fixed dependencies
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137
vendor/github.com/nuknal/goNum/OptimizeFibonacci.go
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vendored
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137
vendor/github.com/nuknal/goNum/OptimizeFibonacci.go
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// OptimizeFibonacci
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/*
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------------------------------------------------------
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作者 : Black Ghost
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日期 : 2018-12-24
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版本 : 0.0.0
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------------------------------------------------------
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Fibonacci搜索法求单峰单自变量极小值
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理论:
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对于在区间[a, b]内有定义的凹函数f(x),取点:
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ck = ak+(1-r)(bk-ak)
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d = ak+rk(bk-ak)
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其中r为Fibonacci数列值之比F_(n-k-1)/F_(n-k)
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迭代次数n应使得Fn > (b0-a0)/tol
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如果f(c) <= f(d),则将d赋予b,c赋予d,继续迭代;
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如果f(c) > f(d),则将c赋予a,d赋予c,继续迭代。
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迭代终止条件为Abs(f(a)-f(b)) < tol,取区间中值
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参考:John H. Mathews and Kurtis D. Fink. Numerical
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methods using MATLAB, 4th ed. Pearson
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Education, 2004. ss 8.1.1.2,并改进
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------------------------------------------------------
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输入 :
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fun 函数
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a, b 区间范围
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tol 控制误差
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输出 :
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sol 解
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err 解出标志:false-未解出或达到边界;
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true-全部解出
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------------------------------------------------------
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*/
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package goNum
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import "math"
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// OptimizeFibonacci Fibonacci搜索法求单峰单自变量极小值
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func OptimizeFibonacci(fun func(float64) float64, a, b, tol float64) (float64, bool) {
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/*
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Fibonacci搜索法求单峰单自变量极小值
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输入 :
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fun 函数
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a, b 区间范围
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tol 控制误差
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输出 :
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sol 解
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err 解出标志:false-未解出或达到边界;
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true-全部解出
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*/
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//判断a和b的关系
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if math.Abs(fun(a)-fun(b)) < tol {
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if fun(a) < fun(b) {
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return a, true
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} else {
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return b, true
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}
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}
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var sol float64
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var err bool = false
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var n, cdFlag int = 0, 0 //cdFlag---下一步计算c(cdFlag=0)还是d(cdFlag=1)
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//计算n
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bat := (fun(b) - fun(a)) / tol
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for i := 0; i < 1e6; i++ {
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if float64(Fibonacci(i)) > bat {
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n = i
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break
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}
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}
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//计算
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//第一步计算两次,c、d
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fnn := float64(Fibonacci(n-1)) / float64(Fibonacci(n))
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ba := b - a
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c := a + (1.0-fnn)*ba
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d := a + fnn*ba
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fc := fun(c)
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fd := fun(d)
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if fc <= fd {
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b = d
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d = c
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fd = fc
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cdFlag = 0
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} else {
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a = c
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c = d
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fc = fd
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cdFlag = 1
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}
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//0 < k < n-3
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for k := 1; k < n-3; k++ {
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fnn = float64(Fibonacci(n-k-1)) / float64(Fibonacci(n-k))
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ba = b - a
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if cdFlag == 0 { //计算c
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c = a + (1.0-fnn)*ba
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fc = fun(c)
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} else { //计算d
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d = a + fnn*ba
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fd = fun(d)
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}
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//下一步
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if fc <= fd {
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b = d
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d = c
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fd = fc
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cdFlag = 0
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} else {
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a = c
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c = d
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fc = fd
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cdFlag = 1
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}
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}
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//k=n-3, F2/F3 = 1/2, 不放入循环是为减少if判断的损耗
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fnn = 0.5 - 0.01 //加区别常数0.01
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ba = b - a
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if cdFlag == 0 { //计算c
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c = a + (1.0-fnn)*ba
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fc = fun(c)
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} else { //计算d
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d = a + fnn*ba
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fd = fun(d)
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}
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if fc <= fd {
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b = d
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} else {
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a = c
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}
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sol = (b + a) / 2.0
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err = true
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return sol, err
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}
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