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	tmain.cpp - numeric - C++ library with numerical algorithms
	git clone git://src.adamsgaard.dk/numeric
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	---
	tmain.cpp (1845B)
	---
	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 A ##\…
	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 p.print("Initial simplex is chosen around the point:");
	27 vector<vec> simplex;
	28 for(int i=0; i<d+1; ++i)
	29 simplex.push_back(p);
	30 double dx = 1;
	31 for(int i=0; i<d; ++i)
	32 simplex[i][i] += dx;
	33 amoeba A(rosenbrock, simplex);
	34 ncalls = 0;
	35 A.downhill(10.0f*eps);
	36 A.low().print("Lowest point:");
	37 cout << "Amoeba converged after " << ncalls << " calls\n"
	38 << "(Newton's root-finding method did this in 4181 calls)\n";
	39
	40 // Try amoeba on Himmelblau's function
	41 cout << "\n\033[1;33m--- Himmelblau's function ---\033[0m\n";
	42 vec p2(2); p2[0]=5; p2[1]=6;
	43 p2.print("Initial simplex is chosen around the point:");
	44 vector<vec> simplex2;
	45 for(int i=0; i<d+1; ++i)
	46 simplex2.push_back(p2);
	47 double dx2 = 1;
	48 for(int i=0; i<d; ++i)
	49 simplex2[i][i] += dx2;
	50 amoeba A2(himmelblau, simplex2);
	51 ncalls = 0;
	52 A2.downhill(10.0f*eps);
	53 A2.low().print("Lowest point:");
	54 cout << "Amoeba converged after " << ncalls << " calls\n"
	55 << "(Newton's root-finding method did this in 33 calls)\n";
	56
	57 // Return successfully
	58 return 0;
	59 }
	60
	61 void check(const bool statement)
	62 {
	63 using std::cout;
	64 if (statement == true)
	65 cout << "\t\033[0;32mPassed\033[0m\n";
	66 else
	67 cout << "\t\033[1;31mFail!!\033[0m\n";
	68 }