net.finmath.rootfinder

Class RiddersMethod

java.lang.Object

net.finmath.rootfinder.RiddersMethod

All Implemented Interfaces:

RootFinder

public class RiddersMethod
extends java.lang.Object
implements RootFinder

This class implements Ridders root finder as a question-and-answer algorithm. The method is documented in Numerical Receipts in C.

Constructor Summary

Constructors

Constructor and Description
RiddersMethod(double leftPoint, double rightPoint)

Method Summary

Modifier and Type	Method and Description
double	getAccuracy()
double	getBestPoint()
double	getNextPoint()
int	getNumberOfIterations()
boolean	isDone()
static void	main(java.lang.String[] args)
void	setValue(double value)

Methods inherited from class java.lang.Object

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

Constructor Detail

RiddersMethod

public RiddersMethod(double leftPoint,
                     double rightPoint)

Parameters:

leftPoint - left point of search interval

rightPoint - right point of search interval

Method Detail

main

public static void main(java.lang.String[] args)

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.