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

Class SecantSolver

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

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

org.apache.commons.math.analysis.solvers.SecantSolver

All Implemented Interfaces:

UnivariateRealSolver, ConvergingAlgorithm

public class SecantSolver
extends UnivariateRealSolverImpl

Implements a modified version of the secant method for approximating a zero of a real univariate function.

The algorithm is modified to maintain bracketing of a root by successive approximations. Because of forced bracketing, convergence may be slower than the unrestricted secant algorithm. However, this implementation should in general outperform the regula falsi method.

The function is assumed to be continuous but not necessarily smooth.

Version:

$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $

Field Summary

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
SecantSolver()	Deprecated. in 2.2 (to be removed in 3.0).
SecantSolver(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.
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

Constructor Detail

SecantSolver

@Deprecated
public SecantSolver(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.

SecantSolver

@Deprecated
public SecantSolver()

Deprecated.

in 2.2 (to be removed in 3.0).

Construct a solver.

Method Detail

solve

@Deprecated
public double solve(double min,
                    double max)
             throws ConvergenceException,
                    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:

ConvergenceException - if the maximum iteration count is exceeded or the solver detects convergence problems otherwise.

FunctionEvaluationException - if an error occurs evaluating the function

solve

@Deprecated
public double solve(double min,
                    double max,
                    double initial)
             throws ConvergenceException,
                    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:

ConvergenceException - if the maximum iteration count is exceeded or the solver detects convergence problems otherwise.

FunctionEvaluationException - if an error occurs evaluating the function

solve

public double solve(int maxEval,
                    UnivariateRealFunction f,
                    double min,
                    double max,
                    double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException

Find a zero in the given interval.

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

initial - the start value to use (ignored)

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

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.

Parameters:

f - the function to solve

min - the lower bound for the interval

max - the upper bound for the interval

initial - the start value to use (ignored)

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.

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

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.

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