001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017package org.apache.commons.math4.legacy.analysis.solvers;
018
019
020/**
021 * This class implements the <a href="http://mathworld.wolfram.com/BrentsMethod.html">
022 * Brent algorithm</a> for finding zeros of real univariate functions.
023 * The function should be continuous but not necessarily smooth.
024 * The {@code solve} method returns a zero {@code x} of the function {@code f}
025 * in the given interval {@code [a, b]} to within a tolerance
026 * {@code 2 eps abs(x) + t} where {@code eps} is the relative accuracy and
027 * {@code t} is the absolute accuracy.
028 * <p>The given interval must bracket the root.</p>
029 * <p>
030 *  The reference implementation is given in chapter 4 of
031 *  <blockquote>
032 *   <b>Algorithms for Minimization Without Derivatives</b>,
033 *   <em>Richard P. Brent</em>,
034 *   Dover, 2002
035 *  </blockquote>
036 *
037 * @see BaseAbstractUnivariateSolver
038 */
039public class BrentSolver extends AbstractUnivariateSolver {
040
041    /** Default absolute accuracy. */
042    private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
043
044    /**
045     * Construct a solver with default absolute accuracy (1e-6).
046     */
047    public BrentSolver() {
048        this(DEFAULT_ABSOLUTE_ACCURACY);
049    }
050    /**
051     * Construct a solver.
052     *
053     * @param absoluteAccuracy Absolute accuracy.
054     */
055    public BrentSolver(double absoluteAccuracy) {
056        super(absoluteAccuracy);
057    }
058    /**
059     * Construct a solver.
060     *
061     * @param relativeAccuracy Relative accuracy.
062     * @param absoluteAccuracy Absolute accuracy.
063     */
064    public BrentSolver(double relativeAccuracy,
065                       double absoluteAccuracy) {
066        super(relativeAccuracy, absoluteAccuracy);
067    }
068    /**
069     * Construct a solver.
070     *
071     * @param relativeAccuracy Relative accuracy.
072     * @param absoluteAccuracy Absolute accuracy.
073     * @param functionValueAccuracy Function value accuracy.
074     *
075     * @see BaseAbstractUnivariateSolver#BaseAbstractUnivariateSolver(double,double,double)
076     */
077    public BrentSolver(double relativeAccuracy,
078                       double absoluteAccuracy,
079                       double functionValueAccuracy) {
080        super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy);
081    }
082
083    /**
084     * {@inheritDoc}
085     */
086    @Override
087    protected double doSolve() {
088        final double min = getMin();
089        final double max = getMax();
090        final double initial = getStartValue();
091
092        final org.apache.commons.numbers.rootfinder.BrentSolver rf =
093            new org.apache.commons.numbers.rootfinder.BrentSolver(getRelativeAccuracy(),
094                                                                  getAbsoluteAccuracy(),
095                                                                  getFunctionValueAccuracy());
096
097        double root = Double.NaN;
098        try {
099            root = rf.findRoot(arg -> computeObjectiveValue(arg),
100                               min, initial, max);
101        } catch (IllegalArgumentException e) {
102            // Redundant calls in order to throw the expected exceptions.
103            verifySequence(min, initial, max);
104            verifyBracketing(min, max);
105        }
106
107        return root;
108    }
109}