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https://github.com/jacobwilliams/fmin
Derivative free 1D function minimizer in modern Fortran
https://github.com/jacobwilliams/fmin
brent fortran-package-manager minimization
Last synced: about 6 hours ago
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Derivative free 1D function minimizer in modern Fortran
- Host: GitHub
- URL: https://github.com/jacobwilliams/fmin
- Owner: jacobwilliams
- License: bsd-3-clause
- Created: 2021-11-24T16:13:18.000Z (almost 3 years ago)
- Default Branch: master
- Last Pushed: 2024-01-23T18:09:57.000Z (10 months ago)
- Last Synced: 2024-01-23T19:29:02.771Z (10 months ago)
- Topics: brent, fortran-package-manager, minimization
- Language: Fortran
- Homepage:
- Size: 628 KB
- Stars: 5
- Watchers: 3
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
============
Derivative free 1D function minimizer in modern Fortran
### Status
[](https://github.com/topics/fortran)
[](https://github.com/jacobwilliams/fmin/releases/latest)
[](https://github.com/jacobwilliams/fmin/actions)
[](https://codecov.io/gh/jacobwilliams/fmin)
[](https://github.com/jacobwilliams/fmin/commits/master)
### Compiling
A [Fortran Package Manager](https://github.com/fortran-lang/fpm) manifest file is included, so that the library and test cases can be compiled with FPM. For example:
```
fpm build --profile release
fpm test --profile release
```
By default, the library is built with double precision (`real64`) real values. Explicitly specifying the real kind can be done using the following preprocessor flags:
Preprocessor flag | Kind | Number of bytes
----------------- | ----- | ---------------
`REAL32` | `real(kind=real32)` | 4
`REAL64` | `real(kind=real64)` | 8
`REAL128` | `real(kind=real128)` | 16
For example, to build a single precision version of the library, use:
```
fpm build --profile release --flag "-DREAL32"
```
To use `fmin` within your fpm project, add the following to your `fpm.toml` file:
```toml
[dependencies]
fmin = { git="https://github.com/jacobwilliams/fmin.git" }
```
### Example
```fortran
program test
use fmin_module
use iso_fortran_env, only: wp => real64 ! double precision
real(wp) :: xmin, xerr
real(wp),parameter :: ax = -4.0_wp ! lower bound
real(wp),parameter :: bx = 0.0_wp ! upper bound
real(wp),parameter :: tol = 1.0e-8_wp ! tolerance
real(wp),parameter :: pi = acos(-1.0_wp) ! pi
real(wp),parameter :: x = -pi/2.0_wp ! true answer
xmin = fmin(func,ax,bx,tol) ! compute the minimum
xerr = xmin - x ! difference from true value
write(*,*) 'xmin = ', xmin
write(*,*) 'xmin exact = ', x
write(*,*) 'xmin error = ', xerr
contains
function func(x) result(f)
implicit none
real(wp),intent(in) :: x !! indep. variable
real(wp) :: f !! function value `f(x)`
f = sin(x)
end function func
end program test
```
The output is:
```text
xmin = -1.5707963254967554
xmin exact = -1.5707963267948966
xmin error = 1.2981411501300499E-009
```
### Documentation
* The API documentation for the current ```master``` branch can be found [here](https://jacobwilliams.github.io/fmin/). This is generated by processing the source files with [FORD](https://github.com/Fortran-FOSS-Programmers/ford).
### License
* The Fmin source code and related files and documentation are distributed under a permissive free software [license](https://github.com/jacobwilliams/fmin/blob/master/LICENSE) (BSD-3).
### See also
* Richard Brent, "[Algorithms for Minimization Without Derivatives](https://maths-people.anu.edu.au/~brent/pub/pub011.html)",
Prentice - Hall, Inc. (1973)
* [fmin from Netlib](http://www.netlib.org/fmm/fmin.f)
* [roots-fortran](https://github.com/jacobwilliams/roots-fortran) (1D derivative-free roots solvers)