fr.cnes.sirius.patrius.math.analysis.solver

Class BaseSecantSolver

java.lang.Object

fr.cnes.sirius.patrius.math.analysis.solver.BaseAbstractUnivariateSolver<UnivariateFunction>

fr.cnes.sirius.patrius.math.analysis.solver.AbstractUnivariateSolver

fr.cnes.sirius.patrius.math.analysis.solver.BaseSecantSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, BracketedUnivariateSolver<UnivariateFunction>, UnivariateSolver, Serializable

Direct Known Subclasses:

IllinoisSolver, PegasusSolver, RegulaFalsiSolver

public abstract class BaseSecantSolver
extends AbstractUnivariateSolver
implements BracketedUnivariateSolver<UnivariateFunction>

Base class for all bracketing Secant-based methods for root-finding (approximating a zero of a univariate real function).

Implementation of the Regula Falsi and Illinois methods is 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.

Implementation of the Pegasus method is based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.

The Secant method is not a bracketing method, so it is not implemented here. It has a separate implementation.

Since:

3.0

Version:

$Id: BaseSecantSolver.java 18108 2017-10-04 06:45:27Z bignon $

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected static class	BaseSecantSolver.Method Secant-based root-finding methods.

Field Summary

Fields

Modifier and Type	Field and Description
protected static double	DEFAULT_ABSOLUTE_ACCURACY Default absolute accuracy.

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	BaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method methodIn) Construct a solver.
protected	BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method methodIn) Construct a solver.
protected	BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method methodIn) Construct a solver.

Method Summary

Methods

Modifier and Type	Method and Description
protected double	doSolve() Method for implementing actual optimization algorithms in derived classes.
double	solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) Solve for a zero in the given interval.
double	solve(int maxEval, UnivariateFunction f, double min, double max, double startValue) Solve for a zero in the given interval, start at startValue.
double	solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) Solve for a zero in the given interval, start at startValue.

Methods inherited from class fr.cnes.sirius.patrius.math.analysis.solver.BaseAbstractUnivariateSolver

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, 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 fr.cnes.sirius.patrius.math.analysis.solver.BaseUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

protected static final double DEFAULT_ABSOLUTE_ACCURACY

Default absolute accuracy.

See Also:

Constant Field Values

Constructor Detail

BaseSecantSolver

protected BaseSecantSolver(double absoluteAccuracy,
                BaseSecantSolver.Method methodIn)

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

methodIn - Secant-based root-finding method to use.

BaseSecantSolver

protected BaseSecantSolver(double relativeAccuracy,
                double absoluteAccuracy,
                BaseSecantSolver.Method methodIn)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

methodIn - Secant-based root-finding method to use.

BaseSecantSolver

protected BaseSecantSolver(double relativeAccuracy,
                double absoluteAccuracy,
                double functionValueAccuracy,
                BaseSecantSolver.Method methodIn)

Construct a solver.

Parameters:

relativeAccuracy - Maximum relative error.

absoluteAccuracy - Maximum absolute error.

functionValueAccuracy - Maximum function value error.

methodIn - Secant-based root-finding method to use

Method Detail

solve

public double solve(int maxEval,
           UnivariateFunction f,
           double min,
           double max,
           AllowedSolution allowedSolution)

Solve for a zero in the given interval. A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Specified by:

solve in interface BracketedUnivariateSolver<UnivariateFunction>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.

Returns:

A value where the function is zero.

solve

public double solve(int maxEval,
           UnivariateFunction f,
           double min,
           double max,
           double startValue,
           AllowedSolution allowedSolution)

Solve for a zero in the given interval, start at startValue. A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Specified by:

solve in interface BracketedUnivariateSolver<UnivariateFunction>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

startValue - Start value to use.

allowedSolution - The kind of solutions that the root-finding algorithm may accept as solutions.

Returns:

A value where the function is zero.

solve

public double solve(int maxEval,
           UnivariateFunction f,
           double min,
           double max,
           double startValue)

Solve for a zero in the given interval, start at startValue. A solver may require that the interval brackets a single zero root. Solvers that do require bracketing should be able to handle the case where one of the endpoints is itself a root.

Specified by:

solve in interface BaseUnivariateSolver<UnivariateFunction>

Overrides:

solve in class BaseAbstractUnivariateSolver<UnivariateFunction>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

startValue - Start value to use.

Returns:

a value where the function is zero.

doSolve

protected final double doSolve()

Method for implementing actual optimization algorithms in derived classes.

Specified by:

doSolve in class BaseAbstractUnivariateSolver<UnivariateFunction>

Returns:

the root.

Throws:

ConvergenceException - if the algorithm failed due to finite precision.