Class IllinoisSolver

  • All Implemented Interfaces:
    BaseUnivariateSolver<UnivariateFunction>, BracketedUnivariateSolver<UnivariateFunction>, UnivariateSolver

    public class IllinoisSolver
    extends BaseSecantSolver
    Implements the Illinois method for root-finding (approximating a zero of a univariate real function). It is a modified Regula Falsi method.

    Like the Regula Falsi method, convergence is guaranteed by maintaining a bracketed solution. The Illinois method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Illinois method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases.

    The Illinois method assumes that the function is continuous, but not necessarily smooth.

    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.

    • Constructor Detail

      • IllinoisSolver

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

        public IllinoisSolver​(double absoluteAccuracy)
        Construct a solver.
        Parameters:
        absoluteAccuracy - Absolute accuracy.
      • IllinoisSolver

        public IllinoisSolver​(double relativeAccuracy,
                              double absoluteAccuracy)
        Construct a solver.
        Parameters:
        relativeAccuracy - Relative accuracy.
        absoluteAccuracy - Absolute accuracy.
      • IllinoisSolver

        public IllinoisSolver​(double relativeAccuracy,
                              double absoluteAccuracy,
                              double functionValueAccuracy)
        Construct a solver.
        Parameters:
        relativeAccuracy - Relative accuracy.
        absoluteAccuracy - Absolute accuracy.
        functionValueAccuracy - Maximum function value error.