Coverage Report - org.apache.commons.math.analysis.NewtonSolver

Classes in this File	Line Coverage	Branch Coverage	Complexity
NewtonSolver	94%	100%	2.3333333333333335;2.333

1		/*
2		* Copyright 2004 The Apache Software Foundation.
3		*
4		* Licensed under the Apache License, Version 2.0 (the "License");
5		* you may not use this file except in compliance with the License.
6		* You may obtain a copy of the License at
7		*
8		* http://www.apache.org/licenses/LICENSE-2.0
9		*
10		* Unless required by applicable law or agreed to in writing, software
11		* distributed under the License is distributed on an "AS IS" BASIS,
12		* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13		* See the License for the specific language governing permissions and
14		* limitations under the License.
15		*/
16
17		package org.apache.commons.math.analysis;
18
19		import org.apache.commons.math.ConvergenceException;
20		import org.apache.commons.math.FunctionEvaluationException;
21
22		/**
23		* Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html">
24		* Newton's Method</a> for finding zeros of real univariate functions.
25		* <p>
26		* The function should be continuous but not necessarily smooth.
27		*
28		* @version $Revision$ $Date: 2005-02-26 05:11:52 -0800 (Sat, 26 Feb 2005) $
29		*/
30		public class NewtonSolver extends UnivariateRealSolverImpl {
31
32		/** Serializable version identifier */
33		static final long serialVersionUID = 2606474895443431607L;
34
35		/** The first derivative of the target function. */
36		private UnivariateRealFunction derivative;
37
38		/**
39		* Construct a solver for the given function.
40		* @param f function to solve.
41		*/
42		public NewtonSolver(DifferentiableUnivariateRealFunction f) {
43	6	super(f, 100, 1E-6);
44	4	derivative = f.derivative();
45	4	}
46
47		/**
48		* Find a zero near the midpoint of <code>min</code> and <code>max</code>.
49		*
50		* @param min the lower bound for the interval
51		* @param max the upper bound for the interval
52		* @return the value where the function is zero
53		* @throws ConvergenceException if the maximum iteration count is exceeded
54		* @throws FunctionEvaluationException if an error occurs evaluating the
55		* function or derivative
56		* @throws IllegalArgumentException if min is not less than max
57		*/
58		public double solve(double min, double max) throws ConvergenceException,
59		FunctionEvaluationException {
60	4	return solve(min, max, UnivariateRealSolverUtils.midpoint(min, max));
61		}
62
63		/**
64		* Find a zero near the value <code>startValue</code>.
65		*
66		* @param min the lower bound for the interval (ignored).
67		* @param max the upper bound for the interval (ignored).
68		* @param startValue the start value to use.
69		* @return the value where the function is zero
70		* @throws ConvergenceException if the maximum iteration count is exceeded
71		* @throws FunctionEvaluationException if an error occurs evaluating the
72		* function or derivative
73		* @throws IllegalArgumentException if startValue is not between min and max
74		*/
75		public double solve(double min, double max, double startValue)
76		throws ConvergenceException, FunctionEvaluationException {
77
78	4	clearResult();
79	4	verifySequence(min, startValue, max);
80
81	4	double x0 = startValue;
82		double x1;
83
84	4	int i = 0;
85	16	while (i < maximalIterationCount) {
86	16	x1 = x0 - (f.value(x0) / derivative.value(x0));
87	16	if (Math.abs(x1 - x0) <= absoluteAccuracy) {
88
89	4	setResult(x1, i);
90	4	return x1;
91		}
92
93	12	x0 = x1;
94	12	++i;
95		}
96
97	0	throw new ConvergenceException
98		("Maximum number of iterations exceeded " + i);
99		}
100
101		}