Class gss

Overview

Class gss implements a generic Golden Section Search valid for any lambda function that takes a double as argument.

Example usage

auto function = [&](const double & x)
{
  return x * x;
}

std :: cout << gss :: max(function, -1, 2) << std :: endl; // Prints 2
std :: cout << gss :: min(function, -1, 2) << std :: endl; // Prints 0

Interface

Static members

• static constexpr double epsilon

  machine epsilon considered for the computation

• static constexpr unsigned int rounds

  maximum number of iterations before forced timeout

Static methods

• template <typename type, typename std :: enable_if <gss :: valid <type> :: value> :: type *> double gss :: min(const type & f, double a, double b)

  given a valid function, returns the minimum of function in the range [lower_bound, upper_bound]. The templatization, with the help of the Service nested classes, checks if the passed function f is a valid type function. If not, you will get a compilation error.

  REMARK: this only works if the minimum is unique inside the given range

• template <typename type, typename std :: enable_if <gss :: valid <type> :: value> :: type *> double gss :: max(const type & f, double a, double b)

  given a valid function, returns the maximum of function in the range [lower_bound, upper_bound]. The templatization, with the help of the Service nested classes, checks if the passed function f is a valid type function. If not, you will get a compilation error.

  REMARK: this only works if the maximum is unique inside the given range