extrema.h File Reference

Extrema approximation of real functions. More...

#include "../core/constants.h"
#include "./roots.h"

Go to the source code of this file.

Namespaces
namespace	theoretica
	Main namespace of the library which contains all functions and objects.

Functions
template<typename RealFunction >
iter_result< real >	theoretica::maximize_golden (RealFunction f, real a, real b, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_GOLDENSECTION_ITER)
	Approximate a function maximum using the Golden Section search algorithm.
template<typename RealFunction >
iter_result< real >	theoretica::minimize_goldensection (RealFunction f, real a, real b, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_GOLDENSECTION_ITER)
	Approximate a function minimum using the Golden Section search algorithm.
template<typename RealFunction >
iter_result< real >	theoretica::maximize_newton (RealFunction f, RealFunction Df, RealFunction D2f, real guess=0.0, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_NEWTON_ITER)
	Approximate a function maximum given the function and its first two derivatives using Newton-Raphson's method to find a root of the derivative.
template<typename RealFunction >
iter_result< real >	theoretica::minimize_newton (RealFunction f, RealFunction Df, RealFunction D2f, real guess=0, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_NEWTON_ITER)
	Approximate a function minimum given the function and its first two derivatives using Newton-Raphson's method to find a root of the derivative.
template<typename RealFunction >
iter_result< real >	theoretica::maximize_bisection (RealFunction f, RealFunction Df, real a, real b, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_BISECTION_ITER)
	Approximate a function maximum inside an interval given the function and its first derivative using bisection on the derivative.
template<typename RealFunction >
iter_result< real >	theoretica::minimize_bisect (RealFunction f, RealFunction Df, real a, real b, real tolerance=OPTIMIZATION_TOL, unsigned int max_iter=OPTIMIZATION_BISECTION_ITER)
	Approximate a function minimum inside an interval given the function and its first derivative using bisection on the derivative.

Detailed Description

Extrema approximation of real functions.