org.apache.commons.math3.analysis.solvers
Class BaseSecantSolver

java.lang.Object
  extended by org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
      extended by org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
          extended by org.apache.commons.math3.analysis.solvers.BaseSecantSolver
All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>, BracketedUnivariateSolver<UnivariateFunction>, UnivariateSolver
Direct Known Subclasses:
IllinoisSolver, PegasusSolver, RegulaFalsiSolver

public abstract class BaseSecantSolver
extends AbstractUnivariateSolver
implements BracketedUnivariateSolver<UnivariateFunction>

Base class for all bracketing Secant-based methods for root-finding (approximating a zero of a univariate real function).

Implementation of the Regula Falsi and Illinois methods is based on the following article: M. Dowell and P. Jarratt, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, volume 11, number 2, pages 168-174, Springer, 1971.

Implementation of the Pegasus method is based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.

The Secant method is not a bracketing method, so it is not implemented here. It has a separate implementation.

Since:
3.0
Version:
$Id: BaseSecantSolver.java 1379560 2012-08-31 19:40:30Z erans $

Nested Class Summary
protected static class BaseSecantSolver.Method
          Secant-based root-finding methods.
 
Field Summary
protected static double DEFAULT_ABSOLUTE_ACCURACY
          Default absolute accuracy.
 
Constructor Summary
protected BaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method method)
          Construct a solver.
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method method)
          Construct a solver.
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method method)
          Construct a solver.
 
Method Summary
protected  double doSolve()
          Method for implementing actual optimization algorithms in derived classes.
 double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution)
          Solve for a zero in the given interval.
 double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue)
          Solve for a zero in the given interval, start at startValue.
 double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution)
          Solve for a zero in the given interval, start at startValue.
 
Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, verifyBracketing, verifyInterval, verifySequence
 
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.math3.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve
 

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

protected static final double DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy.

See Also:
Constant Field Values
Constructor Detail

BaseSecantSolver

protected BaseSecantSolver(double absoluteAccuracy,
                           BaseSecantSolver.Method method)
Construct a solver.

Parameters:
absoluteAccuracy - Absolute accuracy.
method - Secant-based root-finding method to use.

BaseSecantSolver

protected BaseSecantSolver(double relativeAccuracy,
                           double absoluteAccuracy,
                           BaseSecantSolver.Method method)
Construct a solver.

Parameters:
relativeAccuracy - Relative accuracy.
absoluteAccuracy - Absolute accuracy.
method - Secant-based root-finding method to use.

BaseSecantSolver

protected BaseSecantSolver(double relativeAccuracy,
                           double absoluteAccuracy,
                           double functionValueAccuracy,
                           BaseSecantSolver.Method method)
Construct a solver.

Parameters:
relativeAccuracy - Maximum relative error.
absoluteAccuracy - Maximum absolute error.
functionValueAccuracy - Maximum function value error.
method - Secant-based root-finding method to use
Method Detail

solve

public double solve(int maxEval,
                    UnivariateFunction f,
                    double min,
                    double max,
                    AllowedSolution allowedSolution)
Solve for a zero 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.

Specified by:
solve in interface BracketedUnivariateSolver<UnivariateFunction>
Parameters:
maxEval - Maximum number of evaluations.
f - Function to solve.
min - Lower bound for the interval.
max - Upper bound for the interval.
allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.
Returns:
A value where the function is zero.

solve

public double solve(int maxEval,
                    UnivariateFunction f,
                    double min,
                    double max,
                    double startValue,
                    AllowedSolution allowedSolution)
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.

Specified by:
solve in interface BracketedUnivariateSolver<UnivariateFunction>
Parameters:
maxEval - Maximum number of evaluations.
f - Function to solve.
min - Lower bound for the interval.
max - Upper bound for the interval.
startValue - Start value to use.
allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.
Returns:
A value where the function is zero.

solve

public double solve(int maxEval,
                    UnivariateFunction f,
                    double min,
                    double max,
                    double startValue)
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.

Specified by:
solve in interface BaseUnivariateSolver<UnivariateFunction>
Overrides:
solve in class BaseAbstractUnivariateSolver<UnivariateFunction>
Parameters:
maxEval - Maximum number of evaluations.
f - Function to solve.
min - Lower bound for the interval.
max - Upper bound for the interval.
startValue - Start value to use.
Returns:
a value where the function is zero.

doSolve

protected final double doSolve()
                        throws ConvergenceException,
                               MathInternalError
Method for implementing actual optimization algorithms in derived classes.

Specified by:
doSolve in class BaseAbstractUnivariateSolver<UnivariateFunction>
Returns:
the root.
Throws:
ConvergenceException - if the algorithm failed due to finite precision.
MathInternalError


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