__author__ = 'chunk' import numpy as np import math def deriv(fn): dx = 0.00001 return lambda x: (fn(x + dx) - fn(x)) / dx def dampnm(fun, x0, lmbda, epsilon, gfun=None): assert lmbda < 1 and lmbda > 0 if gfun == None: gfun = deriv(fun) x_new = x0 x_old = None # while np.absolute(fun(x_new)) > epsilon: while x_old == None or np.absolute(fun(x_new) - fun(x_old)) > epsilon: x_old = x_new s = fun(x_old) / gfun(x_old) x_new = x_old - s while np.absolute(fun(x_new)) >= np.absolute(fun(x_old)): x_new = x_old - lmbda * s lmbda /= 2.0 print lmbda, x_new return x_new def test(): fn = lambda x: math.pow(x, 4) - x - 2 gfn = lambda x: 4 * math.pow(x, 3) - 1 print dampnm(fn, 1.5, 0.99, 0.00001, gfn) fn = lambda x: math.pow(x, 3) - x - 1 gfn = lambda x: 3 * math.pow(x, 2) - 1 print dampnm(fn, 0.6, 0.99, 0.00001, gfn) fn = lambda x: -math.pow(x, 3) + 5 * x gfn = lambda x: -3 * math.pow(x, 2) + 5 print dampnm(fn, 1.2, 0.99, 0.00001, gfn) # 0.99 1.375 # 0.99 1.35377701579 # 0.99 1.35321036029 # 0.99 1.3532099642 # 1.3532099642 # 0.01546875 1.13521875 # 0.01546875 1.36976137194 # 0.01546875 1.32649943078 # 0.01546875 1.32472090757 # 0.01546875 1.32471795725 # 0.01546875 1.32471795724 # 1.32471795724 # 0.2475 -1.90976470588 # 0.2475 -2.34458457506 # 0.2475 -2.24316474291 # 0.2475 -2.23610151441 # 0.2475 -2.23606797825 # 0.2475 -2.2360679775 # -2.2360679775 if __name__ == '__main__': test() pass