Bisect: An implementation of the bisection algorithm for root finding.
Description
Most of the optimizations in Icens have a one dimensional
root-finding component. Since the quantities involved are generally
restricted to a subset of [0,1] we use bisection to find the roots.
Usage
Bisect(tA, pvec, ndir, Meps, tolbis=1e-07)
Arguments
tA
The transpose of the clique matrix.
pvec
The current estimate of the probability vector.
ndir
The direction to explore.
Meps
Machine epsilon, elements of pvec that are less
than this are assumed to be zero.
tolbis
The tolerance used to determine if the algorithm has
converged.
Value
The new estimate of pvec.
Details
We search from pvec in the direction ndir to obtain the
new value of pvec that maximizes the likelihood.