Class BaseSecantSolver
- java.lang.Object
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- org.apache.commons.math4.legacy.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
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- org.apache.commons.math4.legacy.analysis.solvers.AbstractUnivariateSolver
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- org.apache.commons.math4.legacy.analysis.solvers.BaseSecantSolver
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- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>,BracketedUnivariateSolver<UnivariateFunction>,UnivariateSolver
- Direct Known Subclasses:
IllinoisSolver,PegasusSolver,RegulaFalsiSolver
public abstract class BaseSecantSolver extends AbstractUnivariateSolver implements BracketedUnivariateSolver<UnivariateFunction>
Base class for all bracketing Secant-based methods for root-finding (approximating a zero of a univariate real function).Implementation of the
Regula FalsiandIllinoismethods is based on the following article: M. Dowell and P. Jarratt, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, volume 11, number 2, pages 168-174, Springer, 1971.Implementation of the
Pegasusmethod is based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.The
Secantmethod is not a bracketing method, so it is not implemented here. It has a separate implementation.- Since:
- 3.0
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected static classBaseSecantSolver.MethodSecant-based root-finding methods.
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Field Summary
Fields Modifier and Type Field Description protected static doubleDEFAULT_ABSOLUTE_ACCURACYDefault absolute accuracy.
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Constructor Summary
Constructors Modifier Constructor Description protectedBaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method method)Construct a solver.protectedBaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method method)Construct a solver.protectedBaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method method)Construct a solver.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected doubledoSolve()Method for implementing actual optimization algorithms in derived classes.doublesolve(int maxEval, UnivariateFunction f, double min, double max, double startValue)Solve for a zero in the given interval, start atstartValue.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.math4.legacy.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, verifyBracketing, verifyInterval, verifySequence
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface org.apache.commons.math4.legacy.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve
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Field Detail
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DEFAULT_ABSOLUTE_ACCURACY
protected static final double DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy.- See Also:
- Constant Field Values
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Constructor Detail
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BaseSecantSolver
protected BaseSecantSolver(double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
absoluteAccuracy- Absolute accuracy.method- Secant-based root-finding method to use.
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BaseSecantSolver
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
relativeAccuracy- Relative accuracy.absoluteAccuracy- Absolute accuracy.method- Secant-based root-finding method to use.
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BaseSecantSolver
protected BaseSecantSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, BaseSecantSolver.Method method)
Construct a solver.- Parameters:
relativeAccuracy- Maximum relative error.absoluteAccuracy- Maximum absolute error.functionValueAccuracy- Maximum function value error.method- Secant-based root-finding method to use
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Method Detail
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution)
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.
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution)
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.
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solve
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue)
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 interfaceBaseUnivariateSolver<UnivariateFunction>- Overrides:
solvein classBaseAbstractUnivariateSolver<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.- Returns:
- a value where the function is zero.
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doSolve
protected final double doSolve() throws ConvergenceException
Method for implementing actual optimization algorithms in derived classes.- Specified by:
doSolvein classBaseAbstractUnivariateSolver<UnivariateFunction>- Returns:
- the root.
- Throws:
ConvergenceException- if the algorithm failed due to finite precision.
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