Class PegasusSolver
- 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.PegasusSolver
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- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,BracketedUnivariateSolver<UnivariateFunction>
,UnivariateSolver
public class PegasusSolver extends BaseSecantSolver
Implements the Pegasus 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 Pegasus method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Pegasus method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases. Also, the Pegasus method should converge faster than the
Illinois
method, another Regula Falsi-based method.The Pegasus method assumes that the function is continuous, but not necessarily smooth.
Implementation 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.
- 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 PegasusSolver()
Construct a solver with default accuracy (1e-6).PegasusSolver(double absoluteAccuracy)
Construct a solver.PegasusSolver(double relativeAccuracy, double absoluteAccuracy)
Construct a solver.PegasusSolver(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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PegasusSolver
public PegasusSolver()
Construct a solver with default accuracy (1e-6).
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PegasusSolver
public PegasusSolver(double absoluteAccuracy)
Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.
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PegasusSolver
public PegasusSolver(double relativeAccuracy, double absoluteAccuracy)
Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.
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PegasusSolver
public PegasusSolver(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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