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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (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
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
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 */ public class RiddersSolver extends AbstractUnivariateSolver { /** Default absolute accuracy. */ private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6; /** * Construct a solver with default accuracy (1e-6). */ public RiddersSolver() { this(DEFAULT_ABSOLUTE_ACCURACY); } /** * Construct a solver. * * @param absoluteAccuracy Absolute accuracy. */ public RiddersSolver(double absoluteAccuracy) { super(absoluteAccuracy); } /** * Construct a solver. * * @param relativeAccuracy Relative accuracy. * @param absoluteAccuracy Absolute accuracy. */ public RiddersSolver(double relativeAccuracy, double absoluteAccuracy) { super(relativeAccuracy, absoluteAccuracy); } /** * {@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; } } }




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