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:
  • Constructor Details

    • 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:
  • Method Details