org.apache.commons.math3.analysis.solvers

Class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>>

java.lang.Object

org.apache.commons.math3.analysis.solvers.FieldBracketingNthOrderBrentSolver<T>

Type Parameters:

T - the type of the field elements

All Implemented Interfaces:

BracketedRealFieldUnivariateSolver<T>

Direct Known Subclasses:

BracketingNthOrderBrentSolverDFP

public class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>>
extends java.lang.Object
implements BracketedRealFieldUnivariateSolver<T>

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.

Since:

3.6

Constructor Summary

Constructors

Constructor and Description
FieldBracketingNthOrderBrentSolver(T relativeAccuracy, T absoluteAccuracy, T functionValueAccuracy, int maximalOrder) Construct a solver.

Method Summary

Modifier and Type	Method and Description
T	getAbsoluteAccuracy() Get the absolute accuracy.
int	getEvaluations() Get the number of evaluations of the objective function.
T	getFunctionValueAccuracy() Get the function accuracy.
int	getMaxEvaluations() Get the maximal number of function evaluations.
int	getMaximalOrder() Get the maximal order.
T	getRelativeAccuracy() Get the relative accuracy.
T	solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, AllowedSolution allowedSolution) Solve for a zero in the given interval.
T	solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, T startValue, AllowedSolution allowedSolution) Solve for a zero in the given interval, start at startValue.

Methods inherited from class java.lang.Object

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

Constructor Detail

FieldBracketingNthOrderBrentSolver

public FieldBracketingNthOrderBrentSolver(T relativeAccuracy,
                                          T absoluteAccuracy,
                                          T 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

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of function evaluations.

Specified by:

getMaxEvaluations in interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

Returns:

the maximal number of function evaluations.

getEvaluations

public int getEvaluations()

Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Specified by:

getEvaluations in interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

Returns:

the number of evaluations of the objective function.

getAbsoluteAccuracy

public T getAbsoluteAccuracy()

Get the absolute accuracy.

Specified by:

getAbsoluteAccuracy in interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

Returns:

absolute accuracy

getRelativeAccuracy

public T getRelativeAccuracy()

Get the relative accuracy.

Specified by:

getRelativeAccuracy in interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

Returns:

relative accuracy

getFunctionValueAccuracy

public T getFunctionValueAccuracy()

Get the function accuracy.

Specified by:

getFunctionValueAccuracy in interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

Returns:

function accuracy

solve

public T solve(int maxEval,
               RealFieldUnivariateFunction<T> f,
               T min,
               T max,
               AllowedSolution allowedSolution)
        throws NullArgumentException,
               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 BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

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:

NullArgumentException - if f is null.

NoBracketingException - if root cannot be bracketed

solve

public T solve(int maxEval,
               RealFieldUnivariateFunction<T> f,
               T min,
               T max,
               T startValue,
               AllowedSolution allowedSolution)
        throws NullArgumentException,
               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 BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>

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:

NullArgumentException - if f is null.

NoBracketingException - if root cannot be bracketed