/* tools.cc - miscellaneous useful functions & classes Adrian Groves, FMRIB Image Analysis Group Copyright (C) 2007 University of Oxford */ /* Part of FSL - FMRIB's Software Library http://www.fmrib.ox.ac.uk/fsl fsl@fmrib.ox.ac.uk Developed at FMRIB (Oxford Centre for Functional Magnetic Resonance Imaging of the Brain), Department of Clinical Neurology, Oxford University, Oxford, UK LICENCE FMRIB Software Library, Release 5.0 (c) 2012, The University of Oxford (the "Software") The Software remains the property of the University of Oxford ("the University"). 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Contact details are: innovation@isis.ox.ac.uk quoting reference DE/9564. */ #include "tools.h" #include "easylog.h" #include double DescendingZeroFinder::FindZero() const { Tracer_Plus tr("DescendingZeroFinder::FindZero"); double lower = searchMin; double upper = searchMax; double atLower, atUpper; double atSearchGuess = fcn(searchGuess); if (verbosity >= 2) LOG_ERR("IG: f(" << (searchGuess) << ") == " << atSearchGuess << endl); if (atSearchGuess < 0) { upper = searchGuess; atUpper = atSearchGuess; atLower = fcn(lower); if (verbosity >= 2) LOG_ERR("LG: f(" << (lower) << ") == " << atLower << endl); if (atLower <= 0) return lower; // hit the limit } else { lower = searchGuess; atLower = atSearchGuess; atUpper = fcn(upper); if (verbosity >= 2) LOG_ERR("UG: f(" << (upper) << ") == " << atUpper << endl); if (atUpper >= 0) return upper; // hit the limit } int evals = maxEvaluations - 2; double maxJump = searchScale; double guess, prevGuess = searchGuess; // double nonlinearity = 10; // force a bisection first time // Interpolation only while ( (evals > 0) && (upper-lower > tolX || atLower-atUpper > tolY || upper/lower > ratioTolX || atUpper/atLower > ratioTolY) ) { guess = guesstimator->GetGuess(lower, upper, atLower, atUpper); if (lower == guess || guess == upper) { // This should only happen if we're near the limits of // double precision (constant factor probably depends on // the guesstimator) assert(upper-lower <= 2*fabs(lower)*numeric_limits::epsilon()); LOG_ERR("DescendingZeroFinder: giving up without reaching tolerances because we're at the limits of double precision!\n"); LOG_ERR("Lower: f(" << lower << ") == " << atLower << endl << "Upper: f(" << upper << ") == " << atUpper << endl); break; } assert( lower < guess && guess < upper ); //cout << lower << "<" << guess << "<" << upper << endl; if (!fcn.PickFasterGuess(&guess, lower, upper)) evals--; // only count the non-cached evaluations. //cout << lower << "<" << guess << "<" << upper << endl; assert(lower < guess && guess < upper); if ( guess-prevGuess > maxJump) guess = prevGuess + maxJump; else if ( guess-prevGuess < -maxJump ) guess = prevGuess - maxJump; maxJump *= searchScaleGrowth; prevGuess = guess; // never mind -- already out of bounds // from checking the limits above. // cout << "upper" << "\t" << "guess" << "\t" << "lower" << endl; // cout << upper << "\t" << guess << "\t" << lower << endl; assert(guess > lower); assert(guess < upper); double atGuess = fcn(guess); // cout << atUpper << "\t" << atGuess << "\t" << atLower << endl << endl; if (verbosity >= 2) LOG_ERR("NG: f(" << (guess) << ") == " << atGuess << endl); // double atGuessIfLinear = // ( atLower+(atUpper-atLower)*(guess-lower)/(upper-lower) - atGuess ); // if (atGuess > atGuessIfLinear) // nonlinearity = (atGuess-atGuessIfLinear)/(atGuess-atUpper); // else // nonlinearity = (atGuessIfLinear-atGuess)/(atLower-atGuess); // cout << "Nonlinearity = " << nonlinearity << endl; // cout << "atGuess = " << atGuess // << "\natGuessIfLinear = " << atGuessIfLinear // << "\natLower = " << atLower // << "\natUpper = " << atUpper << endl; if (atGuess < 0) { upper = guess; atUpper = atGuess; } else { lower = guess; atLower = atGuess; } } /* // One final interpolation -- not necessary, we could pick anything // between lower and upper really. guess = guesstimator->GetGuess(lower, upper, atLower, atUpper); assert( lower <= guess && guess <= upper ); fcn.PickFasterGuess(&guess, lower, upper, true); assert( lower <= guess && guess <= upper ); */ // Pick either lower or upper bound, depending on which is closer to zero assert(atLower >= 0 && -atUpper >= 0); if (atLower < -atUpper) guess = lower; else guess = upper; if (verbosity >= 1) LOG_ERR("Final upper/lower ratio: " << (upper/lower) << endl); return guess; } double RiddlersGuesstimator::GetGuess(double lower, double upper, double atLower, double atUpper) { Tracer_Plus tr("RiddlersGuesstimator::GetGuess"); // equations below: from NRIC, section 9.2. Simpler than Brent, slightly less reliable. if (halfDone) { // Phase two: fancy estimation. halfDone = false; double x3, fx3; if (x1 == lower) { x3 = upper; fx3 = atUpper; } else { assert(x2 == upper); x3 = lower; fx3 = atLower; } assert(x1 < x3 && x3 < x2); assert(fx2 < fx1); Warning::IssueOnce("Riddler's Method; No special cases!"); if (false) //x3 != (x1 + x2)/2) { LOG_ERR("x3 == " << x3 << ", x1 == " << x1 << ", x2 = " << x2 << endl); LOG_ERR("x3 - (x1+x2)/2 == " << x3 - (x1+x2)/2 << endl); Warning::IssueAlways("Riddler's Method: x3 != (x1+x2)/2"); } else if (true) //(fx2 < fx3 && fx3 < fx1) { double s = (fx1-fx2 > 0) ? +1.0 : -1.0; // s = sign(fx1-fx2) double x4 = x3 + (x3-x1)*s*fx3/sqrt(fx3*fx3-fx1*fx2); Warning::IssueAlways("Riddler's Method: phase two"); assert(lower < x4 && x4 < upper); return x4; } else { Warning::IssueAlways("Riddler's Method cheat: dropping back to the bisection method!"); } } halfDone = true; // Phase one: just pick the midpoint, but save the values for phase two x1 = lower; fx1 = atLower; x2 = upper; fx2 = atUpper; Warning::IssueAlways("Riddler's Method: phase one"); double x3 = (x1 + x2)/2; return x3; }