Class: OpenCLMinimization::BrentMinimizer

Inherits:
Object
  • Object
show all
Defined in:
lib/opencl/opencl_minimization.rb

Overview

Direct port of Brent algorithm found on GSL. See Unidimensional for methods.

Usage

n              = 3
start_point    = [1, 3, 5]
expected_point = [1.5, 3.5, 5.5]
end_point      = [3, 5, 7]
f              = "pow((x-2)*(x-4)*(x-6), 2)+1"
min = OpenCLMinimization::BisectionMinimizer.new(n, start_point, expected_point, end_point, f)
min.minimize
min.x_minimum
min.f_minimum

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(n, start_point, expected_point, end_point, f) ⇒ BrentMinimizer

Parameters:

  • n: Number of Jobs

  • start_point: Lower possible value

  • expected_point: Initial point

  • end_point: Higher possible value

  • f: Original function string



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# File 'lib/opencl/opencl_minimization.rb', line 214

def initialize(n, start_point, expected_point, end_point, f)
  @n              = n
  @start_point    = start_point
  @expected_point = expected_point
  @end_point      = end_point
  @f              = f
  @max_iterations = MAX_ITERATIONS_DEFAULT
  @epsilon        = EPSILON_DEFAULT
  @golden         = GOLDEN_DEFAULT
  @sqrt_epsilon   = SQRT_EPSILON_DEFAULT
end

Instance Attribute Details

#epsilon=(value) ⇒ Object (writeonly)

Sets the attribute epsilon

Parameters:

  • value —

    the value to set the attribute epsilon to.



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# File 'lib/opencl/opencl_minimization.rb', line 203

def epsilon=(value)
  @epsilon = value
end

#f_minimum ⇒ Object (readonly)

Returns the value of attribute f_minimum.



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# File 'lib/opencl/opencl_minimization.rb', line 200

def f_minimum
  @f_minimum
end

#golden=(value) ⇒ Object (writeonly)

Sets the attribute golden

Parameters:

  • value —

    the value to set the attribute golden to.



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# File 'lib/opencl/opencl_minimization.rb', line 204

def golden=(value)
  @golden = value
end

#max_iterations=(value) ⇒ Object (writeonly)

Sets the attribute max_iterations

Parameters:

  • value —

    the value to set the attribute max_iterations to.



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# File 'lib/opencl/opencl_minimization.rb', line 202

def max_iterations=(value)
  @max_iterations = value
end

#sqrt_epsilon=(value) ⇒ Object (writeonly)

Sets the attribute sqrt_epsilon

Parameters:

  • value —

    the value to set the attribute sqrt_epsilon to.



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# File 'lib/opencl/opencl_minimization.rb', line 205

def sqrt_epsilon=(value)
  @sqrt_epsilon = value
end

#x_minimum ⇒ Object (readonly)

Returns the value of attribute x_minimum.



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# File 'lib/opencl/opencl_minimization.rb', line 199

def x_minimum
  @x_minimum
end

Instance Method Details

#minimize ⇒ Object 



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# File 'lib/opencl/opencl_minimization.rb', line 226

def minimize
  # create Buffers for inputs and outputs
  start_buffer    = FFI::Buffer.alloc_inout(:pointer, @n)
  expected_buffer = FFI::Buffer.alloc_inout(:pointer, @n)
  end_buffer      = FFI::Buffer.alloc_inout(:pointer, @n)
  x_buffer        = FFI::Buffer.alloc_inout(:pointer, @n)
  f_buffer        = FFI::Buffer.alloc_inout(:pointer, @n)

  # set inputs
  start_buffer.write_array_of_float(@start_point)
  expected_buffer.write_array_of_float(@expected_point)
  end_buffer.write_array_of_float(@end_point)

  # call minimizer
  OpenCLMinimization::opencl_minimize(@n, start_buffer, expected_buffer, end_buffer, 3, @f, "", "", x_buffer,
                                      f_buffer, 0, @max_iterations, @epsilon, @golden, @sqrt_epsilon, PATH_TO_KERNEL)

  @x_minimum = Array.new(@n)
  @f_minimum = Array.new(@n)
  # read results
  @x_minimum = x_buffer.read_array_of_float(@n)
  @f_minimum = f_buffer.read_array_of_float(@n)
end