Package org.hipparchus.analysis.solvers
Class BracketingNthOrderBrentSolver
java.lang.Object
org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.hipparchus.analysis.solvers.AbstractUnivariateSolver
org.hipparchus.analysis.solvers.BracketingNthOrderBrentSolver
- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,BracketedUnivariateSolver<UnivariateFunction>
,UnivariateSolver
public class BracketingNthOrderBrentSolver
extends AbstractUnivariateSolver
implements BracketedUnivariateSolver<UnivariateFunction>
This class implements a modification of the Brent algorithm.
The changes with respect to the original Brent algorithm are:
- the returned value is chosen in the current interval according
to user specified
AllowedSolution
, - the maximal order for the invert polynomial root search is user-specified instead of being invert quadratic only
The given interval must bracket the root.
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Nested Class Summary
Nested classes/interfaces inherited from interface org.hipparchus.analysis.solvers.BracketedUnivariateSolver
BracketedUnivariateSolver.Interval
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Constructor Summary
ConstructorDescriptionConstruct a solver with default accuracy and maximal order (1e-6 and 5 respectively)BracketingNthOrderBrentSolver
(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) Construct a solver.BracketingNthOrderBrentSolver
(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) Construct a solver.BracketingNthOrderBrentSolver
(double absoluteAccuracy, int maximalOrder) Construct a solver. -
Method Summary
Modifier and TypeMethodDescriptionprotected double
doSolve()
Method for implementing actual optimization algorithms in derived classes.protected BracketedUnivariateSolver.Interval
Find a root and return the containing interval.int
Get the maximal order.double
solve
(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) Solve for a zero in the given interval, start atstartValue
.double
solve
(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) Solve for a zero in the given interval.solveInterval
(int maxEval, UnivariateFunction f, double min, double max, double startValue) Solve for a zero in the given interval and return a tolerance interval surrounding the root.Methods inherited from class org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, 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.hipparchus.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getRelativeAccuracy, solve, solve, solve
Methods inherited from interface org.hipparchus.analysis.solvers.BracketedUnivariateSolver
solveInterval
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Constructor Details
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver()Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively) -
BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) throws MathIllegalArgumentException Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.- Throws:
MathIllegalArgumentException
- if maximal order is lower than 2
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) throws MathIllegalArgumentException Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.- Throws:
MathIllegalArgumentException
- if maximal order is lower than 2
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) throws MathIllegalArgumentException Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.maximalOrder
- maximal order.- Throws:
MathIllegalArgumentException
- if maximal order is lower than 2
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Method Details
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getMaximalOrder
public int getMaximalOrder()Get the maximal order.- Returns:
- maximal order
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doSolve
protected double doSolve()Method for implementing actual optimization algorithms in derived classes.- Specified by:
doSolve
in classBaseAbstractUnivariateSolver<UnivariateFunction>
- Returns:
- the root.
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doSolveInterval
Find a root and return the containing interval.- Returns:
- an interval containing the root such that both end points meet the convergence criteria.
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) throws MathIllegalArgumentException, MathIllegalStateException 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 interfaceBracketedUnivariateSolver<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.
- Throws:
MathIllegalArgumentException
- if the arguments do not satisfy the requirements specified by the solver.MathIllegalStateException
- if the allowed number of evaluations is exceeded.
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) throws MathIllegalArgumentException, MathIllegalStateException Solve for a zero in the given interval, start atstartValue
. 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 interfaceBracketedUnivariateSolver<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.
- Throws:
MathIllegalArgumentException
- if the arguments do not satisfy the requirements specified by the solver.MathIllegalStateException
- if the allowed number of evaluations is exceeded.
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solveInterval
public BracketedUnivariateSolver.Interval solveInterval(int maxEval, UnivariateFunction f, double min, double max, double startValue) throws MathIllegalArgumentException, MathIllegalStateException Solve for a zero in the given interval and return a tolerance interval surrounding the root.It is required that the starting interval brackets a root or that the function value at either end point is 0.0.
- Specified by:
solveInterval
in interfaceBracketedUnivariateSolver<UnivariateFunction>
- Parameters:
maxEval
- Maximum number of evaluations.f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval. Must be greater thanmin
.startValue
- start value to use. Must be in the interval [min, max].- Returns:
- an interval [ta, tb] such that for some t in [ta, tb] f(t) == 0.0 or has a
step wise discontinuity that crosses zero. Both end points also satisfy the
convergence criteria so either one could be used as the root. That is the interval
satisfies the condition (| tb - ta | <=
absolute
accuracy + max(ta, tb) *relative
accuracy) or ( max(|f(ta)|, |f(tb)|) <=BaseUnivariateSolver.getFunctionValueAccuracy()
) or there are no floating point numbers between ta and tb. The width of the interval (tb - ta) may be zero. - Throws:
MathIllegalArgumentException
- if the arguments do not satisfy the requirements specified by the solver.MathIllegalStateException
- if the allowed number of evaluations is exceeded.
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