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java.lang.Objectorg.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
org.apache.commons.math3.analysis.solvers.BrentSolver
public class BrentSolver
This class implements the
Brent algorithm for finding zeros of real univariate functions.
The function should be continuous but not necessarily smooth.
The solve
method returns a zero x
of the function f
in the given interval [a, b]
to within a tolerance
6 eps abs(x) + t
where eps
is the relative accuracy and
t
is the absolute accuracy.
The given interval must bracket the root.
Constructor Summary | |
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BrentSolver()
Construct a solver with default accuracy (1e-6). |
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BrentSolver(double absoluteAccuracy)
Construct a solver. |
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BrentSolver(double relativeAccuracy,
double absoluteAccuracy)
Construct a solver. |
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BrentSolver(double relativeAccuracy,
double absoluteAccuracy,
double functionValueAccuracy)
Construct a solver. |
Method Summary | |
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protected double |
doSolve()
Method for implementing actual optimization algorithms in derived classes. |
Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver |
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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 |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver |
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getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve |
Constructor Detail |
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public BrentSolver()
public BrentSolver(double absoluteAccuracy)
absoluteAccuracy
- Absolute accuracy.public BrentSolver(double relativeAccuracy, double absoluteAccuracy)
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.public BrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy)
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.Method Detail |
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protected double doSolve() throws NoBracketingException, TooManyEvaluationsException, NumberIsTooLargeException
doSolve
in class BaseAbstractUnivariateSolver<UnivariateFunction>
NoBracketingException
- if the initial search interval does not bracket
a root and the solver requires it.
TooManyEvaluationsException
- if the maximal number of evaluations
is exceeded.
NumberIsTooLargeException
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