Class BrentSolver
java.lang.Object
org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
org.apache.commons.math3.analysis.solvers.BrentSolver
- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,UnivariateSolver
This class implements the
Brent algorithm for finding zeros of real univariate functions.
The function should be continuous but not necessarily smooth.
The
solve
method returns a zero x
of the function f
in the given interval [a, b]
to within a tolerance
2 eps abs(x) + t
where eps
is the relative accuracy and
t
is the absolute accuracy.
The given interval must bracket the root.
The reference implementation is given in chapter 4 of
Algorithms for Minimization Without Derivatives, Richard P. Brent, Dover, 2002
- See Also:
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate static final double
Default absolute accuracy. -
Constructor Summary
ConstructorsConstructorDescriptionConstruct a solver with default absolute accuracy (1e-6).BrentSolver
(double absoluteAccuracy) Construct a solver.BrentSolver
(double relativeAccuracy, double absoluteAccuracy) Construct a solver.BrentSolver
(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver. -
Method Summary
Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence
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.math3.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve
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Field Details
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DEFAULT_ABSOLUTE_ACCURACY
private static final double DEFAULT_ABSOLUTE_ACCURACYDefault absolute accuracy.- See Also:
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Constructor Details
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BrentSolver
public BrentSolver()Construct a solver with default absolute accuracy (1e-6). -
BrentSolver
public BrentSolver(double absoluteAccuracy) Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.
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BrentSolver
public BrentSolver(double relativeAccuracy, double absoluteAccuracy) Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.
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BrentSolver
public BrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy) Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.- See Also:
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Method Details
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doSolve
protected double doSolve() throws NoBracketingException, TooManyEvaluationsException, NumberIsTooLargeExceptionMethod for implementing actual optimization algorithms in derived classes.- Specified by:
doSolve
in classBaseAbstractUnivariateSolver<UnivariateFunction>
- Returns:
- the root.
- Throws:
NoBracketingException
- if the initial search interval does not bracket a root and the solver requires it.TooManyEvaluationsException
- if the maximal number of evaluations is exceeded.NumberIsTooLargeException
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brent
private double brent(double lo, double hi, double fLo, double fHi) Search for a zero inside the provided interval. This implementation is based on the algorithm described at page 58 of the bookAlgorithms for Minimization Without Derivatives,
Richard P. Brent , Dover 0-486-41998-3- Parameters:
lo
- Lower bound of the search interval.hi
- Higher bound of the search interval.fLo
- Function value at the lower bound of the search interval.fHi
- Function value at the higher bound of the search interval.- Returns:
- the value where the function is zero.
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