org.apache.commons.math.analysis.solvers
Class BrentSolver

java.lang.Object
  extended by org.apache.commons.math.ConvergingAlgorithmImpl
      extended by org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
          extended by org.apache.commons.math.analysis.solvers.BrentSolver
All Implemented Interfaces:
UnivariateRealSolver, ConvergingAlgorithm

public class BrentSolver
extends UnivariateRealSolverImpl

Implements the Brent algorithm for finding zeros of real univariate functions.

The function should be continuous but not necessarily smooth.

Version:
$Revision:670469 $ $Date:2008-06-23 10:01:38 +0200 (lun., 23 juin 2008) $

Field Summary
static double DEFAULT_ABSOLUTE_ACCURACY
          Default absolute accuracy
static int DEFAULT_MAXIMUM_ITERATIONS
          Default maximum number of iterations
private static java.lang.String NON_BRACKETING_MESSAGE
          Error message for non-bracketing interval.
private static long serialVersionUID
          Serializable version identifier
 
Fields inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
defaultFunctionValueAccuracy, f, functionValue, functionValueAccuracy, result, resultComputed
 
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy
 
Constructor Summary
BrentSolver()
          Construct a solver with default properties.
BrentSolver(double absoluteAccuracy)
          Construct a solver with the given absolute accuracy.
BrentSolver(int maximumIterations, double absoluteAccuracy)
          Contstruct a solver with the given maximum iterations and absolute accuracy.
BrentSolver(UnivariateRealFunction f)
          Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.
 
Method Summary
 double solve(double min, double max)
          Deprecated. 
 double solve(double min, double max, double initial)
          Deprecated. 
 double solve(UnivariateRealFunction f, double min, double max)
          Find a zero in the given interval.
 double solve(UnivariateRealFunction f, double min, double max, double initial)
          Find a zero in the given interval with an initial guess.
private  double solve(UnivariateRealFunction f, double x0, double y0, double x1, double y1, double x2, double y2)
          Find a zero starting search according to the three provided points.
 
Methods inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
checkResultComputed, clearResult, getFunctionValue, getFunctionValueAccuracy, getResult, isBracketing, isSequence, resetFunctionValueAccuracy, setFunctionValueAccuracy, setResult, setResult, verifyBracketing, verifyInterval, verifySequence
 
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 

Field Detail

DEFAULT_ABSOLUTE_ACCURACY

public static final double DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy

Since:
2.1
See Also:
Constant Field Values

DEFAULT_MAXIMUM_ITERATIONS

public static final int DEFAULT_MAXIMUM_ITERATIONS
Default maximum number of iterations

Since:
2.1
See Also:
Constant Field Values

NON_BRACKETING_MESSAGE

private static final java.lang.String NON_BRACKETING_MESSAGE
Error message for non-bracketing interval.

See Also:
Constant Field Values

serialVersionUID

private static final long serialVersionUID
Serializable version identifier

See Also:
Constant Field Values
Constructor Detail

BrentSolver

@Deprecated
public BrentSolver(UnivariateRealFunction f)
Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.

Construct a solver for the given function.

Parameters:
f - function to solve.

BrentSolver

public BrentSolver()
Construct a solver with default properties.


BrentSolver

public BrentSolver(double absoluteAccuracy)
Construct a solver with the given absolute accuracy.

Parameters:
absoluteAccuracy - lower bound for absolute accuracy of solutions returned by the solver
Since:
2.1

BrentSolver

public BrentSolver(int maximumIterations,
                   double absoluteAccuracy)
Contstruct a solver with the given maximum iterations and absolute accuracy.

Parameters:
maximumIterations - maximum number of iterations
absoluteAccuracy - lower bound for absolute accuracy of solutions returned by the solver
Since:
2.1
Method Detail

solve

@Deprecated
public double solve(double min,
                               double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. 

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.

Parameters:
min - the lower bound for the interval.
max - the upper bound for the interval.
Returns:
a value where the function is zero
Throws:
FunctionEvaluationException - if an error occurs evaluating the function
MaxIterationsExceededException

solve

@Deprecated
public double solve(double min,
                               double max,
                               double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Deprecated. 

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.

Parameters:
min - the lower bound for the interval.
max - the upper bound for the interval.
initial - the start value to use
Returns:
a value where the function is zero
Throws:
FunctionEvaluationException - if an error occurs evaluating the function
MaxIterationsExceededException

solve

public double solve(UnivariateRealFunction f,
                    double min,
                    double max,
                    double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval with an initial guess.

Throws IllegalArgumentException if the values of the function at the three points have the same sign (note that it is allowed to have endpoints with the same sign if the initial point has opposite sign function-wise).

Parameters:
f - function to solve.
min - the lower bound for the interval.
max - the upper bound for the interval.
initial - the start value to use (must be set to min if no initial point is known).
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
java.lang.IllegalArgumentException - if initial is not between min and max (even if it is a root)

solve

public double solve(UnivariateRealFunction f,
                    double min,
                    double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval.

Requires that the values of the function at the endpoints have opposite signs. An IllegalArgumentException is thrown if this is not the case.

Parameters:
f - the function to solve
min - the lower bound for the interval.
max - the upper bound for the interval.
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - if the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
java.lang.IllegalArgumentException - if min is not less than max or the signs of the values of the function at the endpoints are not opposites

solve

private double solve(UnivariateRealFunction f,
                     double x0,
                     double y0,
                     double x1,
                     double y1,
                     double x2,
                     double y2)
              throws MaxIterationsExceededException,
                     FunctionEvaluationException
Find a zero starting search according to the three provided points.

Parameters:
f - the function to solve
x0 - old approximation for the root
y0 - function value at the approximation for the root
x1 - last calculated approximation for the root
y1 - function value at the last calculated approximation for the root
x2 - bracket point (must be set to x0 if no bracket point is known, this will force starting with linear interpolation)
y2 - function value at the bracket point.
Returns:
the value where the function is zero
Throws:
MaxIterationsExceededException - if the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function


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