Algorithm-GoldenSection version 0.0.2
This module is an implementation of the Golden Section Search Algorithm for finding minima of a unimodal function.
In order to isolate a minimum of a univariate functions the minimum must first be isolated.
Consequently the program first bounds a minimum - i.e. the program initially creates a triplet of points:
x_low < x_int < x_high, such that f(x_int) is lower than both f(x_low) and f(x_high). Thus we ensure that there
is a local minimum within the interval: x_low-x_high. The program then uses the Golde Section Search algorithm
to successively narrow down on the bounded region to find the minimum.
See http://en.wikipedia.org/wiki/Golden_section_search and
http://www.gnu.org/software/gsl/manual/html_node/One-dimensional-Minimization.html.
The module provides a Perl5OO interface. Simply construct a Algorithm::GoldenSection object with appropriate parameters
- see L. Then call the minimise C. This returns a LIST of the value of x at the minimum, the value of
f(x) at the minimum and the number of iterations used to isolate the minimum.
INSTALLATION
To install this module, run the following commands:
perl Makefile.PL
make
make test
make install
Alternatively, to install with Module::Build, you can use the following commands:
perl Build.PL
./Build
./Build test
./Build install
DEPENDENCIES
Carp => "1.08",
Readonly => "1.03",
COPYRIGHT AND LICENCE
Copyright (C) 2010, Daniel S. T. Hughes
This library is free software; you can redistribute it and/or modify
it under the same terms as Perl itself.