fmin

Derivative free 1D function minimizer in modern Fortran

Status

Compiling

A Fortran Package Manager 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:

[dependencies]
fmin = { git="https://github.com/jacobwilliams/fmin.git" }

Example

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:

 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. This is generated by processing the source files with FORD.

License

The Fmin source code and related files and documentation are distributed under a permissive free software license (BSD-3).

fmin

Status

Compiling

Example

Documentation

License

See also

Developer Info

Jacob Williams

Source Files

Modules

Procedures