public final class UnivariateSolverUtils extends Object
UnivariateSolver
objects.Modifier and Type | Method and Description |
---|---|
static double[] |
bracket(UnivariateFunction function,
double initial,
double lowerBound,
double upperBound)
This method attempts to find two values a and b satisfying
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) < 0
If f is continuous on [a,b], this means that a and b bracket a root of f. |
static double[] |
bracket(UnivariateFunction function,
double initial,
double lowerBound,
double upperBound,
int maximumIterations)
This method attempts to find two values a and b satisfying
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) <= 0
If f is continuous on [a,b], this means that a and b bracket a root of f. |
static double |
forceSide(int maxEval,
UnivariateFunction f,
BracketedUnivariateSolver<UnivariateFunction> bracketing,
double baseRoot,
double min,
double max,
AllowedSolution allowedSolution)
Force a root found by a non-bracketing solver to lie on a specified side,
as if the solver was a bracketing one.
|
static boolean |
isBracketing(UnivariateFunction function,
double lower,
double upper)
Check whether the interval bounds bracket a root.
|
static boolean |
isSequence(double start,
double mid,
double end)
Check whether the arguments form a (strictly) increasing sequence.
|
static double |
midpoint(double a,
double b)
Compute the midpoint of two values.
|
static double |
solve(UnivariateFunction function,
double x0,
double x1)
Convenience method to find a zero of a univariate real function.
|
static double |
solve(UnivariateFunction function,
double x0,
double x1,
double absoluteAccuracy)
Convenience method to find a zero of a univariate real function.
|
static void |
verifyBracketing(UnivariateFunction function,
double lower,
double upper)
Check that the endpoints specify an interval and the end points
bracket a root.
|
static void |
verifyInterval(double lower,
double upper)
Check that the endpoints specify an interval.
|
static void |
verifyIntervalStrict(double lower,
double upper)
Check that the endpoints specify an interval.
|
static void |
verifySequence(double lower,
double initial,
double upper)
Check that
lower < initial < upper . |
static void |
verifySequenceStrict(double lower,
double initial,
double upper)
Check that
lower <= initial <= upper & lower < upper . |
public static double solve(UnivariateFunction function, double x0, double x1)
function
- Function.x0
- Lower bound for the interval.x1
- Upper bound for the interval.NoBracketingException
- if the function has the same sign at the
endpoints.NullArgumentException
- if function
is null
.public static double solve(UnivariateFunction function, double x0, double x1, double absoluteAccuracy)
function
- Function.x0
- Lower bound for the interval.x1
- Upper bound for the interval.absoluteAccuracy
- Accuracy to be used by the solver.NoBracketingException
- if the function has the same sign at the
endpoints.NullArgumentException
- if function
is null
.public static double forceSide(int maxEval, UnivariateFunction f, BracketedUnivariateSolver<UnivariateFunction> bracketing, double baseRoot, double min, double max, AllowedSolution allowedSolution)
maxEval
- maximal number of new evaluations of the function
(evaluations already done for finding the root should have already been subtracted
from this number)f
- function to solvebracketing
- bracketing solver to use for shifting the rootbaseRoot
- original root found by a previous non-bracketing solvermin
- minimal bound of the search intervalmax
- maximal bound of the search intervalallowedSolution
- the kind of solutions that the root-finding algorithm may
accept as solutions.NoBracketingException
- if the function has the same sign at the
endpoints.public static double[] bracket(UnivariateFunction function, double initial, double lowerBound, double upperBound)
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) < 0
[a,b],
this means that a
and b
bracket a root of f.
The algorithm starts by setting a := initial -1; b := initial +1,
examines the value of the function
at a
and b
and keeps moving the endpoints out by one unit each time through a loop that
terminates when one of the following happens:
f(a) * f(b) < 0
-- success! a = lower
and b = upper
-- NoBracketingException Integer.MAX_VALUE
iterations elapse -- NoBracketingException
Note: this method can take Integer.MAX_VALUE
iterations to throw a
ConvergenceException.
Unless you are confident that there is a root between lowerBound
and upperBound
near initial,
it is better to use
bracket(UnivariateFunction, double, double, double, int)
, explicitly specifying the maximum number of
iterations.
function
- Function.initial
- Initial midpoint of interval being expanded to
bracket a root.lowerBound
- Lower bound (a is never lower than this value)upperBound
- Upper bound (b never is greater than this
value).NoBracketingException
- if a root cannot be bracketted.NotStrictlyPositiveException
- if maximumIterations <= 0
.NullArgumentException
- if function
is null
.public static double[] bracket(UnivariateFunction function, double initial, double lowerBound, double upperBound, int maximumIterations)
lowerBound <= a < initial < b <= upperBound
f(a) * f(b) <= 0
[a,b],
this means that a
and b
bracket a root of f.
The algorithm starts by setting a := initial -1; b := initial +1,
examines the value of the function
at a
and b
and keeps moving the endpoints out by one unit each time through a loop that
terminates when one of the following happens:
f(a) * f(b) <= 0
-- success! a = lower
and b = upper
-- NoBracketingException maximumIterations
iterations elapse -- NoBracketingExceptionfunction
- Function.initial
- Initial midpoint of interval being expanded to
bracket a root.lowerBound
- Lower bound (a is never lower than this value).upperBound
- Upper bound (b never is greater than this
value).maximumIterations
- Maximum number of iterations to performNoBracketingException
- if the algorithm fails to find a and b
satisfying the desired conditions.NotStrictlyPositiveException
- if maximumIterations <= 0
.NullArgumentException
- if function
is null
.public static double midpoint(double a, double b)
a
- first value.b
- second value.public static boolean isBracketing(UnivariateFunction function, double lower, double upper)
function
- Function.lower
- Lower endpoint.upper
- Upper endpoint.true
if the function values have opposite signs at the
given points.NullArgumentException
- if function
is null
.public static boolean isSequence(double start, double mid, double end)
start
- First number.mid
- Second number.end
- Third number.true
if the arguments form an increasing sequence.public static void verifyInterval(double lower, double upper)
lower
- Lower endpoint.upper
- Upper endpoint.NumberIsTooLargeException
- if lower >= upper
.public static void verifyIntervalStrict(double lower, double upper)
lower
- Lower endpoint.upper
- Upper endpoint.NumberIsTooLargeException
- if lower > upper
.public static void verifySequence(double lower, double initial, double upper)
lower < initial < upper
.lower
- Lower endpoint.initial
- Initial value.upper
- Upper endpoint.NumberIsTooLargeException
- if lower >= initial
or initial >= upper
.public static void verifySequenceStrict(double lower, double initial, double upper)
lower <= initial <= upper & lower < upper
.lower
- Lower endpoint.initial
- Initial value.upper
- Upper endpoint.NumberIsTooLargeException
- if lower > initial
or initial > upper
or lower >= upper
.public static void verifyBracketing(UnivariateFunction function, double lower, double upper)
function
- Function.lower
- Lower endpoint.upper
- Upper endpoint.NoBracketingException
- if the function has the same sign at the
endpoints.NullArgumentException
- if function
is null
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