org.apache.commons.math.analysis
Class BrentSolver

java.lang.Object
  org.apache.commons.math.analysis.UnivariateRealSolverImpl
      org.apache.commons.math.analysis.BrentSolver

All Implemented Interfaces:

Serializable, UnivariateRealSolver

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: 1.18 $ $Date: 2004/11/07 02:17:56 $

See Also:

Serialized Form

Field Summary

(package private) static long

serialVersionUID Serializable version identifier

Fields inherited from class org.apache.commons.math.analysis.UnivariateRealSolverImpl

absoluteAccuracy, defaultAbsoluteAccuracy, defaultFunctionValueAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, f, functionValueAccuracy, iterationCount, maximalIterationCount, relativeAccuracy, result, resultComputed

Constructor Summary

BrentSolver(UnivariateRealFunction f)
Construct a solver for the given function.

Method Summary

double	solve(double min, double max) Find a zero in the given interval.
double	solve(double min, double max, double initial) Find a zero in the given interval.

Methods inherited from class org.apache.commons.math.analysis.UnivariateRealSolverImpl

clearResult, getAbsoluteAccuracy, getFunctionValueAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, getResult, isBracketing, isSequence, resetAbsoluteAccuracy, resetFunctionValueAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setFunctionValueAccuracy, setMaximalIterationCount, setRelativeAccuracy, setResult, verifyBracketing, verifyInterval, verifySequence

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

serialVersionUID

static final long serialVersionUID

Serializable version identifier

See Also:

Constant Field Values

Constructor Detail

BrentSolver

public BrentSolver(UnivariateRealFunction f)

Construct a solver for the given function.

Parameters:

f - function to solve.

Method Detail

solve

public double solve(double min,
                    double max,
                    double initial)
             throws ConvergenceException,
                    FunctionEvaluationException

Find a zero in the given interval.

Throws ConvergenceException if the values of the function at the endpoints of the interval have the same sign.

Parameters:

min - the lower bound for the interval.

max - the upper bound for the interval.

initial - the start value to use (ignored).

Returns:

the value where the function is zero

Throws:

ConvergenceException - the maximum iteration count is exceeded

FunctionEvaluationException - if an error occurs evaluating the function

IllegalArgumentException - if initial is not between min and max

solve

public double solve(double min,
                    double max)
             throws ConvergenceException,
                    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.

Parameters:

min - the lower bound for the interval.

max - the upper bound for the interval.

Returns:

the value where the function is zero

Throws:

ConvergenceException - 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