org.apache.commons.math3.analysis.solvers

Class SecantSolver

java.lang.Object

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

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

org.apache.commons.math3.analysis.solvers.SecantSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver

public class SecantSolver
extends AbstractUnivariateSolver

Implements the Secant method for root-finding (approximating a zero of a univariate real function). The solution that is maintained is not bracketed, and as such convergence is not guaranteed.

Implementation based on the following article: M. Dowell and P. Jarratt, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, volume 11, number 2, pages 168-174, Springer, 1971.

Note that since release 3.0 this class implements the actual Secant algorithm, and not a modified one. As such, the 3.0 version is not backwards compatible with previous versions. To use an algorithm similar to the pre-3.0 releases, use the Illinois algorithm or the Pegasus algorithm.

Constructor Summary

Constructors

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

SecantSolver

public SecantSolver()

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

SecantSolver

public SecantSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - absolute accuracy

SecantSolver

public SecantSolver(double relativeAccuracy,
                    double absoluteAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - relative accuracy

absoluteAccuracy - absolute accuracy