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package org.apache.commons.math3.dfp;


import org.apache.commons.math3.analysis.RealFieldUnivariateFunction;
import org.apache.commons.math3.analysis.solvers.AllowedSolution;
import org.apache.commons.math3.analysis.solvers.FieldBracketingNthOrderBrentSolver;
import org.apache.commons.math3.exception.NoBracketingException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.util.MathUtils;

This class implements a modification of the Brent algorithm.

The changes with respect to the original Brent algorithm are:

  • the returned value is chosen in the current interval according to user specified AllowedSolution,
  • the maximal order for the invert polynomial root search is user-specified instead of being invert quadratic only

The given interval must bracket the root.
Deprecated:as of 3.6 replaced with FieldBracketingNthOrderBrentSolver
/** * This class implements a modification of the <a * href="http://mathworld.wolfram.com/BrentsMethod.html"> Brent algorithm</a>. * <p> * The changes with respect to the original Brent algorithm are: * <ul> * <li>the returned value is chosen in the current interval according * to user specified {@link AllowedSolution},</li> * <li>the maximal order for the invert polynomial root search is * user-specified instead of being invert quadratic only</li> * </ul> * </p> * The given interval must bracket the root. * @deprecated as of 3.6 replaced with {@link FieldBracketingNthOrderBrentSolver} */
@Deprecated public class BracketingNthOrderBrentSolverDFP extends FieldBracketingNthOrderBrentSolver<Dfp> {
Construct a solver.
Params:
  • relativeAccuracy – Relative accuracy.
  • absoluteAccuracy – Absolute accuracy.
  • functionValueAccuracy – Function value accuracy.
  • maximalOrder – maximal order.
Throws:
/** * Construct a solver. * * @param relativeAccuracy Relative accuracy. * @param absoluteAccuracy Absolute accuracy. * @param functionValueAccuracy Function value accuracy. * @param maximalOrder maximal order. * @exception NumberIsTooSmallException if maximal order is lower than 2 */
public BracketingNthOrderBrentSolverDFP(final Dfp relativeAccuracy, final Dfp absoluteAccuracy, final Dfp functionValueAccuracy, final int maximalOrder) throws NumberIsTooSmallException { super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, maximalOrder); }
Get the absolute accuracy.
Returns:absolute accuracy
/** * Get the absolute accuracy. * @return absolute accuracy */
@Override public Dfp getAbsoluteAccuracy() { return super.getAbsoluteAccuracy(); }
Get the relative accuracy.
Returns:relative accuracy
/** * Get the relative accuracy. * @return relative accuracy */
@Override public Dfp getRelativeAccuracy() { return super.getRelativeAccuracy(); }
Get the function accuracy.
Returns:function accuracy
/** * Get the function accuracy. * @return function accuracy */
@Override public Dfp getFunctionValueAccuracy() { return super.getFunctionValueAccuracy(); }
Solve for a zero 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.
Params:
  • maxEval – Maximum number of evaluations.
  • f – Function to solve.
  • min – Lower bound for the interval.
  • max – Upper bound for the interval.
  • allowedSolution – The kind of solutions that the root-finding algorithm may accept as solutions.
Throws:
Returns:a value where the function is zero.
/** * Solve for a zero 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. * * @param maxEval Maximum number of evaluations. * @param f Function to solve. * @param min Lower bound for the interval. * @param max Upper bound for the interval. * @param allowedSolution The kind of solutions that the root-finding algorithm may * accept as solutions. * @return a value where the function is zero. * @exception NullArgumentException if f is null. * @exception NoBracketingException if root cannot be bracketed */
public Dfp solve(final int maxEval, final UnivariateDfpFunction f, final Dfp min, final Dfp max, final AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException { return solve(maxEval, f, min, max, min.add(max).divide(2), allowedSolution); }
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.
Params:
  • maxEval – Maximum number of evaluations.
  • f – Function to solve.
  • min – Lower bound for the interval.
  • max – Upper bound for the interval.
  • startValue – Start value to use.
  • allowedSolution – The kind of solutions that the root-finding algorithm may accept as solutions.
Throws:
Returns:a value where the function is zero.
/** * Solve for a zero in the given interval, start at {@code 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. * * @param maxEval Maximum number of evaluations. * @param f Function to solve. * @param min Lower bound for the interval. * @param max Upper bound for the interval. * @param startValue Start value to use. * @param allowedSolution The kind of solutions that the root-finding algorithm may * accept as solutions. * @return a value where the function is zero. * @exception NullArgumentException if f is null. * @exception NoBracketingException if root cannot be bracketed */
public Dfp solve(final int maxEval, final UnivariateDfpFunction f, final Dfp min, final Dfp max, final Dfp startValue, final AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException { // checks MathUtils.checkNotNull(f); // wrap the function RealFieldUnivariateFunction<Dfp> fieldF = new RealFieldUnivariateFunction<Dfp>() {
{@inheritDoc}
/** {@inheritDoc} */
public Dfp value(final Dfp x) { return f.value(x); } }; // delegate to general field solver return solve(maxEval, fieldF, min, max, startValue, allowedSolution); } }