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.

Version:

$Id: SecantSolver.java 7721 2013-02-14 14:07:13Z CardosoP $

Field Summary

protected static double

DEFAULT_ABSOLUTE_ACCURACY Default absolute accuracy.

Constructor Summary

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

protected double

doSolve() Method for implementing actual optimization algorithms in derived classes.

Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence

Methods inherited from class java.lang.Object

clone, equals, finalize, 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

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

protected static final double DEFAULT_ABSOLUTE_ACCURACY

Default absolute accuracy.

See Also:

Constant Field Values

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

Method Detail

doSolve

protected final double doSolve()
                        throws TooManyEvaluationsException,
                               NoBracketingException

Method for implementing actual optimization algorithms in derived classes.

Specified by:

doSolve in class BaseAbstractUnivariateSolver<UnivariateFunction>

Returns:

the root.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

NoBracketingException - if the initial search interval does not bracket a root and the solver requires it.