golden_sector method added
This commit is contained in:
parent
93cf747abd
commit
df7a86fae8
@ -1,5 +1,5 @@
|
|||||||
%
|
%
|
||||||
% Select the given region: [-1,3]
|
% Select the given interval: [-1,3]
|
||||||
a_0 = -1;
|
a_0 = -1;
|
||||||
b_0 = 3;
|
b_0 = 3;
|
||||||
|
|
||||||
|
@ -5,7 +5,7 @@ function [a, b, k] = bisection(fun, alpha, beta, epsilon, lambda)
|
|||||||
%
|
%
|
||||||
|
|
||||||
% Error checking
|
% Error checking
|
||||||
if 2*epsilon >= lambda
|
if 2*epsilon >= lambda || lambda <= 0
|
||||||
error ('Convergence criteria not met')
|
error ('Convergence criteria not met')
|
||||||
end
|
end
|
||||||
|
|
||||||
@ -21,7 +21,7 @@ while b(k) - a(k) > lambda
|
|||||||
x_1 = mid - epsilon;
|
x_1 = mid - epsilon;
|
||||||
x_2 = mid + epsilon;
|
x_2 = mid + epsilon;
|
||||||
|
|
||||||
% set new search reange
|
% set new search interval
|
||||||
k = k + 1;
|
k = k + 1;
|
||||||
if fun(x_1) < fun(x_2)
|
if fun(x_1) < fun(x_2)
|
||||||
a(k) = a(k-1);
|
a(k) = a(k-1);
|
||||||
|
48
Work 1/scripts/bisection/bisection_interval.m
Normal file
48
Work 1/scripts/bisection/bisection_interval.m
Normal 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
|
||||||
|
|
||||||
|
|
@ -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.
|
% epsilon values.
|
||||||
%
|
%
|
||||||
|
|
||||||
|
|
||||||
% Clear workspace and load the functions and region
|
% Clear workspace and load the functions and interval
|
||||||
clear
|
clear
|
||||||
addpath('..');
|
addpath('..');
|
||||||
GivenEnv;
|
GivenEnv;
|
||||||
@ -27,7 +27,7 @@ k = zeros(1,N); % preallocate k
|
|||||||
% keep the number of iterations needed.
|
% keep the number of iterations needed.
|
||||||
% * Plot the iterations k(epsilon) for each function
|
% * Plot the iterations k(epsilon) for each function
|
||||||
%
|
%
|
||||||
for i = 1:size(funs,2)
|
for i = 1:length(funs)
|
||||||
for j = 1:N
|
for j = 1:N
|
||||||
[a, b, k(j)] = bisection(funs{i}, a_0, b_0, epsilon(j), lambda);
|
[a, b, k(j)] = bisection(funs{i}, a_0, b_0, epsilon(j), lambda);
|
||||||
end
|
end
|
@ -4,7 +4,7 @@
|
|||||||
%
|
%
|
||||||
|
|
||||||
|
|
||||||
% Clear workspace and load the functions and region
|
% Clear workspace and load the functions and interval
|
||||||
clear
|
clear
|
||||||
addpath('..');
|
addpath('..');
|
||||||
GivenEnv;
|
GivenEnv;
|
37
Work 1/scripts/golden_section/golden_section.m
Normal file
37
Work 1/scripts/golden_section/golden_section.m
Normal 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
Work 1/scripts/golden_section/golden_section_interval.m
Normal file
45
Work 1/scripts/golden_section/golden_section_interval.m
Normal 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
Work 1/scripts/golden_section/golden_section_over_lambda.m
Normal file
39
Work 1/scripts/golden_section/golden_section_over_lambda.m
Normal 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
|
||||||
|
|
||||||
|
|
Loading…
x
Reference in New Issue
Block a user