Package org.hipparchus.analysis.solvers
Class BaseAbstractUnivariateSolver<F extends UnivariateFunction>
java.lang.Object
org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver<F>
- Type Parameters:
F
- Type of function to solve.
- All Implemented Interfaces:
BaseUnivariateSolver<F>
- Direct Known Subclasses:
AbstractPolynomialSolver
,AbstractUnivariateDifferentiableSolver
,AbstractUnivariateSolver
public abstract class BaseAbstractUnivariateSolver<F extends UnivariateFunction>
extends Object
implements BaseUnivariateSolver<F>
Provide a default implementation for several functions useful to generic
solvers.
The default values for relative and function tolerances are 1e-14
and 1e-15, respectively. It is however highly recommended to not
rely on the default, but rather carefully consider values that match
user's expectations, as well as the specifics of each implementation.
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Constructor Summary
ModifierConstructorDescriptionprotected
BaseAbstractUnivariateSolver
(double absoluteAccuracy) Construct a solver with given absolute accuracy.protected
BaseAbstractUnivariateSolver
(double relativeAccuracy, double absoluteAccuracy) Construct a solver with given accuracies.protected
BaseAbstractUnivariateSolver
(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver with given accuracies. -
Method Summary
Modifier and TypeMethodDescriptionprotected double
computeObjectiveValue
(double point) Compute the objective function value.protected abstract double
doSolve()
Method for implementing actual optimization algorithms in derived classes.double
Get the absolute accuracy of the solver.int
Get the number of evaluations of the objective function.double
Get the function value accuracy of the solver.double
getMax()
Get higher end of the search interval.double
getMin()
Get lower end of the search interval.double
Get the relative accuracy of the solver.double
Get initial guess.protected void
Increment the evaluation count by one.protected boolean
isBracketing
(double lower, double upper) Check whether the function takes opposite signs at the endpoints.protected boolean
isSequence
(double start, double mid, double end) Check whether the arguments form a (strictly) increasing sequence.protected void
Prepare for computation.double
Solve for a zero in the vicinity ofstartValue
.double
Solve for a zero root in the given interval.double
Solve for a zero in the given interval, start atstartValue
.protected void
verifyBracketing
(double lower, double upper) Check that the endpoints specify an interval and the function takes opposite signs at the endpoints.protected void
verifyInterval
(double lower, double upper) Check that the endpoints specify an interval.protected void
verifySequence
(double lower, double initial, double upper) Check thatlower < initial < upper
.
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Constructor Details
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BaseAbstractUnivariateSolver
protected BaseAbstractUnivariateSolver(double absoluteAccuracy) Construct a solver with given absolute accuracy.- Parameters:
absoluteAccuracy
- Maximum absolute error.
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BaseAbstractUnivariateSolver
protected BaseAbstractUnivariateSolver(double relativeAccuracy, double absoluteAccuracy) Construct a solver with given accuracies.- Parameters:
relativeAccuracy
- Maximum relative error.absoluteAccuracy
- Maximum absolute error.
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BaseAbstractUnivariateSolver
protected BaseAbstractUnivariateSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver with given accuracies.- Parameters:
relativeAccuracy
- Maximum relative error.absoluteAccuracy
- Maximum absolute error.functionValueAccuracy
- Maximum function value error.
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Method Details
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getEvaluations
public int getEvaluations()Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to theoptimize
method. It is 0 if the method has not been called yet.- Specified by:
getEvaluations
in interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Returns:
- the number of evaluations of the objective function.
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getMin
public double getMin()Get lower end of the search interval.- Returns:
- the lower end of the search interval
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getMax
public double getMax()Get higher end of the search interval.- Returns:
- the higher end of the search interval
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getStartValue
public double getStartValue()Get initial guess.- Returns:
- the initial guess
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getAbsoluteAccuracy
public double getAbsoluteAccuracy()Get the absolute accuracy of the solver. Solutions returned by the solver should be accurate to this tolerance, i.e., if ε is the absolute accuracy of the solver andv
is a value returned by one of thesolve
methods, then a root of the function should exist somewhere in the interval (v
- ε,v
+ ε).- Specified by:
getAbsoluteAccuracy
in interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Returns:
- the absolute accuracy.
