Help us understand the problem. What is going on with this article?

黄金分割法のRcppでの実装例

1.はじめに

表題の通り.Rだと計算に時間がかかる際にC++ライクに書いて実行速度を挙げる対処法がよく利用されます.前回の記事(囲い込みによる非線形最適化入門(私が))の黄金分割法のRcppによる実装を行いました.

2. サンプルプログラム

cpp, goldensection.cpp
#include<Rcpp.h>
using namespace Rcpp;
//[[Rcpp::export]]

List Gsearch(Function f, List interval, double tol = 1e-6, int niter = 1000){
  double upper, lower, gam, ai, bi;
  List output(3), fs(2);
  lower = interval[0];
  upper = interval[1];
  gam = (3-sqrt(5))/2;
  //std::cout << gam << std::endl;
  ai = lower + gam*(upper - lower);
  bi = lower + (1-gam)*(upper - lower);
  output[2] = niter;
  for(int i = 0; i < niter; i++){
    //std::cout << lower << " " <<  ai << " " << bi << " " << upper << std::endl;
    double fai = as<double>(f(ai));
    double fbi = as<double>(f(bi));
    if(fai <= fbi){
      upper = bi;
      bi = ai;
      ai = lower + gam * (upper - lower);
    }else{
      lower = ai;
      ai = bi;
      bi = lower + (1-gam)*(upper - lower);
    }
    if(abs(upper - lower) < tol){
      output[2] = i;
      break;
    }
  }
  output[0] = lower;
  output[1] = upper;
  return output;
}

f(ai) <= f(bi)の評価の際に,そのまま評価すると,結果が安定しないという点に詰まりました.f(ai),f(bi)の返り値の型をdoubleに変換することで解決しました.

m1t0
Major: statistics/Multivariate analysis/Psychometrics/R/ (R) C++/python3
Why not register and get more from Qiita?
  1. We will deliver articles that match you
    By following users and tags, you can catch up information on technical fields that you are interested in as a whole
  2. you can read useful information later efficiently
    By "stocking" the articles you like, you can search right away
Comments
No comments
Sign up for free and join this conversation.
If you already have a Qiita account
Why do not you register as a user and use Qiita more conveniently?
You need to log in to use this function. Qiita can be used more conveniently after logging in.
You seem to be reading articles frequently this month. Qiita can be used more conveniently after logging in.
  1. We will deliver articles that match you
    By following users and tags, you can catch up information on technical fields that you are interested in as a whole
  2. you can read useful information later efficiently
    By "stocking" the articles you like, you can search right away
ユーザーは見つかりませんでした