org.apache.commons.math3.analysis.solvers

Class BrentSolver

java.lang.Object

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

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

org.apache.commons.math3.analysis.solvers.BrentSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver

public class BrentSolver
extends AbstractUnivariateSolver

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

See Also:

BaseAbstractUnivariateSolver

Constructor Summary

Constructors

Constructor and Description
BrentSolver() Construct a solver with default absolute accuracy (1e-6).
BrentSolver(double absoluteAccuracy) Construct a solver.
BrentSolver(double relativeAccuracy, double absoluteAccuracy) Construct a solver.
BrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver.

Method Summary

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

BrentSolver

public BrentSolver()

Construct a solver with default absolute accuracy (1e-6).

BrentSolver

public BrentSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

BrentSolver

public BrentSolver(double relativeAccuracy,
                   double absoluteAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

BrentSolver

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

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

functionValueAccuracy - Function value accuracy.

See Also:

BaseAbstractUnivariateSolver.BaseAbstractUnivariateSolver(double,double,double)