public class BracketingNthOrderBrentSolver extends AbstractUnivariateSolver implements BracketedUnivariateSolver<UnivariateFunction>
The changes with respect to the original Brent algorithm are:
AllowedSolution
,The given interval must bracket the root.
Constructor and Description |
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BracketingNthOrderBrentSolver()
Construct a solver with default accuracy and maximal order (1e-6 and 5 respectively)
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BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
double functionValueAccuracy,
int maximalOrder)
Construct a solver.
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BracketingNthOrderBrentSolver(double relativeAccuracy,
double absoluteAccuracy,
int maximalOrder)
Construct a solver.
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BracketingNthOrderBrentSolver(double absoluteAccuracy,
int maximalOrder)
Construct a solver.
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Modifier and Type | Method and Description |
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protected double |
doSolve()
Method for implementing actual optimization algorithms in derived
classes.
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int |
getMaximalOrder()
Get the maximal order.
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double |
solve(int maxEval,
UnivariateFunction f,
double min,
double max,
AllowedSolution allowedSolution)
Solve for a zero in the given interval.
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double |
solve(int maxEval,
UnivariateFunction f,
double min,
double max,
double startValue,
AllowedSolution allowedSolution)
Solve for a zero in the given interval, start at
startValue . |
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve
public BracketingNthOrderBrentSolver()
public BracketingNthOrderBrentSolver(double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException
absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.NumberIsTooSmallException
- if maximal order is lower than 2public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, int maximalOrder) throws NumberIsTooSmallException
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.maximalOrder
- maximal order.NumberIsTooSmallException
- if maximal order is lower than 2public BracketingNthOrderBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, int maximalOrder) throws NumberIsTooSmallException
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.maximalOrder
- maximal order.NumberIsTooSmallException
- if maximal order is lower than 2public int getMaximalOrder()
protected double doSolve() throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException
doSolve
in class BaseAbstractUnivariateSolver<UnivariateFunction>
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
public double solve(int maxEval, UnivariateFunction f, double min, double max, AllowedSolution allowedSolution) throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException
solve
in interface BracketedUnivariateSolver<UnivariateFunction>
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.TooManyEvaluationsException
- if
the allowed number of evaluations is exceeded.NumberIsTooLargeException
NoBracketingException
public double solve(int maxEval, UnivariateFunction f, double min, double max, double startValue, AllowedSolution allowedSolution) throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException
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.solve
in interface BracketedUnivariateSolver<UnivariateFunction>
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.TooManyEvaluationsException
- if
the allowed number of evaluations is exceeded.NumberIsTooLargeException
NoBracketingException
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