PegasusSolver.java

  1. /*
  2.  * Licensed to the Apache Software Foundation (ASF) under one or more
  3.  * contributor license agreements.  See the NOTICE file distributed with
  4.  * this work for additional information regarding copyright ownership.
  5.  * The ASF licenses this file to You under the Apache License, Version 2.0
  6.  * (the "License"); you may not use this file except in compliance with
  7.  * the License.  You may obtain a copy of the License at
  8.  *
  9.  *      http://www.apache.org/licenses/LICENSE-2.0
  10.  *
  11.  * Unless required by applicable law or agreed to in writing, software
  12.  * distributed under the License is distributed on an "AS IS" BASIS,
  13.  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  14.  * See the License for the specific language governing permissions and
  15.  * limitations under the License.
  16.  */

  17. package org.apache.commons.math4.legacy.analysis.solvers;

  18. /**
  19.  * Implements the <em>Pegasus</em> method for root-finding (approximating
  20.  * a zero of a univariate real function). It is a modified
  21.  * {@link RegulaFalsiSolver <em>Regula Falsi</em>} method.
  22.  *
  23.  * <p>Like the <em>Regula Falsi</em> method, convergence is guaranteed by
  24.  * maintaining a bracketed solution. The <em>Pegasus</em> method however,
  25.  * should converge much faster than the original <em>Regula Falsi</em>
  26.  * method. Furthermore, this implementation of the <em>Pegasus</em> method
  27.  * should not suffer from the same implementation issues as the <em>Regula
  28.  * Falsi</em> method, which may fail to convergence in certain cases. Also,
  29.  * the <em>Pegasus</em> method should converge faster than the
  30.  * {@link IllinoisSolver <em>Illinois</em>} method, another <em>Regula
  31.  * Falsi</em>-based method.</p>
  32.  *
  33.  * <p>The <em>Pegasus</em> method assumes that the function is continuous,
  34.  * but not necessarily smooth.</p>
  35.  *
  36.  * <p>Implementation based on the following article: M. Dowell and P. Jarratt,
  37.  * <em>The "Pegasus" method for computing the root of an equation</em>,
  38.  * BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer,
  39.  * 1972.</p>
  40.  *
  41.  * @since 3.0
  42.  */
  43. public class PegasusSolver extends BaseSecantSolver {

  44.     /** Construct a solver with default accuracy (1e-6). */
  45.     public PegasusSolver() {
  46.         super(DEFAULT_ABSOLUTE_ACCURACY, Method.PEGASUS);
  47.     }

  48.     /**
  49.      * Construct a solver.
  50.      *
  51.      * @param absoluteAccuracy Absolute accuracy.
  52.      */
  53.     public PegasusSolver(final double absoluteAccuracy) {
  54.         super(absoluteAccuracy, Method.PEGASUS);
  55.     }

  56.     /**
  57.      * Construct a solver.
  58.      *
  59.      * @param relativeAccuracy Relative accuracy.
  60.      * @param absoluteAccuracy Absolute accuracy.
  61.      */
  62.     public PegasusSolver(final double relativeAccuracy,
  63.                          final double absoluteAccuracy) {
  64.         super(relativeAccuracy, absoluteAccuracy, Method.PEGASUS);
  65.     }

  66.     /**
  67.      * Construct a solver.
  68.      *
  69.      * @param relativeAccuracy Relative accuracy.
  70.      * @param absoluteAccuracy Absolute accuracy.
  71.      * @param functionValueAccuracy Maximum function value error.
  72.      */
  73.     public PegasusSolver(final double relativeAccuracy,
  74.                          final double absoluteAccuracy,
  75.                          final double functionValueAccuracy) {
  76.         super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.PEGASUS);
  77.     }
  78. }