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

import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.exception.NoBracketingException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;

Implements the Ridders' Method for root finding of real univariate functions. For reference, see C. Ridders, A new algorithm for computing a single root of a real continuous function , IEEE Transactions on Circuits and Systems, 26 (1979), 979 - 980.

The function should be continuous but not necessarily smooth.

Since:1.2
/** * Implements the <a href="http://mathworld.wolfram.com/RiddersMethod.html"> * Ridders' Method</a> for root finding of real univariate functions. For * reference, see C. Ridders, <i>A new algorithm for computing a single root * of a real continuous function </i>, IEEE Transactions on Circuits and * Systems, 26 (1979), 979 - 980. * <p> * The function should be continuous but not necessarily smooth.</p> * * @since 1.2 */
public class RiddersSolver extends AbstractUnivariateSolver {
Default absolute accuracy.
/** Default absolute accuracy. */
private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
Construct a solver with default accuracy (1e-6).
/** * Construct a solver with default accuracy (1e-6). */
public RiddersSolver() { this(DEFAULT_ABSOLUTE_ACCURACY); }
Construct a solver.
Params:
  • absoluteAccuracy – Absolute accuracy.
/** * Construct a solver. * * @param absoluteAccuracy Absolute accuracy. */
public RiddersSolver(double absoluteAccuracy) { super(absoluteAccuracy); }
Construct a solver.
Params:
  • relativeAccuracy – Relative accuracy.
  • absoluteAccuracy – Absolute accuracy.
/** * Construct a solver. * * @param relativeAccuracy Relative accuracy. * @param absoluteAccuracy Absolute accuracy. */
public RiddersSolver(double relativeAccuracy, double absoluteAccuracy) { super(relativeAccuracy, absoluteAccuracy); }
{@inheritDoc}
/** * {@inheritDoc} */
@Override protected double doSolve() throws TooManyEvaluationsException, NoBracketingException { double min = getMin(); double max = getMax(); // [x1, x2] is the bracketing interval in each iteration // x3 is the midpoint of [x1, x2] // x is the new root approximation and an endpoint of the new interval double x1 = min; double y1 = computeObjectiveValue(x1); double x2 = max; double y2 = computeObjectiveValue(x2); // check for zeros before verifying bracketing if (y1 == 0) { return min; } if (y2 == 0) { return max; } verifyBracketing(min, max); final double absoluteAccuracy = getAbsoluteAccuracy(); final double functionValueAccuracy = getFunctionValueAccuracy(); final double relativeAccuracy = getRelativeAccuracy(); double oldx = Double.POSITIVE_INFINITY; while (true) { // calculate the new root approximation final double x3 = 0.5 * (x1 + x2); final double y3 = computeObjectiveValue(x3); if (FastMath.abs(y3) <= functionValueAccuracy) { return x3; } final double delta = 1 - (y1 * y2) / (y3 * y3); // delta > 1 due to bracketing final double correction = (FastMath.signum(y2) * FastMath.signum(y3)) * (x3 - x1) / FastMath.sqrt(delta); final double x = x3 - correction; // correction != 0 final double y = computeObjectiveValue(x); // check for convergence final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy); if (FastMath.abs(x - oldx) <= tolerance) { return x; } if (FastMath.abs(y) <= functionValueAccuracy) { return x; } // prepare the new interval for next iteration // Ridders' method guarantees x1 < x < x2 if (correction > 0.0) { // x1 < x < x3 if (FastMath.signum(y1) + FastMath.signum(y) == 0.0) { x2 = x; y2 = y; } else { x1 = x; x2 = x3; y1 = y; y2 = y3; } } else { // x3 < x < x2 if (FastMath.signum(y2) + FastMath.signum(y) == 0.0) { x1 = x; y1 = y; } else { x1 = x3; x2 = x; y1 = y3; y2 = y; } } oldx = x; } } }