Class BracketingNthOrderBrentSolver
java.lang.Object
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
org.apache.commons.math3.analysis.solvers.BracketingNthOrderBrentSolver
- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>,BracketedUnivariateSolver<UnivariateFunction>,UnivariateSolver
public class BracketingNthOrderBrentSolver
extends AbstractUnivariateSolver
implements BracketedUnivariateSolver<UnivariateFunction>
This class implements a modification of the Brent algorithm.
The changes with respect to the original Brent algorithm are:
- the returned value is chosen in the current interval according
to user specified
AllowedSolution, - the maximal order for the invert polynomial root search is user-specified instead of being invert quadratic only
The given interval must bracket the root.
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Constructor Summary
ConstructorsConstructorDescriptionConstruct a solver with default accuracy and maximal order (1e-6 and 5 respectively)BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) Construct a solver.BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) Construct a solver.BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) Construct a solver. -
Method Summary
Modifier and TypeMethodDescriptionprotected doubledoSolve()Method for implementing actual optimization algorithms in derived classes.intGet the maximal order.doublesolve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) Solve for a zero in the given interval, start atstartValue.doublesolve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) Solve for a zero in the given interval.Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequenceMethods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve
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Constructor Details
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver()Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively) -
BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException Construct a solver.- Parameters:
absoluteAccuracy- Absolute accuracy.maximalOrder- maximal order.- Throws:
NumberIsTooSmallException- if maximal order is lower than 2
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException Construct a solver.- Parameters:
relativeAccuracy- Relative accuracy.absoluteAccuracy- Absolute accuracy.maximalOrder- maximal order.- Throws:
NumberIsTooSmallException- if maximal order is lower than 2
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BracketingNthOrderBrentSolver
public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) throws NumberIsTooSmallException Construct a solver.- Parameters:
relativeAccuracy- Relative accuracy.absoluteAccuracy- Absolute accuracy.functionValueAccuracy- Function value accuracy.maximalOrder- maximal order.- Throws:
NumberIsTooSmallException- if maximal order is lower than 2
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Method Details
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getMaximalOrder
public int getMaximalOrder()Get the maximal order.- Returns:
- maximal order
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doSolve
protected double doSolve() throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingExceptionMethod for implementing actual optimization algorithms in derived classes.- Specified by:
doSolvein classBaseAbstractUnivariateSolver<UnivariateFunction>- Returns:
- the root.
- Throws:
TooManyEvaluationsException- if the maximal number of evaluations is exceeded.NoBracketingException- if the initial search interval does not bracket a root and the solver requires it.NumberIsTooLargeException
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException Solve for a zero 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:
solvein interfaceBracketedUnivariateSolver<UnivariateFunction>- Parameters:
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.- Returns:
- A value where the function is zero.
- Throws:
TooManyEvaluationsException- if the allowed number of evaluations is exceeded.NumberIsTooLargeExceptionNoBracketingException
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException 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:
solvein interfaceBracketedUnivariateSolver<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.allowedSolution- The kind of solutions that the root-finding algorithm may accept as solutions.- Returns:
- A value where the function is zero.
- Throws:
TooManyEvaluationsException- if the allowed number of evaluations is exceeded.NumberIsTooLargeExceptionNoBracketingException
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