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authorziejd22017-09-28 15:04:40 -0500
committerziejd22017-09-28 15:04:40 -0500
commit8070dc963753142bb86c4ed698d91fd623ed28e7 (patch)
treed0f6dd8fc46a49b819aa55c1a90faa14d8448883 /sourcecodes/bnt-master/netlab3.3/linemin.m
parent7cc31810d53176e805532b2789955f4eedbce6bb (diff)
downloadBNW-8070dc963753142bb86c4ed698d91fd623ed28e7.tar.gz
BNW using Octave instead of Matlab.
This version of BNW should perform the same as the original version. The only difference is that it uses Octave instead of Matlab when running BayesNet Toolbox during parameter learning.

I am calling this BNW_1.02. It can be accessed at:
compbio.uthsc.edu/BNW_1.02
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+function [x, options] = linemin(f, pt, dir, fpt, options, ...
+	varargin)
+%LINEMIN One dimensional minimization.
+%
+%	Description
+%	[X, OPTIONS] = LINEMIN(F, PT, DIR, FPT, OPTIONS) uses Brent's
+%	algorithm to find the minimum of the function F(X) along the line DIR
+%	through the point PT.  The function value at the starting point is
+%	FPT.  The point at which F has a local minimum is returned as X.  The
+%	function value at that point is returned in OPTIONS(8).
+%
+%	LINEMIN(F, PT, DIR, FPT, OPTIONS, P1, P2, ...) allows  additional
+%	arguments to be passed to F().
+%
+%	The optional parameters have the following interpretations.
+%
+%	OPTIONS(1) is set to 1 to display error values.
+%
+%	OPTIONS(2) is a measure of the absolute precision required for the
+%	value of X at the solution.
+%
+%	OPTIONS(3) is a measure of the precision required of the objective
+%	function at the solution.  Both this and the previous condition must
+%	be satisfied for termination.
+%
+%	OPTIONS(14) is the maximum number of iterations; default 100.
+%
+%	See also
+%	CONJGRAD, MINBRACK, QUASINEW
+%
+
+%	Copyright (c) Ian T Nabney (1996-2001)
+
+% Set up the options.
+if(options(14))
+  niters = options(14);
+else
+  niters = 100;
+end
+options(10) = 0; % Initialise count of function evaluations
+
+display = options(1);
+
+% Check function string
+f = fcnchk(f, length(varargin));
+
+% Value of golden section (1 + sqrt(5))/2.0
+phi = 1.6180339887499;
+cphi = 1 - 1/phi;
+TOL = sqrt(eps);	% Maximal fractional precision
+TINY = 1.0e-10;         % Can't use fractional precision when minimum is at 0
+
+% Bracket the minimum
+[br_min, br_mid, br_max, num_evals] = feval('minbrack', 'linef', ...
+  0.0, 1.0, fpt, f, pt, dir, varargin{:});
+options(10) = options(10) + num_evals;  % Increment number of fn. evals
+					% No gradient evals in minbrack
+
+% Use Brent's algorithm to find minimum
+% Initialise the points and function values
+w = br_mid;   	% Where second from minimum is
+v = br_mid;   	% Previous value of w
+x = v;   	% Where current minimum is
+e = 0.0; 	% Distance moved on step before last
+fx = feval('linef', x, f, pt, dir, varargin{:});
+options(10) = options(10) + 1;
+fv = fx; fw = fx;
+
+for n = 1:niters
+  xm = 0.5.*(br_min+br_max);  % Middle of bracket
+  % Make sure that tolerance is big enough
+  tol1 = TOL * (max(abs(x))) + TINY;
+  % Decide termination on absolute precision required by options(2)
+  if (max(abs(x - xm)) <= options(2) & br_max-br_min < 4*options(2))
+    options(8) = fx;
+    return;
+  end
+  % Check if step before last was big enough to try a parabolic step.
+  % Note that this will fail on first iteration, which must be a golden
+  % section step.
+  if (max(abs(e)) > tol1)
+    % Construct a trial parabolic fit through x, v and w
+    r = (fx - fv) .* (x - w);
+    q = (fx - fw) .* (x - v);
+    p = (x - v).*q - (x - w).*r;
+    q = 2.0 .* (q - r);
+    if (q > 0.0) p = -p; end
+    q = abs(q);
+    % Test if the parabolic fit is OK
+    if (abs(p) >= abs(0.5*q*e) | p <= q*(br_min-x) | p >= q*(br_max-x))
+      % No it isn't, so take a golden section step
+      if (x >= xm)
+        e = br_min-x;
+      else
+        e = br_max-x;
+      end
+      d = cphi*e;
+    else
+      % Yes it is, so take the parabolic step
+      e = d;
+      d = p/q;
+      u = x+d;
+      if (u-br_min < 2*tol1 | br_max-u < 2*tol1)
+        d = sign(xm-x)*tol1;
+      end
+    end
+  else
+    % Step before last not big enough, so take a golden section step
+    if (x >= xm)
+      e = br_min - x;
+    else
+      e = br_max - x;
+    end
+    d = cphi*e;
+  end
+  % Make sure that step is big enough
+  if (abs(d) >= tol1)
+    u = x+d;
+  else
+    u = x + sign(d)*tol1;
+  end
+  % Evaluate function at u
+  fu = feval('linef', u, f, pt, dir, varargin{:});
+  options(10) = options(10) + 1;
+  % Reorganise bracket
+  if (fu <= fx)
+    if (u >= x)
+      br_min = x;
+    else
+      br_max = x;
+    end
+    v = w; w = x; x = u;
+    fv = fw; fw = fx; fx = fu;
+  else
+    if (u < x)
+      br_min = u;   
+    else
+      br_max = u;
+    end
+    if (fu <= fw | w == x)
+      v = w; w = u;
+      fv = fw; fw = fu;
+    elseif (fu <= fv | v == x | v == w)
+      v = u;
+      fv = fu;
+    end
+  end
+  if (display == 1)
+    fprintf(1, 'Cycle %4d  Error %11.6f\n', n, fx);
+  end
+end
+options(8) = fx;