Java source code of 'jhplot.math.num.root.SecantRootFinder'

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package jhplot.math.num.root;

import jhplot.math.num.ConvergenceException;
import jhplot.math.num.Function;
import jhplot.math.num.IterativeMethod;
import jhplot.math.num.NumericException;

/**
 * 

* The secant method (1) for finding roots of functions. *

*

* For example, to find roots for sine, first a * {@link jhplot.math.num.Function} is defined: * *

 * Function sine = new Function() {
 *    public double evaluate(double x) {
 *        return Math.sin(x);
 *    }}
 * };
 * 
* *

*

* Then, a secant root finder is created with the above function: * *

 * SecantRootFinder finder = new SecantRootFinder(sine);
 * 
* *

*

* Lastly, locating roots is accomplished using the {@link #findRoot} method: * *

 * // find the root around 3 and 4.
 * double pi = finder.findRoot(3.0, 4.0);
 * 
 * // find the root around 3.5 and 4.
 * pi = finder.findRoot(3.5, 4.0);
 * 
 * // find the root around -1 and 1.
 * double zero = finder.findRoot(-1.0, 1.0);
 * 
* *

*

* References: *

    *
  1. Eric W. Weisstein. "Secant Method." From MathWorld--A Wolfram Web * Resource. * http://mathworld.wolfram.com/SecantMethod.html
  2. *
*

* * @since 1.1 * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:14 $ */ public class SecantRootFinder extends IterativeMethod { /** the target function. */ private Function function; /** * Create a root finder for the given function. * * @param f the target function. */ public SecantRootFinder(Function f) { this(f, 100, 1.0e-15); } /** * Create a root finder for the given function. * * @param f the target function. * @param iterations maximum number of iterations. * @param error maximum relative error. */ public SecantRootFinder(Function f, int iterations, double error) { super(iterations, error); setFunction(f); } /** * Find a root of the target function that lies around the two initial * approximations, x0 and x1. * * @param x0 an initial approximation to the root. * @param x1 another initial approximation to the root. * @return a root that lies close to x0 and x1. * @throws NumericException if a root could not be found. */ public double findRoot(double x0, double x1) throws NumericException { double f0 = function.evaluate(x0); double f1 = function.evaluate(x1); double f; int n = 0; double x; double delta; double error; do { delta = f1 * (x1 - x0) / (f1 - f0); x = x1 - delta; f = function.evaluate(x); error = Math.max(Math.abs(f), Math.abs(delta / x1)); // update for next iteration ++n; x0 = x1; f0 = f1; x1 = x; f1 = f; } while (n < getMaximumIterations() && error > getMaximumRelativeError()); if (n >= getMaximumIterations()) { throw new ConvergenceException("Secant method failed to converge."); } return x1; } /** * Access the target function. * * @return the target function. */ public Function getFunction() { return function; } /** * Modify the target function. * * @param f the new target function. */ public void setFunction(Function f) { if (f == null) { throw new IllegalArgumentException("Function can not be null."); } this.function = f; } }