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java.lang.Objectorg.apache.commons.math.ConvergingAlgorithmImpl
org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
org.apache.commons.math.analysis.solvers.BrentSolver
public class BrentSolver
Implements the Brent algorithm for finding zeros of real univariate functions.
The function should be continuous but not necessarily smooth.
Field Summary | |
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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 |
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defaultFunctionValueAccuracy, f, functionValue, functionValueAccuracy, result, resultComputed |
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy |
Constructor Summary | |
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BrentSolver()
Construct a solver with default properties. |
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BrentSolver(double absoluteAccuracy)
Construct a solver with the given absolute accuracy. |
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BrentSolver(int maximumIterations,
double absoluteAccuracy)
Contstruct a solver with the given maximum iterations and absolute accuracy. |
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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 | |
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double |
solve(double min,
double max)
Deprecated. |
double |
solve(double min,
double max,
double initial)
Deprecated. |
double |
solve(UnivariateRealFunction f,
double min,
double max)
Find a zero in the given interval. |
double |
solve(UnivariateRealFunction f,
double min,
double max,
double initial)
Find a zero in the given interval with an initial guess. |
Methods inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl |
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checkResultComputed, clearResult, getFunctionValue, getFunctionValueAccuracy, getResult, isBracketing, isSequence, resetFunctionValueAccuracy, setFunctionValueAccuracy, setResult, setResult, verifyBracketing, verifyInterval, verifySequence |
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
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.math.ConvergingAlgorithm |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
Field Detail |
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public static final double DEFAULT_ABSOLUTE_ACCURACY
public static final int DEFAULT_MAXIMUM_ITERATIONS
Constructor Detail |
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@Deprecated public BrentSolver(UnivariateRealFunction f)
solve(UnivariateRealFunction, double, double)
or
UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double)
method.
f
- function to solve.public BrentSolver()
public BrentSolver(double absoluteAccuracy)
absoluteAccuracy
- lower bound for absolute accuracy of solutions returned by the solverpublic BrentSolver(int maximumIterations, double absoluteAccuracy)
maximumIterations
- maximum number of iterationsabsoluteAccuracy
- lower bound for absolute accuracy of solutions returned by the solverMethod Detail |
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@Deprecated public double solve(double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException
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.
min
- the lower bound for the interval.max
- the upper bound for the interval.
FunctionEvaluationException
- if an error occurs evaluating the
function
MaxIterationsExceededException
@Deprecated public double solve(double min, double max, double initial) throws MaxIterationsExceededException, FunctionEvaluationException
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.
min
- the lower bound for the interval.max
- the upper bound for the interval.initial
- the start value to use
FunctionEvaluationException
- if an error occurs evaluating the
function
MaxIterationsExceededException
public double solve(UnivariateRealFunction f, double min, double max, double initial) throws MaxIterationsExceededException, FunctionEvaluationException
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).
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).
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)public double solve(UnivariateRealFunction f, double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException
Requires that the values of the function at the endpoints have opposite
signs. An IllegalArgumentException
is thrown if this is not
the case.
f
- the function to solvemin
- the lower bound for the interval.max
- the upper bound for the interval.
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
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