org.apache.commons.math.analysis
Class SecantSolver

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

All Implemented Interfaces:

Serializable, UnivariateRealSolver

public class SecantSolver

extends UnivariateRealSolverImpl

implements Serializable

Implements a modified version of the secant method for approximating a zero of a real univariate function.

The algorithm is modified to maintain bracketing of a root by successive approximations. Because of forced bracketing, convergence may be slower than the unrestricted secant algorithm. However, this implementation should in general outperform the regula falsi method.

The function is assumed to be continuous but not necessarily smooth.

Version:

$Revision: 1.17 $ $Date: 2004/07/17 21:19:39 $

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

SecantSolver(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

SecantSolver

public SecantSolver(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.

Specified by:

solve in interface UnivariateRealSolver

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 - 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(double min,
                    double max)
             throws ConvergenceException,
                    FunctionEvaluationException

Find a zero in the given interval.

Specified by:

solve in interface UnivariateRealSolver

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