Package org.apache.commons.numbers.rootfinder

Class BrentSolver

java.lang.Object

org.apache.commons.numbers.rootfinder.BrentSolver

public class BrentSolver
extends Object

This class implements the Brent algorithm for finding zeros of real univariate functions. The function should be continuous but not necessarily smooth. The solve method returns a zero x of the function f in the given interval [a, b] to within a tolerance 2 eps abs(x) + t where eps is the relative accuracy and t is the absolute accuracy.

The given interval must bracket the root.

The reference implementation is given in chapter 4 of

Algorithms for Minimization Without Derivatives, Richard P. Brent, Dover, 2002

Constructor Summary

Constructors

Constructor	Description
BrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy)	Construct a solver.

Method Summary

Modifier and Type	Method	Description
double	findRoot(DoubleUnaryOperator func, double min, double max)	Search the function's zero within the given interval.
double	findRoot(DoubleUnaryOperator func, double min, double initial, double max)	Search the function's zero within the given interval, starting from the given estimate.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BrentSolver

public BrentSolver(double relativeAccuracy,
                   double absoluteAccuracy,
                   double functionValueAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

functionValueAccuracy - Function value accuracy.

Method Detail

findRoot

public double findRoot(DoubleUnaryOperator func,
                       double min,
                       double max)

Search the function's zero within the given interval.

Parameters:

func - Function to solve.

min - Lower bound.

max - Upper bound.

Returns:

the root.

Throws:

IllegalArgumentException - if min > max.

IllegalArgumentException - if the given interval does not bracket the root.

findRoot

public double findRoot(DoubleUnaryOperator func,
                       double min,
                       double initial,
                       double max)

Search the function's zero within the given interval, starting from the given estimate.

Parameters:

func - Function to solve.

min - Lower bound.

initial - Initial guess.

max - Upper bound.

Returns:

the root.

Throws:

IllegalArgumentException - if min > max or initial is not in the [min, max] interval.

IllegalArgumentException - if the given interval does not bracket the root.