;
		*yhi=yflu;
		for (j=1;j<=ndim;j++) {
			psum[j] += ptry[j]-p[ihi][j];
			p[ihi][j]=ptry[j];
		}
	}
	free_vector(ptry,1,ndim);
	return yflu;
}
#undef NRANSI