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<html><head><title>Netlab Reference Manual minbrack</title></head><body><H1> minbrack</H1><h2>Purpose</h2>Bracket a minimum of a function of one variable.<p><h2>Description</h2><CODE>brmin, brmid, brmax, numevals] = minbrack(f, a, b, fa)</CODE>finds a bracket of three points around a local minimum of<CODE>f</CODE>.  The function <CODE>f</CODE> must have a one dimensional domain.<CODE>a < b</CODE> is an initial guess at the minimum and maximum pointsof a bracket, but <CODE>minbrack</CODE> will search outside this interval ifnecessary. The bracket consists of three points (in increasing order)such that <CODE>f(brmid) < f(brmin)</CODE> and <CODE>f(brmid) < f(brmax)</CODE>.<CODE>fa</CODE> is the value of the function at <CODE>a</CODE>: it is included toavoid unnecessary function evaluations in the optimization routines.The return value <CODE>numevals</CODE> is the number of function evaluationsin <CODE>minbrack</CODE>.<p><CODE>minbrack(f, a, b, fa, p1, p2, ...)</CODE> allows additionalarguments to be passed to <CODE>f</CODE><p><h2>Examples</h2>An example of the use of this function to bracket the minimum of a function<CODE>f</CODE> in the direction <CODE>sd</CODE> can be found in <CODE>linemin</CODE><PRE>[min, mid, max, nevals]] = minbrack('linef', 0.0, 1.0, fa, f, pt, dir);</PRE>where the function <CODE>linef</CODE> is used to turn a general function <CODE>f</CODE>into a one dimensional one.<p><h2>Algorithm</h2>Quadratic extrapolation with a limit to the maximum step size isused to find the outside points of the bracket.  This implementationis based on that in Numerical Recipes.<p><h2>See Also</h2><CODE><a href="linemin.htm">linemin</a></CODE>, <CODE><a href="linef.htm">linef</a></CODE><hr><b>Pages:</b><a href="index.htm">Index</a><hr><p>Copyright (c) Ian T Nabney (1996-9)</body></html>

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