diff options
| -rw-r--r-- | methods/linmin/linmin.hpp | 24 | ||||
| -rw-r--r-- | methods/powell/powell_method.hpp | 38 |
2 files changed, 36 insertions, 26 deletions
diff --git a/methods/linmin/linmin.hpp b/methods/linmin/linmin.hpp index fe5e58c..b542fba 100644 --- a/methods/linmin/linmin.hpp +++ b/methods/linmin/linmin.hpp @@ -26,19 +26,19 @@ namespace opt_utilities func_adaptor(const func_adaptor&) :func_obj<rT,rT>(),p1(),xi1(),pfoo(NULL_PTR) {} - + public: /* void set_origin(pT& p2) { p1=p2; } - + void set_direction(pT& xi2) { xi1=xi2; } - + void set_func_obj(func_obj<rT,pT>& foo) { pfoo=&foo; @@ -47,20 +47,22 @@ namespace opt_utilities func_adaptor(const pT& _p,const pT& _xi,const func_obj<rT,pT>& pf) :p1(_p),xi1(_xi),pfoo(&pf) {} - + private: func_obj<rT,rT>* do_clone()const { return new func_adaptor(*this); } - + rT do_eval(const rT& x) { //assert(p1.size()==xi1.size()); - + pT xt; opt_eq(xt,p1); -#pragma omp parallel for +#ifdef _OPENMP +#pragma omp parallel for +#endif for(size_t i=0;i<get_size(xt);++i) { //get_element(xt,i)+=x*get_element((pT)xi1,i); @@ -72,7 +74,7 @@ namespace opt_utilities //return x; } }; - + template<typename rT,typename pT> void linmin(pT& p,pT& xi,rT& fret,func_obj<rT,pT>& func) @@ -90,13 +92,15 @@ namespace opt_utilities ax=0.; xx=1.; - + mnbrak(ax,xx,bx,fa,fx,fb,fadpt); //cout<<xx<<endl; fret=brent(ax,xx,bx,fadpt,TOL,xmin); //cout<<xmin<<endl; -#pragma omp parallel for +#ifdef _OPENMP +#pragma omp parallel for +#endif for(j=0;j<n;++j) { //get_element(xi,j)*=xmin; diff --git a/methods/powell/powell_method.hpp b/methods/powell/powell_method.hpp index 381ffe1..228a526 100644 --- a/methods/powell/powell_method.hpp +++ b/methods/powell/powell_method.hpp @@ -35,7 +35,7 @@ namespace opt_utilities optimizer<rT,pT>* p_optimizer; volatile bool bstop; //typedef blitz::Array<rT,2> array2d_type; - + const char* do_get_type_name()const { return "powell method"; @@ -43,7 +43,7 @@ namespace opt_utilities private: array1d_type start_point; array1d_type end_point; - + private: int ncom; array1d_type pcom_p; @@ -58,7 +58,7 @@ namespace opt_utilities return p_fo->eval(x); } - + private: void clear_xi() { @@ -117,7 +117,9 @@ namespace opt_utilities del=0.0; for(i=0;i<n;++i) { -#pragma omp parallel for +#ifdef _OPENMP +#pragma omp parallel for +#endif for(j=0;j<n;++j) { //get_element(xit,j)=xi[j][i]; @@ -140,7 +142,9 @@ namespace opt_utilities std::cerr<<"powell exceeding maximun iterations."<<std::endl; return; } -#pragma omp parallel for +#ifdef _OPENMP +#pragma omp parallel for +#endif for(j=0;j<n;++j) { //get_element(ptt,j)=T(2.)*get_element(p,j)-get_element(pt,j); @@ -158,21 +162,23 @@ namespace opt_utilities if(t<T(0.)) { linmin(p,xit,fret,*p_fo); -#pragma omp parallel for +#ifdef _OPENMP +#pragma omp parallel for +#endif for(j=0;j<n;++j) { xi[j][ibig-1]=xi[j][n-1]; xi[j][n-1]=get_element(xit,j); - + } } } } } - + public: - + powell_method() :threshold(1e-4),xi(NULL_PTR),xi_1d(NULL_PTR) {} @@ -203,12 +209,12 @@ namespace opt_utilities ncom=rhs.ncom; threshold=rhs.threshold; } - + opt_method<rT,pT>* do_clone()const { return new powell_method<rT,pT>(*this); } - + void do_set_start_point(const array1d_type& p) { resize(start_point,get_size(p)); @@ -241,9 +247,9 @@ namespace opt_utilities p_optimizer=&o; p_fo=p_optimizer->ptr_func_obj(); } - - - + + + pT do_optimize() { bstop=false; @@ -257,14 +263,14 @@ namespace opt_utilities xi[i][j]=(i==j)?1:0; } } - + int iter=100; opt_eq(end_point,start_point); rT fret; powell(end_point,threshold,iter,fret); return end_point; } - + void do_stop() { bstop=true; |