comp.lang.idl-pvwave archive: archive

Home » Public Forums » archive » Re: Function Maximum

Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend

Re: Function Maximum [message #35486 is a reply to message #35485]

Thu, 19 June 2003 09:50

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

James Kuyper <kuyper@saicmodis.com> writes:

> Benjamin Panter wrote:
> ...
>> An inelegant solution that might work is to evaluate the funtion in the
>> range of interest to as high a precision as is computationally possible
>> - and then run MAX() on it - but there must be a nicer way? I think this
>> method will fall down if there is a very sharp global max but a wider
>> local max
>>
>> Apologies for not being much of a mathematician and failing to provide a
>> better way!
>
> Actually, for an arbitrary function, the method you describe is the only
> method that is absolutely guaranteed to find the true maximum value. Any
> method that is faster than that one is based upon assumptions about the
> function, such as the assumption that it is reasonably smooth.

Even the brute force method described above assumes that the function
is smooth enough that it doesn't vary in between grid samples. For
example, a finite sum of delta functions at random positions would
probably be missed by any approach.

Craig

--
------------------------------------------------------------ --------------
Craig B. Markwardt, Ph.D. EMAIL: craigmnet@cow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
------------------------------------------------------------ --------------

Report message to a moderator

[Message index]

		Re: Function Maximum By: faeriepunk on Fri, 20 June 2003 06:25
		Re: Function Maximum By: Paul Van Delst[1] on Thu, 19 June 2003 14:06
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 12:55
		Re: Function Maximum By: Haje Korth on Thu, 19 June 2003 11:48
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 10:10
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 09:50
		Re: Function Maximum By: James Kuyper on Thu, 19 June 2003 09:27
		Re: Function Maximum By: Benjamin Panter on Thu, 19 June 2003 08:02
		Re: Function Maximum By: Craig Markwardt on Thu, 19 June 2003 07:45
		Re: Function Maximum By: R.Bauer on Thu, 19 June 2003 07:44

Previous Topic:	Re: recording macros
Next Topic:	Return of the GIF?

-=] Back to Top [=-

[ Syndicate this forum (XML) ] [

] [

]

Current Time: Wed Oct 08 19:27:17 PDT 2025

Total time taken to generate the page: 0.00414 seconds