Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / __semi_bracket.m

diff --git a/octave_packages/optim-1.2.0/__semi_bracket.m b/octave_packages/optim-1.2.0/__semi_bracket.m
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+## Copyright (C) 2002 Etienne Grossmann <etienne@egdn.net>
+## Copyright (C) 2009 Levente Torok <TorokLev@gmail.com>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## [a, b, ga, gb, nev] = semi_bracket (f, dx, a, narg, args)
+##
+## Find an interval containing a local minimum of the function 
+## g : h in [a, inf[ ---> f (x+h*dx) where x = args{narg}
+##
+## The local minimum may be in a.
+## a < b.
+## nev is the number of function evaluations.
+
+function [a,b,ga,gb,n] = __semi_bracket (f, dx, a, narg, args)
+
+step = 1;
+
+x = args{narg};
+args{narg} =  x+a*dx; ga = feval (f, args );
+b = a + step;
+args{narg} =  x+b*dx; gb = feval (f, args );
+n = 2;
+
+if gb >= ga, return ; end
+
+while 1,
+
+  c = b + step;
+  args{narg} = x+c*dx; gc = feval( f, args );
+  n++;
+
+  if gc >= gb,                 # ga >= gb <= gc
+    gb = gc; b = c;
+    return;
+  end
+  step *= 2;
+  a = b; b = c; ga = gb; gb = gc;
+end