linmin.cpp

Visual C++ 常用数值算法集 源代码

int ncom;
double pcom[51], xicom[51];
void linmin(double p[], double xi[], int n, double& fret)
{
	int j;
    double tol = 0.0001;
    ncom = n;
    for (j = 1; j<=n; j++)
	{
        pcom[j] = p[j];
        xicom[j] = xi[j];
    }
    double fa,fx,fb,bx,ax = 0.0;
    double xmin,xx = 1.0;
    mnbrak(ax, xx, bx, fa, fx, fb);
    fret = brent(ax, xx, bx, tol, xmin);
    for (j = 1; j<=n; j++)
	{
        xi[j] = xmin * xi[j];
        p[j] = p[j] + xi[j];
    }
}