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java.lang.Objectorg.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
org.apache.commons.math3.analysis.solvers.BracketingNthOrderBrentSolver
public class BracketingNthOrderBrentSolver
This class implements a modification of the Brent algorithm.
The changes with respect to the original Brent algorithm are:
AllowedSolution
,
Field Summary | |
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private AllowedSolution |
allowed
The kinds of solutions that the algorithm may accept. |
private static double |
DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy. |
private static int |
DEFAULT_MAXIMAL_ORDER
Default maximal order. |
private static int |
MAXIMAL_AGING
Maximal aging triggering an attempt to balance the bracketing interval. |
private int |
maximalOrder
Maximal order. |
private static double |
REDUCTION_FACTOR
Reduction factor for attempts to balance the bracketing interval. |
Constructor Summary | |
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BracketingNthOrderBrentSolver()
Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively) |
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BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
double functionValueAccuracy,
int maximalOrder)
Construct a solver. |
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BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
int maximalOrder)
Construct a solver. |
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BracketingNthOrderBrentSolver(double absoluteAccuracy,
int maximalOrder)
Construct a solver. |
Method Summary | |
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protected double |
doSolve()
Method for implementing actual optimization algorithms in derived classes. |
int |
getMaximalOrder()
Get the maximal order. |
private double |
guessX(double targetY,
double[] x,
double[] y,
int start,
int end)
Guess an x value by nth order inverse polynomial interpolation. |
double |
solve(int maxEval,
UnivariateFunction f,
double min,
double max,
AllowedSolution allowedSolution)
Solve for a zero in the given interval. |
double |
solve(int maxEval,
UnivariateFunction f,
double min,
double max,
double startValue,
AllowedSolution allowedSolution)
Solve for a zero in the given interval, start at startValue . |
Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver |
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computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver |
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getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve |
Field Detail |
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private static final double DEFAULT_ABSOLUTE_ACCURACY
private static final int DEFAULT_MAXIMAL_ORDER
private static final int MAXIMAL_AGING
private static final double REDUCTION_FACTOR
private final int maximalOrder
private AllowedSolution allowed
Constructor Detail |
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public BracketingNthOrderBrentSolver()
public BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException
absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.
NumberIsTooSmallException
- if maximal order is lower than 2public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.
NumberIsTooSmallException
- if maximal order is lower than 2public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) throws NumberIsTooSmallException
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.maximalOrder
- maximal order.
NumberIsTooSmallException
- if maximal order is lower than 2Method Detail |
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public int getMaximalOrder()
protected double doSolve()
doSolve
in class BaseAbstractUnivariateSolver<UnivariateFunction>
private double guessX(double targetY, double[] x, double[] y, int start, int end)
The x value is guessed by evaluating polynomial Q(y) at y = targetY, where Q is built such that for all considered points (xi, yi), Q(yi) = xi.
targetY
- target value for yx
- reference points abscissas for interpolation,
note that this array is modified during computationy
- reference points ordinates for interpolationstart
- start index of the points to consider (inclusive)end
- end index of the points to consider (exclusive)
public double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution)
solve
in interface BracketedUnivariateSolver<UnivariateFunction>
maxEval
- Maximum number of evaluations.f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval.allowedSolution
- The kind of solutions that the root-finding algorithm may
accept as solutions.
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution)
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.
solve
in interface BracketedUnivariateSolver<UnivariateFunction>
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.allowedSolution
- The kind of solutions that the root-finding algorithm may
accept as solutions.
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