Package org.hipparchus.analysis.solvers

Class FieldBracketingNthOrderBrentSolver<T extends CalculusFieldElement<T>>

java.lang.Object

org.hipparchus.analysis.solvers.FieldBracketingNthOrderBrentSolver<T>

Type Parameters:

T - the type of the field elements

All Implemented Interfaces:

BracketedRealFieldUnivariateSolver<T>

public class FieldBracketingNthOrderBrentSolver<T extends CalculusFieldElement<T>>
extends Object
implements BracketedRealFieldUnivariateSolver<T>

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.

Nested Class Summary

Nested classes/interfaces inherited from interface org.hipparchus.analysis.solvers.BracketedRealFieldUnivariateSolver

BracketedRealFieldUnivariateSolver.Interval<T extends CalculusFieldElement<T>>

Constructor Summary

Constructors

Constructor	Description
FieldBracketingNthOrderBrentSolver(T relativeAccuracy, T absoluteAccuracy, T functionValueAccuracy, int maximalOrder)	Construct a solver.

Method Summary

Modifier and Type	Method	Description
T	getAbsoluteAccuracy()	Get the absolute accuracy.
int	getEvaluations()	Get the number of evaluations of the objective function.
T	getFunctionValueAccuracy()	Get the function accuracy.
int	getMaxEvaluations()	Get the maximal number of function evaluations.
int	getMaximalOrder()	Get the maximal order.
T	getRelativeAccuracy()	Get the relative accuracy.
T	solve(int maxEval, CalculusFieldUnivariateFunction<T> f, T min, T max, AllowedSolution allowedSolution)	Solve for a zero in the given interval.
T	solve(int maxEval, CalculusFieldUnivariateFunction<T> f, T min, T max, T startValue, AllowedSolution allowedSolution)	Solve for a zero in the given interval, start at startValue.
BracketedRealFieldUnivariateSolver.Interval<T>	solveInterval(int maxEval, CalculusFieldUnivariateFunction<T> f, T min, T max, T startValue)	Solve for a zero in the given interval and return a tolerance interval surrounding the root.

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.BracketedRealFieldUnivariateSolver

solveInterval

Constructor Detail

FieldBracketingNthOrderBrentSolver

public FieldBracketingNthOrderBrentSolver(T relativeAccuracy,
                                          T absoluteAccuracy,
                                          T 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

Method Detail

getMaximalOrder

public int getMaximalOrder()

Get the maximal order.

Returns:

maximal order

getMaxEvaluations

public int getMaxEvaluations()

Get the maximal number of function evaluations.

Specified by:

getMaxEvaluations in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Returns:

the maximal number of function evaluations.

getEvaluations

public int getEvaluations()

Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Specified by:

getEvaluations in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Returns:

the number of evaluations of the objective function.

getAbsoluteAccuracy

public T getAbsoluteAccuracy()

Get the absolute accuracy.

Specified by:

getAbsoluteAccuracy in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Returns:

absolute accuracy

getRelativeAccuracy

public T getRelativeAccuracy()

Get the relative accuracy.

Specified by:

getRelativeAccuracy in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Returns:

relative accuracy

getFunctionValueAccuracy

public T getFunctionValueAccuracy()

Get the function accuracy.

Specified by:

getFunctionValueAccuracy in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Returns:

function accuracy

solve

public T solve(int maxEval,
               CalculusFieldUnivariateFunction<T> f,
               T min,
               T max,
               AllowedSolution allowedSolution)
        throws MathIllegalArgumentException,
               NullArgumentException

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 interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

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:

NullArgumentException - if f is null.

MathIllegalArgumentException - if root cannot be bracketed

solve

public T solve(int maxEval,
               CalculusFieldUnivariateFunction<T> f,
               T min,
               T max,
               T startValue,
               AllowedSolution allowedSolution)
        throws MathIllegalArgumentException,
               NullArgumentException

Solve for a zero in the given interval, start at startValue. 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 interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

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:

NullArgumentException - if f is null.

MathIllegalArgumentException - if root cannot be bracketed

solveInterval

public BracketedRealFieldUnivariateSolver.Interval<T> solveInterval(int maxEval,
                                                                    CalculusFieldUnivariateFunction<T> f,
                                                                    T min,
                                                                    T max,
                                                                    T 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.

Specified by:

solveInterval in interface BracketedRealFieldUnivariateSolver<T extends CalculusFieldElement<T>>

Parameters:

maxEval - Maximum number of evaluations.

f - Function to solve.

min - Lower bound for the interval. f(min) != 0.0.

max - Upper bound for the interval. f(max) != 0.0.

startValue - start value to use.

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)|) <= BracketedRealFieldUnivariateSolver.getFunctionValueAccuracy()) or numbers in the field 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.