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	tmain.B.cpp - numeric - C++ library with numerical algorithms
	git clone git://src.adamsgaard.dk/numeric
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	tmain.B.cpp (2518B)
	---
	1 #include <iostream>
	2 #include <armadillo>
	3 #include <functional>
	4 #include "header.h"
	5 #include "functions.h"
	6 #include "downhill_simplex.h"
	7 using namespace arma;
	8 using namespace std;
	9
	10 int main(int argc, char* argv[])
	11 {
	12 // Namespace declarations
	13 using std::cout;
	14
	15 // Calculate machine precision
	16 double eps = 1.0f;
	17 while (1.0f + eps != 1.0f)
	18 eps /= 2.0f;
	19
	20 cout << "\n\033[1;36m## Minimization with downhill-simplex, part B ##\…
	21
	22 // Try amoeba on Rosenbrock's valley function
	23 cout << "\n\033[1;33m--- Rosenbrock's valley function ---\033[0m\n";
	24 int d = 2;
	25 vec p(2); p[0]=5; p[1]=6;
	26 if (verbose == true)
	27 p.print("Initial simplex is chosen around the point:");
	28 vector<vec> simplex;
	29 vector<vec> simplex_mod;
	30 for(int i=0; i<d+1; ++i) {
	31 simplex.push_back(p);
	32 simplex_mod.push_back(p);
	33 }
	34 double dx = 1;
	35 for(int i=0; i<d; ++i) {
	36 simplex[i][i] += dx;
	37 simplex_mod[i][i] += dx;
	38 }
	39 amoeba A(rosenbrock, simplex);
	40 ncalls = 0;
	41 A.downhill(10.0f*eps);
	42 if (verbose == true)
	43 A.low().print("Lowest point:");
	44 cout << "Amoeba converged after " << ncalls << " calls\n";
	45 amoeba A_mod(rosenbrock, simplex_mod);
	46 ncalls = 0;
	47 A_mod.downhill_mod(10.0f*eps);
	48 if (verbose == true)
	49 A_mod.low().print("Lowest point (modified downhill)");
	50 cout << "Amoeba converged after " << ncalls << " calls with modified m…
	51
	52
	53 // Try amoeba on Himmelblau's function
	54 cout << "\n\033[1;33m--- Himmelblau's function ---\033[0m\n";
	55 vec p2(2); p2[0]=5; p2[1]=6;
	56 if (verbose == true)
	57 p2.print("Initial simplex is chosen around the point:");
	58 vector<vec> simplex2;
	59 vector<vec> simplex2_mod;
	60 for(int i=0; i<d+1; ++i) {
	61 simplex2.push_back(p2);
	62 simplex2_mod.push_back(p2);
	63 }
	64 double dx2 = 1;
	65 for(int i=0; i<d; ++i) {
	66 simplex2[i][i] += dx2;
	67 simplex2_mod[i][i] += dx2;
	68 }
	69 amoeba A2(himmelblau, simplex2);
	70 ncalls = 0;
	71 A2.downhill(10.0f*eps);
	72 if (verbose == true)
	73 A2.low().print("Lowest point:");
	74 cout << "Amoeba converged after " << ncalls << " calls\n";
	75 amoeba A2_mod(himmelblau, simplex2_mod);
	76 ncalls = 0;
	77 A2_mod.downhill_mod(10.0f*eps);
	78 if (verbose == true)
	79 A2_mod.low().print("Lowest point (modified downhill)");
	80 cout << "Amoeba converged after " << ncalls << " calls with modified m…
	81
	82 // Return successfully
	83 return 0;
	84 }
	85
	86 void check(const bool statement)
	87 {
	88 using std::cout;
	89 if (statement == true)
	90 cout << "\t\033[0;32mPassed\033[0m\n";
	91 else
	92 cout << "\t\033[1;31mFail!!\033[0m\n";
	93 }