Package org.hipparchus.analysis.solvers
Class BaseSecantSolver
- java.lang.Object
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- org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
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- org.hipparchus.analysis.solvers.AbstractUnivariateSolver
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- org.hipparchus.analysis.solvers.BaseSecantSolver
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- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,BracketedUnivariateSolver<UnivariateFunction>
,UnivariateSolver
- 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
andIllinois
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.
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected static class
BaseSecantSolver.Method
Secant-based root-finding methods.-
Nested classes/interfaces inherited from interface org.hipparchus.analysis.solvers.BracketedUnivariateSolver
BracketedUnivariateSolver.Interval
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Field Summary
Fields Modifier and Type Field Description protected static double
DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy.
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Constructor Summary
Constructors Modifier Constructor Description protected
BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method method)
Construct a solver.protected
BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.protected
BaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected double
doSolve()
Method for implementing actual optimization algorithms in derived classes.protected BracketedUnivariateSolver.Interval
doSolveInterval()
Find a root and return the containing interval.double
solve(int maxEval, UnivariateFunction f, double min, double max, double startValue)
Solve for a zero in the given interval, start atstartValue
.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.BracketedUnivariateSolver.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, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, verifyBracketing, verifyInterval, verifySequence
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.hipparchus.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve
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Methods inherited from interface org.hipparchus.analysis.solvers.BracketedUnivariateSolver
solveInterval
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Field Detail
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DEFAULT_ABSOLUTE_ACCURACY
protected static final double DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy.- See Also:
- Constant Field Values
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Constructor Detail
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BaseSecantSolver
protected BaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.method
- Secant-based root-finding method to use.
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BaseSecantSolver
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.method
- Secant-based root-finding method to use.
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BaseSecantSolver
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
relativeAccuracy
- Maximum relative error.absoluteAccuracy
- Maximum absolute error.functionValueAccuracy
- Maximum function value error.method
- Secant-based root-finding method to use
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Method Detail
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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 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.
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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 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.
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue)
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 interfaceBaseUnivariateSolver<UnivariateFunction>
- Overrides:
solve
in classBaseAbstractUnivariateSolver<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.
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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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doSolve
protected final double doSolve() throws MathIllegalStateException
Method for implementing actual optimization algorithms in derived classes.- Specified by:
doSolve
in classBaseAbstractUnivariateSolver<UnivariateFunction>
- Returns:
- the root.
- Throws:
MathIllegalStateException
- if the algorithm failed due to finite precision.
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doSolveInterval
protected final BracketedUnivariateSolver.Interval doSolveInterval() throws MathIllegalStateException
Find a root and return the containing interval.- Returns:
- an interval containing the root such that the selected end point meets the convergence criteria.
- Throws:
MathIllegalStateException
- if convergence fails.
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