/*
* Copyright © 2006 Ondra Kamenik
* Copyright © 2019 Dynare Team
*
* This file is part of Dynare.
*
* Dynare 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.
*
* Dynare 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 Dynare. If not, see .
*/
#ifndef OGU_NLSOLVE_H
#define OGU_NLSOLVE_H
#include "twod_matrix.hh"
#include "journal.hh"
#include
namespace ogu
{
class OneDFunction
{
public:
virtual ~OneDFunction() = default;
virtual double eval(double) = 0;
};
class GoldenSectionSearch
{
protected:
constexpr static double tol = 1.e-4;
/* This is equal to the golden section ratio. */
static double golden;
public:
static double search(OneDFunction &f, double x1, double x2);
protected:
/* This initializes a bracket by moving x2 and b (as a golden section of
x1,x2) so that f(x1)>f(b) && f(b)