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package org.apache.commons.math3.analysis.solvers;

Implements the Pegasus method for root-finding (approximating a zero of a univariate real function). It is a modified Regula Falsi method.

Like the Regula Falsi method, convergence is guaranteed by maintaining a bracketed solution. The Pegasus method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Pegasus method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases. Also, the Pegasus method should converge faster than the Illinois method, another Regula Falsi-based method.

The Pegasus method assumes that the function is continuous, but not necessarily smooth.

Implementation based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.

Since:3.0
/** * Implements the <em>Pegasus</em> method for root-finding (approximating * a zero of a univariate real function). It is a modified * {@link RegulaFalsiSolver <em>Regula Falsi</em>} method. * * <p>Like the <em>Regula Falsi</em> method, convergence is guaranteed by * maintaining a bracketed solution. The <em>Pegasus</em> method however, * should converge much faster than the original <em>Regula Falsi</em> * method. Furthermore, this implementation of the <em>Pegasus</em> method * should not suffer from the same implementation issues as the <em>Regula * Falsi</em> method, which may fail to convergence in certain cases. Also, * the <em>Pegasus</em> method should converge faster than the * {@link IllinoisSolver <em>Illinois</em>} method, another <em>Regula * Falsi</em>-based method.</p> * * <p>The <em>Pegasus</em> method assumes that the function is continuous, * but not necessarily smooth.</p> * * <p>Implementation based on the following article: M. Dowell and P. Jarratt, * <em>The "Pegasus" method for computing the root of an equation</em>, * BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, * 1972.</p> * * @since 3.0 */
public class PegasusSolver extends BaseSecantSolver {
Construct a solver with default accuracy (1e-6).
/** Construct a solver with default accuracy (1e-6). */
public PegasusSolver() { super(DEFAULT_ABSOLUTE_ACCURACY, Method.PEGASUS); }
Construct a solver.
Params:
  • absoluteAccuracy – Absolute accuracy.
/** * Construct a solver. * * @param absoluteAccuracy Absolute accuracy. */
public PegasusSolver(final double absoluteAccuracy) { super(absoluteAccuracy, Method.PEGASUS); }
Construct a solver.
Params:
  • relativeAccuracy – Relative accuracy.
  • absoluteAccuracy – Absolute accuracy.
/** * Construct a solver. * * @param relativeAccuracy Relative accuracy. * @param absoluteAccuracy Absolute accuracy. */
public PegasusSolver(final double relativeAccuracy, final double absoluteAccuracy) { super(relativeAccuracy, absoluteAccuracy, Method.PEGASUS); }
Construct a solver.
Params:
  • relativeAccuracy – Relative accuracy.
  • absoluteAccuracy – Absolute accuracy.
  • functionValueAccuracy – Maximum function value error.
/** * Construct a solver. * * @param relativeAccuracy Relative accuracy. * @param absoluteAccuracy Absolute accuracy. * @param functionValueAccuracy Maximum function value error. */
public PegasusSolver(final double relativeAccuracy, final double absoluteAccuracy, final double functionValueAccuracy) { super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.PEGASUS); } }