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

Class BrentSolver

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.BrentSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver, Serializable

public class BrentSolver
extends AbstractUnivariateSolver

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.

Version:

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

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
BrentSolver() Construct a solver with default accuracy (1e-6).
BrentSolver(double absoluteAccuracy) Construct a solver.
BrentSolver(double relativeAccuracy, double absoluteAccuracy) Construct a solver.
BrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver.

Method Summary

Modifier and Type	Method and Description
protected double	doSolve() Method for implementing actual optimization algorithms in derived classes.

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, 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, solve

Constructor Detail

BrentSolver

public BrentSolver()

Construct a solver with default accuracy (1e-6).

BrentSolver

public BrentSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

BrentSolver

public BrentSolver(double relativeAccuracy,
                   double absoluteAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

BrentSolver

public BrentSolver(double relativeAccuracy,
                   double absoluteAccuracy,
                   double functionValueAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.

functionValueAccuracy - Function value accuracy.

Method Detail

doSolve

protected double doSolve()

Method for implementing actual optimization algorithms in derived classes.

Specified by:

doSolve in class BaseAbstractUnivariateSolver<UnivariateFunction>

Returns:

the root.