optimize/scalar: add Brent's method for univariate minimization #2067
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kortschak
reviewed
Dec 21, 2025
optimize/scalar/brent_min.go
Outdated
| const c = 0.3819660112501051517954131656343618822796908201942371 | ||
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| // Default settings | ||
| tol := math.Sqrt(epsilon) |
optimize/scalar/brent_min_test.go
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| settings *Settings | ||
| wantX float64 | ||
| wantStatus Status | ||
| distTol float64 // 許容する x の誤差 (wantX との距離) |
Thanks, applied Co-authored-by: Dan Kortschak <[email protected]>
Thanks, applied Co-authored-by: Dan Kortschak <[email protected]>
Update epsilon to use the hexadecimal floating-point literal 0x1p-52. Define the default tolerance (sqrt of epsilon) as a constant 0x1p-26 instead of calculating it at runtime.
- Translate Japanese comments in tests to English. - Use hexadecimal floating-point literals for epsilon. - Clarify documentation for default MaxIterations.
kortschak
reviewed
Dec 21, 2025
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
- Group constants and state variables (e, d) into blocks. - Simplify numeric expressions and literals (e.g., use /2 instead of *0.5). - Use hexadecimal floating-point literals for epsilon. - Prepare Status type for stringer and remove manual String method.
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
Updated the implementation to align with Gonum coding standards: - Improved constant/variable grouping and numeric expressions. - Integrated stringer for Status type. - Refactored tests by hoisting cases and simplifying identifiers.
kortschak
reviewed
Dec 23, 2025
Co-authored-by: Dan Kortschak <[email protected]>
Co-authored-by: Dan Kortschak <[email protected]>
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This PR addresses issue #483 by introducing a new sub-package
optimize/scalarand implementing Brent's method for finding the local minimum of a univariate function.Summary of Changes
gonum/optimize/scalarpackage.BrentMin, a derivative-free minimization algorithm combining the golden section search and successive parabolic interpolation.fmin.f(by Richard Brent) to ensure numerical stability and correctness.brent_min_test.go.Design Decisions
brent_min.go(instead of justbrent.go) to explicitly distinguish it from Brent's root-finding method (Zeroin). This leaves room to add the root-finding algorithm (discussed in optimize, all: Re-use of the optimize implementation #925) asbrent_root.goin the same package in the future.Settingsstruct for fine-grained control (tolerance, max iterations) and returns aResultstruct with metadata (status, iteration count), following the convention of theoptimizepackage.Reference
fmin: http://www.netlib.org/opt/fmin.fNote for reviewers:
I am a university student studying numerical analysis, and this is my first contribution to Gonum (and OSS in general). I have tried to follow the project's conventions, but I would greatly appreciate any feedback or guidance if there are areas for improvement.