Grocer Function
NAME
linmin - line minimization routine
CALLING SEQUENCE
[pout,fout]=linmin(pin,xi,tol,f[,argi1,...,argn])
PARAMETERS
Input
-
pin = (kx1) vector of starting values
-
xi = (kx1) direction vector
-
tol = tolerance
-
func = function name string
-
arguments of function func others that the parameters
-
argi = arguments passed to func
Output
-
a result list with:
- result('meth') = 'frpr'
- result('b') = (kx1) minimizing vector
- result('f') = value of func at solution values
- result('hess') = hessian at solution values
- result('iter') = # number of iterations
- result('flag') = 0 for convergence, 1 for non-convergence
DESCRIPTION
Line minimization routine that performs an ad hoc n-dimensional Golden Section Search for the minimum of a function (Converted from Numerical Recipes book linmin routine) func must take the form func(b,varargin) where:
b = parameter vector (k x 1)
varargin = arguments passed to the function
EXAMPLE
[pin fret] = linmin(pin,xi,tol,func,varargin(:))
This command is used in frpr_min to ajust the value of the searched parameter at each iteration.
AUTHOR
Eric Dubois 2002