golden_sector method added

Work 1/scripts/golden_section/golden_section.m

@@ -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
+

Work 1/scripts/golden_section/golden_section_interval.m

@@ -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
+
+  

Work 1/scripts/golden_section/golden_section_over_lambda.m

@@ -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
+
+