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MULTIMIN

MULTIMIN

Purpose


  This function minimizes a multidimensional function based on
  Powell's conjugate direction method, described in Numerical
  Recipes 3rd ed., ch 10.7.1. It repeatedly minimizes the function
  along a given 1D direction, and tries to choose new directions
  which don't spoil previous minimizations.
  The code is adapted from the pseudocode in ch 10.7.1 of Numerical
  Recipes 3rd ed. However, the actual code was written independently
  from the code in that book.

Category


  Numerical Recipes

Calling Sequence


  result = multimin(func, point, [fmin = fmin, tol = tol, _extra =
                    extra, /verbose)

Inputs


  func: String name of a function to minimize. The function must have
        a calling sequence like function func, x, _extra = extra. x must be
        a n-element vector. Extra keywords passed to multimin will be
        relayed to calls of func.
  point: A seed point to start the minimization at. An n-element
        array.

Keyword Parameters


  fmin: Set to a variable to hold the value of the function at the
        minimum value.
  tol: The fractional accuracy of the minimum location. Default is
        1d-4.
  verbose: Produce extra output.
  step: The rough scale of the function to minimize. This is the
        length of the first step taken during each line
        minimization. Default is 1.

Outputs


  The location of the minimum

Modification History


  June 2009: Written by Chris Beaumont.
  April 2010: Tweaked parameter checking. cnb.



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