org.apache.commons.math.analysis.solvers
Class BrentSolver

java.lang.Object
  extended by org.apache.commons.math.ConvergingAlgorithmImpl
      extended by org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
          extended by org.apache.commons.math.analysis.solvers.BrentSolver
All Implemented Interfaces:
UnivariateRealSolver, ConvergingAlgorithm

public class BrentSolver
extends UnivariateRealSolverImpl

Implements the Brent algorithm for finding zeros of real univariate functions.

The function should be continuous but not necessarily smooth.

Version:
$Revision:670469 $ $Date:2008-06-23 10:01:38 +0200 (lun., 23 juin 2008) $

Field Summary
static double DEFAULT_ABSOLUTE_ACCURACY
          Default absolute accuracy
static int DEFAULT_MAXIMUM_ITERATIONS
          Default maximum number of iterations
 
Fields inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
defaultFunctionValueAccuracy, f, functionValue, functionValueAccuracy, result, resultComputed
 
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy
 
Constructor Summary
BrentSolver()
          Deprecated. in 2.2 (to be removed in 3.0).
BrentSolver(double absoluteAccuracy)
          Construct a solver with the given absolute accuracy.
BrentSolver(int maximumIterations, double absoluteAccuracy)
          Contstruct a solver with the given maximum iterations and absolute accuracy.
BrentSolver(UnivariateRealFunction f)
          Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.
 
Method Summary
 double solve(double min, double max)
          Deprecated. 
 double solve(double min, double max, double initial)
          Deprecated. 
 double solve(int maxEval, UnivariateRealFunction f, double min, double max)
          Find a zero in the given interval.
 double solve(int maxEval, UnivariateRealFunction f, double min, double max, double initial)
          Find a zero in the given interval with an initial guess.
 double solve(UnivariateRealFunction f, double min, double max)
          Deprecated. in 2.2 (to be removed in 3.0).
 double solve(UnivariateRealFunction f, double min, double max, double initial)
          Deprecated. in 2.2 (to be removed in 3.0).
 
Methods inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
checkResultComputed, clearResult, getFunctionValue, getFunctionValueAccuracy, getResult, isBracketing, isSequence, resetFunctionValueAccuracy, setFunctionValueAccuracy, setResult, setResult, verifyBracketing, verifyInterval, verifySequence
 
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

public static final double DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy

Since:
2.1
See Also:
Constant Field Values

DEFAULT_MAXIMUM_ITERATIONS

public static final int DEFAULT_MAXIMUM_ITERATIONS
Default maximum number of iterations

Since:
2.1
See Also:
Constant Field Values
Constructor Detail

BrentSolver

@Deprecated
public BrentSolver(UnivariateRealFunction f)
Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.

Construct a solver for the given function.

Parameters:
f - function to solve.

BrentSolver

@Deprecated
public BrentSolver()
Deprecated. in 2.2 (to be removed in 3.0).

Construct a solver with default properties.


BrentSolver

public BrentSolver(double absoluteAccuracy)
Construct a solver with the given absolute accuracy.

Parameters:
absoluteAccuracy - lower bound for absolute accuracy of solutions returned by the solver
Since:
2.1

BrentSolver

public BrentSolver(int maximumIterations,
                   double absoluteAccuracy)
Contstruct a solver with the given maximum iterations and absolute accuracy.

Parameters:
maximumIterations - maximum number of iterations
absoluteAccuracy - lower bound for absolute accuracy of solutions returned by the solver
Since:
2.1
Method Detail

solve

@Deprecated
public double solve(double min,
                               double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. 

Solve for a zero root in the given interval.

A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Parameters:
min - the lower bound for the interval.
max - the upper bound for the interval.
Returns:
a value where the function is zero
Throws:
FunctionEvaluationException - if an error occurs evaluating the function
MaxIterationsExceededException

solve

@Deprecated
public double solve(double min,
                               double max,
                               double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. 

Solve for a zero in the given interval, start at startValue.

A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Parameters:
min - the lower bound for the interval.
max - the upper bound for the interval.
initial - the start value to use
Returns:
a value where the function is zero
Throws:
FunctionEvaluationException - if an error occurs evaluating the function
MaxIterationsExceededException

solve

@Deprecated
public double solve(UnivariateRealFunction f,
                               double min,
                               double max,
                               double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. in 2.2 (to be removed in 3.0).

Find a zero in the given interval with an initial guess.

Throws IllegalArgumentException if the values of the function at the three points have the same sign (note that it is allowed to have endpoints with the same sign if the initial point has opposite sign function-wise).

Parameters:
f - function to solve.
min - the lower bound for the interval.
max - the upper bound for the interval.
initial - the start value to use (must be set to min if no initial point is known).
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
IllegalArgumentException - if initial is not between min and max (even if it is a root)

solve

public double solve(int maxEval,
                    UnivariateRealFunction f,
                    double min,
                    double max,
                    double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval with an initial guess.

Throws IllegalArgumentException if the values of the function at the three points have the same sign (note that it is allowed to have endpoints with the same sign if the initial point has opposite sign function-wise).

Overrides:
solve in class UnivariateRealSolverImpl
Parameters:
f - function to solve.
min - the lower bound for the interval.
max - the upper bound for the interval.
initial - the start value to use (must be set to min if no initial point is known).
maxEval - Maximum number of evaluations.
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
IllegalArgumentException - if initial is not between min and max (even if it is a root)

solve

@Deprecated
public double solve(UnivariateRealFunction f,
                               double min,
                               double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. in 2.2 (to be removed in 3.0).

Find a zero in the given interval.

Requires that the values of the function at the endpoints have opposite signs. An IllegalArgumentException is thrown if this is not the case.

Parameters:
f - the function to solve
min - the lower bound for the interval.
max - the upper bound for the interval.
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - if the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
IllegalArgumentException - if min is not less than max or the signs of the values of the function at the endpoints are not opposites

solve

public double solve(int maxEval,
                    UnivariateRealFunction f,
                    double min,
                    double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval.

Requires that the values of the function at the endpoints have opposite signs. An IllegalArgumentException is thrown if this is not the case.

Overrides:
solve in class UnivariateRealSolverImpl
Parameters:
f - the function to solve
min - the lower bound for the interval.
max - the upper bound for the interval.
maxEval - Maximum number of evaluations.
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - if the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
IllegalArgumentException - if min is not less than max or the signs of the values of the function at the endpoints are not opposites


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