Class IllinoisSolver
- java.lang.Object
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- org.apache.commons.math4.legacy.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
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- org.apache.commons.math4.legacy.analysis.solvers.AbstractUnivariateSolver
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- org.apache.commons.math4.legacy.analysis.solvers.BaseSecantSolver
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- org.apache.commons.math4.legacy.analysis.solvers.IllinoisSolver
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- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,BracketedUnivariateSolver<UnivariateFunction>
,UnivariateSolver
public class IllinoisSolver extends BaseSecantSolver
Implements the Illinois method for root-finding (approximating a zero of a univariate real function). It is a modifiedRegula Falsi
method.Like the Regula Falsi method, convergence is guaranteed by maintaining a bracketed solution. The Illinois method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Illinois method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases.
The Illinois method assumes that the function is continuous, but not necessarily smooth.
Implementation 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.
- Since:
- 3.0
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Nested Class Summary
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Nested classes/interfaces inherited from class org.apache.commons.math4.legacy.analysis.solvers.BaseSecantSolver
BaseSecantSolver.Method
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Field Summary
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Fields inherited from class org.apache.commons.math4.legacy.analysis.solvers.BaseSecantSolver
DEFAULT_ABSOLUTE_ACCURACY
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Constructor Summary
Constructors Constructor Description IllinoisSolver()
Construct a solver with default accuracy (1e-6).IllinoisSolver(double absoluteAccuracy)
Construct a solver.IllinoisSolver(double relativeAccuracy, double absoluteAccuracy)
Construct a solver.IllinoisSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy)
Construct a solver.
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Method Summary
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Methods inherited from class org.apache.commons.math4.legacy.analysis.solvers.BaseSecantSolver
doSolve, solve, solve, solve
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Methods inherited from class org.apache.commons.math4.legacy.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, verifyBracketing, verifyInterval, verifySequence
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.math4.legacy.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve
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Constructor Detail
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IllinoisSolver
public IllinoisSolver()
Construct a solver with default accuracy (1e-6).
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IllinoisSolver
public IllinoisSolver(double absoluteAccuracy)
Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.
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IllinoisSolver
public IllinoisSolver(double relativeAccuracy, double absoluteAccuracy)
Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.
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IllinoisSolver
public IllinoisSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy)
Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Maximum function value error.
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