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golden_sector method added

tags/v1.0
parent
commit
df7a86fae8
8 changed files with 176 additions and 7 deletions
  1. +1
    -1
      Work 1/scripts/GivenEnv.m
  2. +2
    -2
      Work 1/scripts/bisection/bisection.m
  3. +48
    -0
      Work 1/scripts/bisection/bisection_interval.m
  4. +3
    -3
      Work 1/scripts/bisection/bisection_over_epsilon.m
  5. +1
    -1
      Work 1/scripts/bisection/bisection_over_lambda.m
  6. +37
    -0
      Work 1/scripts/golden_section/golden_section.m
  7. +45
    -0
      Work 1/scripts/golden_section/golden_section_interval.m
  8. +39
    -0
      Work 1/scripts/golden_section/golden_section_over_lambda.m

+ 1
- 1
Work 1/scripts/GivenEnv.m View File

@@ -1,5 +1,5 @@
%
% Select the given region: [-1,3]
% Select the given interval: [-1,3]
a_0 = -1;
b_0 = 3;



+ 2
- 2
Work 1/scripts/bisection/bisection.m View File

@@ -5,7 +5,7 @@ function [a, b, k] = bisection(fun, alpha, beta, epsilon, lambda)
%

% Error checking
if 2*epsilon >= lambda
if 2*epsilon >= lambda || lambda <= 0
error ('Convergence criteria not met')
end

@@ -21,7 +21,7 @@ while b(k) - a(k) > lambda
x_1 = mid - epsilon;
x_2 = mid + epsilon;
% set new search reange
% set new search interval
k = k + 1;
if fun(x_1) < fun(x_2)
a(k) = a(k-1);


+ 48
- 0
Work 1/scripts/bisection/bisection_interval.m View File

@@ -0,0 +1,48 @@
%
% Keeping epsilon fixed, plot the [a,b] interval over the iterations for
% different lambda values (min, mid, max))
%


% Clear workspace and load the functions and interval
clear
addpath('..');
GivenEnv;

% * epsilon: e = 0.001
% * lambda: l > 2e = 0.001
% * dl: A small step away from 2e
% dl = 0.0001
% * lambda_max: 0.1
% * N: 3 lambda values

N = 3;
epsilon = 0.001;
dl = 0.0001;
lambda_max= 0.1;
lambda = linspace(2*epsilon + dl, lambda_max, N);
k = zeros(1, N); % preallocate k


%
% * Call the bisection method for each lambda value for each function
% * Plot the [a,b] interval over iterations for each lambda for each function
%

for i = 1:length(funs)
figure;
for j = 1:N
[a, b, k(j)] = bisection(funs{i}, a_0, b_0, epsilon, lambda(j));
subplot(length(funs), 1, j)
plot(1:length(a), a, 'ob')
hold on
plot(1:length(b), b, '*r')
if j == 1
title(titles(i), 'Interpreter', 'latex')
end
xlabel("Iterations @lambda=" + lambda(j))
ylabel('[a_k, b_k]')
end
end


Work 1/scripts/bisection/bisection_lambdaFixed.m → Work 1/scripts/bisection/bisection_over_epsilon.m View File

@@ -1,10 +1,10 @@
%
% Keeping l (accuracy) fixed, test the iteration needed for different
% Keeping lambda (accuracy) fixed, test the iteration needed for different
% epsilon values.
%


% Clear workspace and load the functions and region
% Clear workspace and load the functions and interval
clear
addpath('..');
GivenEnv;
@@ -27,7 +27,7 @@ k = zeros(1,N); % preallocate k
% keep the number of iterations needed.
% * Plot the iterations k(epsilon) for each function
%
for i = 1:size(funs,2)
for i = 1:length(funs)
for j = 1:N
[a, b, k(j)] = bisection(funs{i}, a_0, b_0, epsilon(j), lambda);
end

Work 1/scripts/bisection/bisection_epsilonFixed.m → Work 1/scripts/bisection/bisection_over_lambda.m View File

@@ -4,7 +4,7 @@
%


% Clear workspace and load the functions and region
% Clear workspace and load the functions and interval
clear
addpath('..');
GivenEnv;

+ 37
- 0
Work 1/scripts/golden_section/golden_section.m View File

@@ -0,0 +1,37 @@
function [a, b, k] = golden_section(fun, alpha, beta, lambda)
%


% Error checking
if lambda <= 0
error ('Convergence criteria not met')
end

% Init variables
gamma = 0.618;
a = alpha;
b = beta;


% calculate x1, x2 of the first iteration, since the following iteration
% will not require to calculate both
k=1;
x_1 = a(k) + (1 - gamma)*(b(k) - a(k));
x_2 = a(k) + gamma*(b(k) - a(k));

while b(k) - a(k) > lambda
% set new search interval
k = k + 1;
if fun(x_1) < fun(x_2)
a(k) = a(k-1);
b(k) = x_2;
x_2 = x_1;
x_1 = a(k) + (1 - gamma)*(b(k) - a(k));
else
a(k) = x_1;
b(k) = b(k-1);
x_1 = x_2;
x_2 = a(k) + gamma*(b(k) - a(k));
end
end


+ 45
- 0
Work 1/scripts/golden_section/golden_section_interval.m View File

@@ -0,0 +1,45 @@
%
% Plot the [a,b] interval over the iterations for different lambda
% values (min, mid, max))
%


% Clear workspace and load the functions and interval
clear
addpath('..');
GivenEnv;

% * lambda_min: 0.0001
% * lambda_max: 0.1
% * N: 3 lambda values

N = 3;
lambda_min = 0.0001;
lambda_max = 0.1;
lambda = linspace(lambda_min, lambda_max, N);
k = zeros(1, N); % preallocate k


%
% * Call the golden_sector method for each lambda value for each function and
% keep the number of iterations needed.
% * Plot the [a,b] interval over iterations for each lambda for each function
%

for i = 1:length(funs)
figure;
for j = 1:N
[a, b, k(j)] = golden_section(funs{i}, a_0, b_0, lambda(j));
subplot(length(funs), 1, j)
plot(1:length(a), a, 'ob')
hold on
plot(1:length(b), b, '*r')
if j == 1
title(titles(i), 'Interpreter', 'latex')
end
xlabel("Iterations @lambda=" + lambda(j))
ylabel('[a_k, b_k]')
end
end


+ 39
- 0
Work 1/scripts/golden_section/golden_section_over_lambda.m View File

@@ -0,0 +1,39 @@
%
% Test the iteration needed for different lambda values.
%


% Clear workspace and load the functions and interval
clear
addpath('..');
GivenEnv;

% * lambda_min: 0.0001
% * lambda_max: 0.1
% * N: 50 points

N = 50;
lambda_min = 0.0001;
lambda_max = 0.1;
lambda = linspace(lambda_min, lambda_max, N);
k = zeros(1, N); % preallocate k


%
% * Call the golden_sector method for each lambda value for each function and
% keep the number of iterations needed.
% * Plot the iterations k(lambda) for each function
%

for i = 1:length(funs)
for j = 1:N
[a, b, k(j)] = golden_section(funs{i}, a_0, b_0, lambda(j));
end
subplot(1, length(funs), i)
plot(lambda, k, '-b', 'LineWidth', 1.0)
title(titles(i), 'Interpreter', 'latex')
xlabel('lambda')
ylabel('Iterations')
end


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