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package org.apache.commons.math3.analysis.solvers;
Implements the Regula Falsi or False position method for root-finding (approximating a zero of a univariate real function). It is a modified Secant
method. The Regula Falsi method is included for completeness, for
testing purposes, for educational purposes, for comparison to other
algorithms, etc. It is however not intended to be used
for actual problems, as one of the bounds often remains fixed, resulting
in very slow convergence. Instead, one of the well-known modified
Regula Falsi algorithms can be used (Illinois
or Pegasus
). These two algorithms solve the fundamental issues of the original Regula
Falsi algorithm, and greatly out-performs it for most, if not all,
(practical) functions.
Unlike the Secant method, the Regula Falsi guarantees convergence, by maintaining a bracketed solution. Note however, that due to the finite/limited precision of Java's double
type, which is used in this implementation, the algorithm may get stuck in a situation where it no longer makes any progress. Such cases are detected and result in a ConvergenceException
exception being thrown. In other words, the algorithm theoretically guarantees convergence, but the implementation does not.
The Regula Falsi method assumes that the function is continuous,
but not necessarily smooth.
Implementation based on the following article: M. Dowell and P. Jarratt,
A modified regula falsi method for computing the root of an
equation, BIT Numerical Mathematics, volume 11, number 2,
pages 168-174, Springer, 1971.
Since: 3.0
/**
* Implements the <em>Regula Falsi</em> or <em>False position</em> method for
* root-finding (approximating a zero of a univariate real function). It is a
* modified {@link SecantSolver <em>Secant</em>} method.
*
* <p>The <em>Regula Falsi</em> method is included for completeness, for
* testing purposes, for educational purposes, for comparison to other
* algorithms, etc. It is however <strong>not</strong> intended to be used
* for actual problems, as one of the bounds often remains fixed, resulting
* in very slow convergence. Instead, one of the well-known modified
* <em>Regula Falsi</em> algorithms can be used ({@link IllinoisSolver
* <em>Illinois</em>} or {@link PegasusSolver <em>Pegasus</em>}). These two
* algorithms solve the fundamental issues of the original <em>Regula
* Falsi</em> algorithm, and greatly out-performs it for most, if not all,
* (practical) functions.
*
* <p>Unlike the <em>Secant</em> method, the <em>Regula Falsi</em> guarantees
* convergence, by maintaining a bracketed solution. Note however, that due to
* the finite/limited precision of Java's {@link Double double} type, which is
* used in this implementation, the algorithm may get stuck in a situation
* where it no longer makes any progress. Such cases are detected and result
* in a {@code ConvergenceException} exception being thrown. In other words,
* the algorithm theoretically guarantees convergence, but the implementation
* does not.</p>
*
* <p>The <em>Regula Falsi</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>A modified regula falsi method for computing the root of an
* equation</em>, BIT Numerical Mathematics, volume 11, number 2,
* pages 168-174, Springer, 1971.</p>
*
* @since 3.0
*/
public class RegulaFalsiSolver extends BaseSecantSolver {
Construct a solver with default accuracy (1e-6). /** Construct a solver with default accuracy (1e-6). */
public RegulaFalsiSolver() {
super(DEFAULT_ABSOLUTE_ACCURACY, Method.REGULA_FALSI);
}
Construct a solver.
Params: - absoluteAccuracy – Absolute accuracy.
/**
* Construct a solver.
*
* @param absoluteAccuracy Absolute accuracy.
*/
public RegulaFalsiSolver(final double absoluteAccuracy) {
super(absoluteAccuracy, Method.REGULA_FALSI);
}
Construct a solver.
Params: - relativeAccuracy – Relative accuracy.
- absoluteAccuracy – Absolute accuracy.
/**
* Construct a solver.
*
* @param relativeAccuracy Relative accuracy.
* @param absoluteAccuracy Absolute accuracy.
*/
public RegulaFalsiSolver(final double relativeAccuracy,
final double absoluteAccuracy) {
super(relativeAccuracy, absoluteAccuracy, Method.REGULA_FALSI);
}
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 RegulaFalsiSolver(final double relativeAccuracy,
final double absoluteAccuracy,
final double functionValueAccuracy) {
super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.REGULA_FALSI);
}
}