Package org.apache.commons.math.analysis.solvers

Class BrentSolver

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl

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

Fields

Modifier and Type	Field	Description
static double	DEFAULT_ABSOLUTE_ACCURACY	Default absolute accuracy
static int	DEFAULT_MAXIMUM_ITERATIONS	Default maximum number of iterations

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

Constructors

Constructor	Description
BrentSolver()	Deprecated. in 2.2 (to be removed in 3.0).
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

Modifier and Type	Method	Description
double	solve(double min, double max)	Deprecated.
double	solve(double min, double max, double initial)	Deprecated.
double	solve(int maxEval, UnivariateRealFunction f, double min, double max)	Find a zero in the given interval.
double	solve(int maxEval, UnivariateRealFunction f, double min, double max, double initial)	Find a zero in the given interval with an initial guess.
double	solve(UnivariateRealFunction f, double min, double max)	Deprecated. in 2.2 (to be removed in 3.0).
double	solve(UnivariateRealFunction f, double min, double max, double initial)	Deprecated. in 2.2 (to be removed in 3.0).

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, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, 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

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

@Deprecated
public BrentSolver()

Deprecated.

in 2.2 (to be removed in 3.0).

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

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

Deprecated.

in 2.2 (to be removed in 3.0).

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(int maxEval,
                    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).

Overrides:

solve in class UnivariateRealSolverImpl

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).

maxEval - Maximum number of evaluations.

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

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

Deprecated.

in 2.2 (to be removed in 3.0).

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

public double solve(int maxEval,
                    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.

Overrides:

solve in class UnivariateRealSolverImpl

Parameters:

f - the function to solve

min - the lower bound for the interval.

max - the upper bound for the interval.

maxEval - Maximum number of evaluations.

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