From 197e88c3b56d28840217010a2871c6ea3a4dd1a4 Mon Sep 17 00:00:00 2001
From: Alberto Ruiz <aruiz@um.es>
Date: Wed, 21 May 2014 10:30:55 +0200
Subject: update dependencies, move examples etc

---
 examples/minimize.hs | 50 ++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 50 insertions(+)
 create mode 100644 examples/minimize.hs

(limited to 'examples/minimize.hs')

diff --git a/examples/minimize.hs b/examples/minimize.hs
new file mode 100644
index 0000000..19b2cb3
--- /dev/null
+++ b/examples/minimize.hs
@@ -0,0 +1,50 @@
+-- the multidimensional minimization example in the GSL manual
+import Numeric.GSL
+import Numeric.LinearAlgebra
+import Graphics.Plot
+import Text.Printf(printf)
+
+-- the function to be minimized
+f [x,y] = 10*(x-1)^2 + 20*(y-2)^2 + 30
+
+-- exact gradient
+df [x,y] = [20*(x-1), 40*(y-2)]
+
+-- a minimization algorithm which does not require the gradient
+minimizeS f xi = minimize NMSimplex2 1E-2 100 (replicate (length xi) 1) f xi
+
+-- Numerical estimation of the gradient
+gradient f v = [partialDerivative k f v | k <- [0 .. length v -1]]
+
+partialDerivative n f v = fst (derivCentral 0.01 g (v!!n)) where
+    g x = f (concat [a,x:b])
+    (a,_:b) = splitAt n v
+
+disp = putStrLn . format "  " (printf "%.3f")
+
+allMethods :: (Enum a, Bounded a) => [a]
+allMethods = [minBound .. maxBound]
+
+test method = do
+    print method
+    let (s,p) = minimize method 1E-2 30 [1,1] f [5,7]
+    print s
+    disp p
+
+testD method = do
+    print method
+    let (s,p) = minimizeD method 1E-3 30 1E-2 1E-4 f df [5,7]
+    print s
+    disp p
+
+testD' method = do
+    putStrLn $ show method ++ " with estimated gradient"
+    let (s,p) = minimizeD method 1E-3 30 1E-2 1E-4 f (gradient f) [5,7]
+    print s
+    disp p
+
+main = do
+    mapM_ test [NMSimplex, NMSimplex2]
+    mapM_ testD allMethods
+    testD' ConjugateFR
+    mplot $ drop 3 . toColumns . snd $ minimizeS f [5,7]
-- 
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