Class BrentSolver

  • All Implemented Interfaces:
    BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver

    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 2 eps abs(x) + t where eps is the relative accuracy and t is the absolute accuracy.

    The given interval must bracket the root.

    The reference implementation is given in chapter 4 of

    Algorithms for Minimization Without Derivatives, Richard P. Brent, Dover, 2002
    See Also:
    BaseAbstractUnivariateSolver
    • Constructor Detail

      • BrentSolver

        public BrentSolver()
        Construct a solver with default absolute 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.
        See Also:
        BaseAbstractUnivariateSolver(double,double,double)