minimizer1d.hpp

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#ifndef JULIAN_MINIMIZER1D_HPP
#define JULIAN_MINIMIZER1D_HPP

#include <mathematics/numericalAlgorithms/GslFunctionAdapter.hpp>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_min.h>

namespace julian {

  
  enum class Minimizer1d {GOLDEN_SECTION_MINIMIZER, 
              BRENT_MINIMIZER, 
              QUAD_GOLDEN 
  };

  template<typename F>
  double minimizer1d(F f, double x_lo, double x_hi, double guess, double precision, int number_of_iterations, Minimizer1d t) {
    GslFunctionAdapter<F> pF(f);
    gsl_function *gsl_f = static_cast<gsl_function*>(&pF); 
    
    const gsl_min_fminimizer_type *T;
    gsl_min_fminimizer *s;
    switch (t) {
    case Minimizer1d::GOLDEN_SECTION_MINIMIZER:
      T = gsl_min_fminimizer_goldensection;
      break;
    case Minimizer1d::BRENT_MINIMIZER:
      T = gsl_min_fminimizer_brent;
      break;
    case Minimizer1d::QUAD_GOLDEN:
      T = gsl_min_fminimizer_quad_golden;
      break;
    }
    
    s = gsl_min_fminimizer_alloc (T);
    gsl_min_fminimizer_set (s, gsl_f, guess, x_lo, x_hi);
    
    int status;
    int iter = 0;
    do {
      iter++;
      status = gsl_min_fminimizer_iterate (s);
      status = gsl_min_test_interval (x_lo, x_hi, 0.0, precision);
    } while (status == GSL_CONTINUE && iter < number_of_iterations);
    
    double ret = gsl_min_fminimizer_x_minimum (s);
    gsl_min_fminimizer_free (s);
    
    return ret;
  }
}  // namespace julian

#endif