cubic_interp.m
Finds the extremum of a cubic interpolant built from function values and directional derivatives at two points and returns the best point inside the interpolation interval.
Syntax
[alpha,fx]=cubic_interp(end_a,end_b,alpha_a,alpha_b,f_a,dir_der_a,f_b,dir_der_b)
Arguments
end_a - first interpolation boundary in alpha space
end_b - second interpolation boundary in alpha space
alpha_a - first interpolation anchor point
alpha_b - second interpolation anchor point
f_a - function value at alpha_a
dir_der_a - directional derivative at alpha_a
f_b - function value at alpha_b
dir_der_b - directional derivative at alpha_b
Returns:
alpha - selected maximiser of the cubic model
fx - cubic model value at alpha
Outputs
this function produces output as described in source code
Examples
See examples in the Spinach distribution relevant to this function.
Notes
This page was generated from the function header in the Spinach repository.
See also
Version 2.11, authors: David Goodwin, Ilya Kuprov