org.apache.commons.math3.analysis.solvers

Class BracketingNthOrderBrentSolver

java.lang.Object

org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>

org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver

org.apache.commons.math3.analysis.solvers.BracketingNthOrderBrentSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, BracketedUnivariateSolver<UnivariateFunction>, UnivariateSolver

public class BracketingNthOrderBrentSolver
extends AbstractUnivariateSolver
implements BracketedUnivariateSolver<UnivariateFunction>

This class implements a modification of the Brent algorithm.

The changes with respect to the original Brent algorithm are:

• the returned value is chosen in the current interval according to user specified AllowedSolution,
• the maximal order for the invert polynomial root search is user-specified instead of being invert quadratic only

The given interval must bracket the root.

Constructor Summary

Constructors

Constructor and Description
BracketingNthOrderBrentSolver() Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively)
BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) Construct a solver.
BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) Construct a solver.
BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) Construct a solver.

Method Summary

Modifier and Type	Method and Description
int	getMaximalOrder() Get the maximal order.
double	solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) Solve for a zero in the given interval.
double	solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) Solve for a zero in the given interval, start at startValue.

Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, solve, solve, solve

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve

Constructor Detail

BracketingNthOrderBrentSolver

public BracketingNthOrderBrentSolver()

Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively)

BracketingNthOrderBrentSolver

public BracketingNthOrderBrentSolver(double absoluteAccuracy,
                                     int maximalOrder)
                              throws NumberIsTooSmallException

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

maximalOrder - maximal order.

Throws:

NumberIsTooSmallException - if maximal order is lower than 2

BracketingNthOrderBrentSolver

public BracketingNthOrderBrentSolver(double relativeAccuracy,
                                     double absoluteAccuracy,
                                     int maximalOrder)
                              throws NumberIsTooSmallException

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

maximalOrder - maximal order.

Throws:

NumberIsTooSmallException - if maximal order is lower than 2

BracketingNthOrderBrentSolver

public BracketingNthOrderBrentSolver(double relativeAccuracy,
                                     double absoluteAccuracy,
                                     double functionValueAccuracy,
                                     int maximalOrder)
                              throws NumberIsTooSmallException

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

functionValueAccuracy - Function value accuracy.

maximalOrder - maximal order.

Throws:

NumberIsTooSmallException - if maximal order is lower than 2

Method Detail

getMaximalOrder

public int getMaximalOrder()

Get the maximal order.

Returns:

maximal order

solve

public double solve(int maxEval,
                    UnivariateFunction f,
                    double min,
                    double max,
                    AllowedSolution allowedSolution)
             throws TooManyEvaluationsException,
                    NumberIsTooLargeException,
                    NoBracketingException

Solve for a zero in the given interval. A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Specified by:

solve in interface BracketedUnivariateSolver<UnivariateFunction>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.

Returns:

A value where the function is zero.

Throws:

TooManyEvaluationsException - if the allowed number of evaluations is exceeded.

NumberIsTooLargeException

NoBracketingException

solve

public double solve(int maxEval,
                    UnivariateFunction f,
                    double min,
                    double max,
                    double startValue,
                    AllowedSolution allowedSolution)
             throws TooManyEvaluationsException,
                    NumberIsTooLargeException,
                    NoBracketingException

Solve for a zero in the given interval, start at startValue. A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Specified by:

solve in interface BracketedUnivariateSolver<UnivariateFunction>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

startValue - Start value to use.

allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.

Returns:

A value where the function is zero.

Throws:

TooManyEvaluationsException - if the allowed number of evaluations is exceeded.

NumberIsTooLargeException

NoBracketingException