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getRelativeAccuracy
public double getRelativeAccuracy()Get the relative accuracy of the solver. The contract for relative accuracy is the same asBaseUnivariateSolver.getAbsoluteAccuracy()
, but using relative, rather than absolute error. If ρ is the relative accuracy configured for a solver andv
is a value returned, then a root of the function should exist somewhere in the interval (v
- ρv
,v
+ ρv
).- Specified by:
getRelativeAccuracy
in interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Returns:
- the relative accuracy.
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getFunctionValueAccuracy
public double getFunctionValueAccuracy()Get the function value accuracy of the solver. Ifv
is a value returned by the solver for a functionf
, then by contract,|f(v)|
should be less than or equal to the function value accuracy configured for the solver.- Specified by:
getFunctionValueAccuracy
in interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Returns:
- the function value accuracy.
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computeObjectiveValue
Compute the objective function value.- Parameters:
point
- Point at which the objective function must be evaluated.- Returns:
- the objective function value at specified point.
- Throws:
MathIllegalStateException
- if the maximal number of evaluations is exceeded.
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setup
protected void setup(int maxEval, F f, double min, double max, double startValue) throws NullArgumentException Prepare for computation. Subclasses must call this method if they override any of thesolve
methods.- Parameters:
f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval.startValue
- Start value to use.maxEval
- Maximum number of evaluations.- Throws:
NullArgumentException
- if f is null
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solve
public double solve(int maxEval, F f, double min, double max, double startValue) throws MathIllegalArgumentException, MathIllegalStateException 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<F extends 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.
- 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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solve
Solve for a zero root 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 interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Parameters:
maxEval
- Maximum number of evaluations.f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval.- Returns:
- a value where the function is zero.
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solve
public double solve(int maxEval, F f, double startValue) throws MathIllegalArgumentException, MathIllegalStateException Solve for a zero in the vicinity ofstartValue
.- Specified by:
solve
in interfaceBaseUnivariateSolver<F extends UnivariateFunction>
- Parameters:
maxEval
- Maximum number of evaluations.f
- Function to solve.startValue
- Start value to use.- Returns:
- a value where the function is 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
Method for implementing actual optimization algorithms in derived classes.- Returns:
- the root.
- Throws:
MathIllegalStateException
- if the maximal number of evaluations is exceeded.MathIllegalArgumentException
- if the initial search interval does not bracket a root and the solver requires it.
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isBracketing
protected boolean isBracketing(double lower, double upper) Check whether the function takes opposite signs at the endpoints.- Parameters:
lower
- Lower endpoint.upper
- Upper endpoint.- Returns:
true
if the function values have opposite signs at the given points.
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isSequence
protected boolean isSequence(double start, double mid, double end) Check whether the arguments form a (strictly) increasing sequence.- Parameters:
start
- First number.mid
- Second number.end
- Third number.- Returns:
true
if the arguments form an increasing sequence.
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verifyInterval
Check that the endpoints specify an interval.- Parameters:
lower
- Lower endpoint.upper
- Upper endpoint.- Throws:
MathIllegalArgumentException
- iflower >= upper
.
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verifySequence
protected void verifySequence(double lower, double initial, double upper) throws MathIllegalArgumentException Check thatlower < initial < upper
.- Parameters:
lower
- Lower endpoint.initial
- Initial value.upper
- Upper endpoint.- Throws:
MathIllegalArgumentException
- iflower >= initial
orinitial >= upper
.
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verifyBracketing
protected void verifyBracketing(double lower, double upper) throws MathIllegalArgumentException, NullArgumentException Check that the endpoints specify an interval and the function takes opposite signs at the endpoints.- Parameters:
lower
- Lower endpoint.upper
- Upper endpoint.- Throws:
NullArgumentException
- if the function has not been set.MathIllegalArgumentException
- if the function has the same sign at the endpoints.
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incrementEvaluationCount
Increment the evaluation count by one. MethodcomputeObjectiveValue(double)
calls this method internally. It is provided for subclasses that do not exclusively usecomputeObjectiveValue
to solve the function. See e.g.AbstractUnivariateDifferentiableSolver
.- Throws:
MathIllegalStateException
- when the allowed number of function evaluations has been exhausted.
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