|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.apache.commons.math.optimization.univariate.BracketFinder
public class BracketFinder
Provide an interval that brackets a local optimum of a function.
This code is based on a Python implementation (from SciPy,
module optimize.py
v0.5).
Field Summary | |
---|---|
private static double |
EPS_MIN
Tolerance to avoid division by zero. |
private int |
evaluations
Number of function evaluations. |
private double |
fHi
Function value at hi . |
private double |
fLo
Function value at lo . |
private double |
fMid
Function value at mid . |
private static double |
GOLD
Golden section. |
private double |
growLimit
Factor for expanding the interval. |
private double |
hi
Higher bound of the bracket. |
private int |
iterations
Number of iterations. |
private double |
lo
Lower bound of the bracket. |
private int |
maxIterations
Maximum number of iterations. |
private double |
mid
Point inside the bracket. |
Constructor Summary | |
---|---|
BracketFinder()
Constructor with default values 100, 50 (see the
other constructor ). |
|
BracketFinder(double growLimit,
int maxIterations)
Create a bracketing interval finder. |
Method Summary | |
---|---|
private double |
eval(UnivariateRealFunction f,
double x)
|
int |
getEvaluations()
|
double |
getFHi()
Get function value at getHi() . |
double |
getFLow()
Get function value at getLo() . |
double |
getFMid()
Get function value at getMid() . |
double |
getHi()
|
int |
getIterations()
|
double |
getLo()
|
double |
getMid()
|
private void |
reset()
Reset internal state. |
void |
search(UnivariateRealFunction func,
GoalType goal,
double xA,
double xB)
Search new points that bracket a local optimum of the function. |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
private static final double EPS_MIN
private static final double GOLD
private final double growLimit
private final int maxIterations
private int iterations
private int evaluations
private double lo
private double hi
private double mid
private double fLo
lo
.
private double fHi
hi
.
private double fMid
mid
.
Constructor Detail |
---|
public BracketFinder()
100, 50
(see the
other constructor
).
public BracketFinder(double growLimit, int maxIterations)
growLimit
- Expanding factor.maxIterations
- Maximum number of iterations allowed for finding
a bracketing interval.Method Detail |
---|
public void search(UnivariateRealFunction func, GoalType goal, double xA, double xB) throws MaxIterationsExceededException, FunctionEvaluationException
func
- Function whose optimum should be bracketted.goal
- Goal type
.xA
- Initial point.xB
- Initial point.
MaxIterationsExceededException
- if the maximum iteration count
is exceeded.
FunctionEvaluationException
- if an error occurs evaluating the function.public int getIterations()
public int getEvaluations()
public double getLo()
getFLow()
public double getFLow()
getLo()
.
getLo()
public double getHi()
getFHi()
public double getFHi()
getHi()
.
getHi()
public double getMid()
getFMid()
public double getFMid()
getMid()
.
getMid()
private double eval(UnivariateRealFunction f, double x) throws FunctionEvaluationException
f
- Function.x
- Argument.
f(x)
FunctionEvaluationException
- if function cannot be evaluated at xprivate void reset()
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |