org.jquantlib.math

Class AbstractSolver1D<F extends Ops.DoubleOp>

java.lang.Object

org.jquantlib.math.AbstractSolver1D<F>

Direct Known Subclasses:

Bisection, Brent, FalsePosition, Newton, NewtonSafe, Ridder, Secant

public abstract class AbstractSolver1D<F extends Ops.DoubleOp>
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
AbstractSolver1D()
AbstractSolver1D(int maxEvalautions, boolean lowerBoundEnforced, boolean upperBoundenforeced)

Method Summary

Modifier and Type	Method and Description
int	getMaxEvaluations()
int	getNumEvaluations()
void	setLowerBound(double lowerBound)
void	setMaxEvaluations(int evaluations)
void	setUpperBound(double upperBound)
double	solve(F f, double accuracy, double guess, double step) This method returns the zero of the function f, determined with the given accuracy epsilon; depending on the particular solver, this might mean that the returned x is such that |f(x)| < epsilon f, or that f |x-\xi| < \epsilon \f$ where \f$ \xi \f$ is the real zero.
double	solve(F f, double accuracy, double guess, double xMin, double xMax) This method returns the zero of the function , determined with the given accuracy ; depending on the particular solver, this might mean that the returned is such that , or that where is the real zero.

Methods inherited from class java.lang.Object

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

Constructor Detail

AbstractSolver1D

public AbstractSolver1D()

AbstractSolver1D

public AbstractSolver1D(int maxEvalautions,
                        boolean lowerBoundEnforced,
                        boolean upperBoundenforeced)

Method Detail

solve

public double solve(F f,
                    double accuracy,
                    double guess,
                    double step)

This method returns the zero of the function f, determined with the given accuracy epsilon; depending on the particular solver, this might mean that the returned x is such that |f(x)| < epsilon f, or that f |x-\xi| < \epsilon \f$ where \f$ \xi \f$ is the real zero.

This method contains a bracketing routine to which an initial guess must be supplied as well as a step used to scan the range of the possible bracketing values.

solve

public double solve(F f,
                    double accuracy,
                    double guess,
                    double xMin,
                    double xMax)

This method returns the zero of the function , determined with the given accuracy ; depending on the particular solver, this might mean that the returned is such that , or that where is the real zero.

An initial guess must be supplied, as well as two values and which must bracket the zero (i.e., either , or must be true).

Parameters:

f - is the function we wish to find a root

accuracy - is the desired accuracy

guess -

xMin -

xMax -

Returns:

a zero of a function

setMaxEvaluations

public void setMaxEvaluations(int evaluations)

getMaxEvaluations

public int getMaxEvaluations()

setLowerBound

public void setLowerBound(double lowerBound)

setUpperBound

public void setUpperBound(double upperBound)

getNumEvaluations

public int getNumEvaluations()