net.finmath.rootfinder

Class BisectionSearch

java.lang.Object

net.finmath.rootfinder.BisectionSearch

All Implemented Interfaces:

RootFinder

public class BisectionSearch
extends java.lang.Object
implements RootFinder

This class implements a Bisection search algorithm, implemented as a question-and-answer search algorithm.

Constructor Summary

Constructors

Constructor and Description
BisectionSearch(double leftPoint, double rightPoint)

Method Summary

Modifier and Type	Method and Description
double	getAccuracy()
double	getBestPoint()
double	getNextPoint()
int	getNumberOfIterations()
boolean	isDone()
void	setValue(double value)

Methods inherited from class java.lang.Object

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

Constructor Detail

BisectionSearch

public BisectionSearch(double leftPoint,
                       double rightPoint)

Parameters:

leftPoint - left point of search interval

rightPoint - right point of search interval

Method Detail

getBestPoint

public double getBestPoint()

Specified by:

getBestPoint in interface RootFinder

Returns:

Best point optained so far

getNextPoint

public double getNextPoint()

Specified by:

getNextPoint in interface RootFinder

Returns:

Next point for which a value should be set using setValue.

setValue

public void setValue(double value)

Specified by:

setValue in interface RootFinder

Parameters:

value - Value corresponding to point returned by previous getNextPoint call.

getNumberOfIterations

public int getNumberOfIterations()

Specified by:

getNumberOfIterations in interface RootFinder

Returns:

Returns the numberOfIterations.

getAccuracy

public double getAccuracy()

Specified by:

getAccuracy in interface RootFinder

Returns:

Returns the accuracy.

isDone

public boolean isDone()

Specified by:

isDone in interface RootFinder

Returns:

Returns the isDone.