Utils_Trichotomy.hh

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/*--------------------------------------------------------------------------*\
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 |  Copyright (C) 2022                                                      |
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 |         , __                 , __                                        |
 |        /|/  \               /|/  \                                       |
 |         | __/ _   ,_         | __/ _   ,_                                |
 |         |   \|/  /  |  |   | |   \|/  /  |  |   |                        |
 |         |(__/|__/   |_/ \_/|/|(__/|__/   |_/ \_/|/                       |
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 |                                                                          |
 |      Enrico Bertolazzi                                                   |
 |      Dipartimento di Ingegneria Industriale                              |
 |      Università degli Studi di Trento                                    |
 |      email: enrico.bertolazzi@unitn.it                                   |
 |                                                                          |
\*--------------------------------------------------------------------------*/
 
//
// file: Utils_Trichotomy.hh
//
 
#pragma once
 
#ifndef UTILS_TRICHOTOMY_dot_HH
#define UTILS_TRICHOTOMY_dot_HH
 
#include <iostream>
#include <sstream>
#include <string>
#include <algorithm>
#include <cmath>
 
#include "Utils.hh"
 
namespace Utils {
 
  using std::pow;
  using std::abs;


  template <typename Real>
  class Trichotomy_base_fun {
  public:
    virtual Real eval( Real x ) const = 0;
    Real operator () ( Real x ) const { return this->eval(x); }
  };
 
  #ifndef DOXYGEN_SHOULD_SKIP_THIS
  template <typename Real, typename PFUN>
  class Trichotomy_fun : public Trichotomy_base_fun<Real> {
    PFUN m_fun;
  public:
    explicit Trichotomy_fun( PFUN pfun ) : m_fun(pfun) {}
    Real eval( Real x ) const override { return m_fun(x); };
  };
  #endif

  template <typename Real>
  class Trichotomy {
 
    using Integer = int;
 
    Integer m_num_iter_done{0};
    Integer m_num_fun_eval{0};
    Integer m_max_iteration{100};
    Integer m_max_fun_evaluation{1000};
    Real    m_tolerance{pow(machine_eps<Real>(),Real(2./3.))};
 
    bool m_converged{false};
 
    Real m_a{0},  m_fa{0};
    Real m_x1{0}, m_f1{0};
    Real m_x2{0}, m_f2{0};
    Real m_x3{0}, m_f3{0};
    Real m_x4{0}, m_f4{0};
    Real m_x5{0}, m_f5{0};
    Real m_b{0},  m_fb{0};
 
    Trichotomy_base_fun<Real> * m_function{nullptr};
 
    bool bracketing();
    Real minimize();
    //void set_tolerance( Real tol );
    Real evaluate( Real x ) { ++m_num_fun_eval; return m_function->eval(x); };
    Real eval( Real a, Real b );
    Real search( Real x, Real delta );
 
  public:
 
    Trichotomy() = default;
    ~Trichotomy() = default;

    Real
    eval( Real a, Real b, Trichotomy_base_fun<Real> * fun ) {
      m_function = fun;
      return this->eval( a, b );
    }

    template <typename PFUN>
    Real
    eval2( Real a, Real b, PFUN pfun ) {
      Trichotomy_fun<Real,PFUN> fun( pfun );
      m_function = &fun;
      return this->eval(a,b);
    }

    Real
    search( Real x, Real delta, Trichotomy_base_fun<Real> * fun ) {
      m_function = fun;
      return this->search( x, delta );
    }

    template <typename PFUN>
    Real
    search2( Real x, Real delta, PFUN pfun ) {
      Trichotomy_fun<Real,PFUN> fun( pfun );
      m_function = &fun;
      return this->search( x, delta );
    }

    Integer used_iter() const { return m_num_iter_done; }
    Integer num_fun_eval() const { return m_num_fun_eval; }
    Real tolerance() const { return m_tolerance; }
    bool converged() const { return m_converged; }

    void set_max_iterations( Integer mit );
    void set_max_fun_evaluation( Integer mfev );
 
  };
 
  #ifndef UTILS_OS_WINDOWS
  extern template class Trichotomy<float>;
  extern template class Trichotomy<double>;
  #endif

 
}
 
#endif
 
//
// eof: Utils_Trichotomy.hh
//