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java.lang.Objectorg.apache.commons.math3.dfp.BracketingNthOrderBrentSolverDFP
public class BracketingNthOrderBrentSolverDFP
This class implements a modification of the Brent algorithm.
The changes with respect to the original Brent algorithm are:
AllowedSolution
,
Field Summary | |
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private Dfp |
absoluteAccuracy
Absolute accuracy. |
private Incrementor |
evaluations
Evaluations counter. |
private Dfp |
functionValueAccuracy
Function value accuracy. |
private static int |
MAXIMAL_AGING
Maximal aging triggering an attempt to balance the bracketing interval. |
private int |
maximalOrder
Maximal order. |
private Dfp |
relativeAccuracy
Relative accuracy. |
Constructor Summary | |
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BracketingNthOrderBrentSolverDFP(Dfp relativeAccuracy,
Dfp absoluteAccuracy,
Dfp functionValueAccuracy,
int maximalOrder)
Construct a solver. |
Method Summary | |
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Dfp |
getAbsoluteAccuracy()
Get the absolute accuracy. |
int |
getEvaluations()
Get the number of evaluations of the objective function. |
Dfp |
getFunctionValueAccuracy()
Get the function accuracy. |
int |
getMaxEvaluations()
Get the maximal number of function evaluations. |
int |
getMaximalOrder()
Get the maximal order. |
Dfp |
getRelativeAccuracy()
Get the relative accuracy. |
private Dfp |
guessX(Dfp targetY,
Dfp[] x,
Dfp[] y,
int start,
int end)
Guess an x value by nth order inverse polynomial interpolation. |
Dfp |
solve(int maxEval,
UnivariateDfpFunction f,
Dfp min,
Dfp max,
AllowedSolution allowedSolution)
Solve for a zero in the given interval. |
Dfp |
solve(int maxEval,
UnivariateDfpFunction f,
Dfp min,
Dfp max,
Dfp startValue,
AllowedSolution allowedSolution)
Solve for a zero in the given interval, start at startValue . |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final int MAXIMAL_AGING
private final int maximalOrder
private final Dfp functionValueAccuracy
private final Dfp absoluteAccuracy
private final Dfp relativeAccuracy
private final Incrementor evaluations
Constructor Detail |
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public BracketingNthOrderBrentSolverDFP(Dfp relativeAccuracy, Dfp absoluteAccuracy, Dfp 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 2Method Detail |
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public int getMaximalOrder()
public int getMaxEvaluations()
public int getEvaluations()
optimize
method. It is 0 if the method has not been
called yet.
public Dfp getAbsoluteAccuracy()
public Dfp getRelativeAccuracy()
public Dfp getFunctionValueAccuracy()
public Dfp solve(int maxEval, UnivariateDfpFunction f, Dfp min, Dfp max, AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException
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.
NullArgumentException
- if f is null.
NoBracketingException
- if root cannot be bracketedpublic Dfp solve(int maxEval, UnivariateDfpFunction f, Dfp min, Dfp max, Dfp startValue, AllowedSolution allowedSolution) throws NullArgumentException, 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.
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.
NullArgumentException
- if f is null.
NoBracketingException
- if root cannot be bracketedprivate Dfp guessX(Dfp targetY, Dfp[] x, Dfp[] y, int start, int end)
The x value is guessed by evaluating polynomial Q(y) at y = targetY, where Q is built such that for all considered points (xi, yi), Q(yi) = xi.
targetY
- target value for yx
- reference points abscissas for interpolation,
note that this array is modified during computationy
- reference points ordinates for interpolationstart
- start index of the points to consider (inclusive)end
- end index of the points to consider (exclusive)
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