org.apache.commons.math.analysis.solvers
Class SecantSolver

java.lang.Object
  extended by org.apache.commons.math.ConvergingAlgorithmImpl
      extended by org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
          extended by org.apache.commons.math.analysis.solvers.SecantSolver
All Implemented Interfaces:
UnivariateRealSolver, ConvergingAlgorithm

public class SecantSolver
extends UnivariateRealSolverImpl

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: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $

Field Summary
 
Fields inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
defaultFunctionValueAccuracy, f, functionValue, functionValueAccuracy, result, resultComputed
 
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy
 
Constructor Summary
SecantSolver()
          Construct a solver.
SecantSolver(UnivariateRealFunction f)
          Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.
 
Method Summary
 double solve(double min, double max)
          Deprecated. 
 double solve(double min, double max, double initial)
          Deprecated. 
 double solve(UnivariateRealFunction f, double min, double max)
          Find a zero in the given interval.
 double solve(UnivariateRealFunction f, double min, double max, double initial)
          Find a zero in the given interval.
 
Methods inherited from class org.apache.commons.math.analysis.solvers.UnivariateRealSolverImpl
checkResultComputed, clearResult, getFunctionValue, getFunctionValueAccuracy, getResult, isBracketing, isSequence, resetFunctionValueAccuracy, setFunctionValueAccuracy, setResult, setResult, verifyBracketing, verifyInterval, verifySequence
 
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy
 

Constructor Detail

SecantSolver

@Deprecated
public SecantSolver(UnivariateRealFunction f)
Deprecated. as of 2.0 the function to solve is passed as an argument to the solve(UnivariateRealFunction, double, double) or UnivariateRealSolver.solve(UnivariateRealFunction, double, double, double) method.

Construct a solver for the given function.

Parameters:
f - function to solve.

SecantSolver

public SecantSolver()
Construct a solver.

Method Detail

solve

@Deprecated
public double solve(double min,
                               double max)
             throws ConvergenceException,
                    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:
ConvergenceException - if the maximum iteration count is exceeded or the solver detects convergence problems otherwise.
FunctionEvaluationException - if an error occurs evaluating the function

solve

@Deprecated
public double solve(double min,
                               double max,
                               double initial)
             throws ConvergenceException,
                    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:
ConvergenceException - if the maximum iteration count is exceeded or the solver detects convergence problems otherwise.
FunctionEvaluationException - if an error occurs evaluating the function

solve

public double solve(UnivariateRealFunction f,
                    double min,
                    double max,
                    double initial)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval.

Parameters:
f - the function to solve
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:
MaxIterationsExceededException - if the maximum iteration count is exceeded
FunctionEvaluationException - if an error occurs evaluating the function
java.lang.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(UnivariateRealFunction f,
                    double min,
                    double max)
             throws MaxIterationsExceededException,
                    FunctionEvaluationException
Find a zero in the given interval.

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
java.lang.IllegalArgumentException - if min is not less than max or the signs of the values of the function at the endpoints are not opposites


Copyright (c) 2003-2010 Apache Software Foundation