| [S,E,G]=golden(f,a,b,delta,epsilon) |
function [S,E,G]=golden(f,a,b,delta,epsilon)
%Input - f is the object function input as a string 'f'
% - a and b are the endpoints of the interval
% - delta is the tolerance for the abscissas
% - epsilon is the tolerance for the ordinates
%Output - S=(p,yp) contains the abscissa p and
% the ordinate yp of the minimum
% - E=(dp,dy) contains the error bounds for p and yp
% - G is an n x 4 matrix: the kth row contains [ak ck dk bk];
% the values of a, c, d, and b at the kth iteration
% NUMERICAL METHODS: MATLAB Programs
%(c) 1999 by John H. Mathews and Kurtis D. Fink
%To accompany the textbook:
%NUMERICAL METHODS Using MATLAB,
%by John H. Mathews and Kurtis D. Fink
%ISBN 0-13-270042-5, (c) 1999
%PRENTICE HALL, INC.
%Upper Saddle River, NJ 07458
r1=(sqrt(5)-1)/2;
r2=r1^2;
h=b-a;
ya=feval(f,a);
yb=feval(f,b);
c=a+r2*h;
d=a+r1*h;
yc=feval(f,c);
yd=feval(f,d);
k=1;
A(k)=a; B(k)=b; C(k)=c; D(k)=d;
while (abs(yb-ya)>epsilon)|(h>delta)
k=k+1;
if (yc<yd)
b=d;
yb=yd;
d=c;
yd=yc;
h=b-a;
c=a+r2*h;
yc=feval(f,c);
else
a=c;
ya=yc;
c=d;
yc=yd;
h=b-a;
d=a+r1*h;
yd=feval(f,d);
end
A(k)=a; B(k)=b; C(k)=c; D(k)=d;
end
dp=abs(b-a);
dy=abs(yb-ya);
p=a;
yp=ya;
if (yb<ya)
p=b;
yp=yb;
end
G=[A' C' D' B'];
S=[p yp];
E=[dp dy];
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