Class 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 Details

    • DEFAULT_ABSOLUTE_ACCURACY

      public static final double DEFAULT_ABSOLUTE_ACCURACY
      Default absolute accuracy
      Since:
      2.1
      See Also:
    • DEFAULT_MAXIMUM_ITERATIONS

      public static final int DEFAULT_MAXIMUM_ITERATIONS
      Default maximum number of iterations
      Since:
      2.1
      See Also:
  • Constructor Details

    • BrentSolver

      @Deprecated public BrentSolver(UnivariateRealFunction f)
      Deprecated.
      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 Details

    • 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
      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:
      maxEval - Maximum number of evaluations.
      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
      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
      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:
      maxEval - Maximum number of evaluations.
      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
      IllegalArgumentException - if min is not less than max or the signs of the values of the function at the endpoints are not opposites