org.apache.commons.math3.analysis.solvers.PegasusSolver Maven / Gradle / Ivy
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* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
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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
* {@link RegulaFalsiSolver 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
* {@link IllinoisSolver 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
*/
public class PegasusSolver extends BaseSecantSolver {
/** Construct a solver with default accuracy (1e-6). */
public PegasusSolver() {
super(DEFAULT_ABSOLUTE_ACCURACY, Method.PEGASUS);
}
/**
* Construct a solver.
*
* @param absoluteAccuracy Absolute accuracy.
*/
public PegasusSolver(final double absoluteAccuracy) {
super(absoluteAccuracy, Method.PEGASUS);
}
/**
* 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.
*
* @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);
}
}