Package org.hipparchus.analysis.solvers
Class SecantSolver
- 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.SecantSolver
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- 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 thePegasus
algorithm.
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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 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.
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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.-
Methods inherited from class org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, 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, getRelativeAccuracy, solve, solve, solve
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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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SecantSolver
public SecantSolver()
Construct a solver with default accuracy (1e-6).
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SecantSolver
public SecantSolver(double absoluteAccuracy)
Construct a solver.- Parameters:
absoluteAccuracy
- absolute accuracy
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SecantSolver
public SecantSolver(double relativeAccuracy, double absoluteAccuracy)
Construct a solver.- Parameters:
relativeAccuracy
- relative accuracyabsoluteAccuracy
- absolute accuracy
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Method Detail
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doSolve
protected final double doSolve() throws MathIllegalArgumentException, MathIllegalStateException
Method for implementing actual optimization algorithms in derived classes.- Specified by:
doSolve
in classBaseAbstractUnivariateSolver<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.
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