Package org.hipparchus.analysis.solvers

Class SecantSolver

java.lang.Object

org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>

org.hipparchus.analysis.solvers.AbstractUnivariateSolver

org.hipparchus.analysis.solvers.SecantSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver

public class SecantSolver
extends AbstractUnivariateSolver

Implements the Secant method for root-finding (approximating a zero of a univariate real function). The solution that is maintained is not bracketed, and as such convergence is not guaranteed.

Implementation 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.

Note that since release 3.0 this class implements the actual Secant algorithm, and not a modified one. As such, the 3.0 version is not backwards compatible with previous versions. To use an algorithm similar to the pre-3.0 releases, use the Illinois algorithm or the Pegasus algorithm.

Field Summary

Fields

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

Constructor Summary

Constructors

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

Method Summary

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

Methods inherited from class org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence

Methods inherited from interface org.hipparchus.analysis.solvers.BaseUnivariateSolver

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

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

protected static final double DEFAULT_ABSOLUTE_ACCURACY

Default absolute accuracy.

See Also:

Constant Field Values

Constructor Detail

SecantSolver

public SecantSolver()

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

SecantSolver

public SecantSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - absolute accuracy

SecantSolver

public SecantSolver(double relativeAccuracy,
                    double absoluteAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - relative accuracy

absoluteAccuracy - absolute accuracy

Method Detail

doSolve

protected final double doSolve()
                        throws MathIllegalArgumentException,
                               MathIllegalStateException

Method for implementing actual optimization algorithms in derived classes.

Specified by:

doSolve in class BaseAbstractUnivariateSolver<UnivariateFunction>

Returns:

the root.

Throws:

MathIllegalArgumentException - if the initial search interval does not bracket a root and the solver requires it.

MathIllegalStateException - if the maximal number of evaluations is exceeded.