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With inspiration from other libraries
/*
* 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.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math3.util.FastMath;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
/**
* Implements
* Newton's Method for finding zeros of real univariate differentiable
* functions.
*
* @since 3.1
*/
public class NewtonRaphsonSolver extends AbstractUnivariateDifferentiableSolver {
/** Default absolute accuracy. */
private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
/**
* Construct a solver.
*/
public NewtonRaphsonSolver() {
this(DEFAULT_ABSOLUTE_ACCURACY);
}
/**
* Construct a solver.
*
* @param absoluteAccuracy Absolute accuracy.
*/
public NewtonRaphsonSolver(double absoluteAccuracy) {
super(absoluteAccuracy);
}
/**
* Find a zero near the midpoint of {@code min} and {@code max}.
*
* @param f Function to solve.
* @param min Lower bound for the interval.
* @param max Upper bound for the interval.
* @param maxEval Maximum number of evaluations.
* @return the value where the function is zero.
* @throws org.apache.commons.math3.exception.TooManyEvaluationsException
* if the maximum evaluation count is exceeded.
* @throws org.apache.commons.math3.exception.NumberIsTooLargeException
* if {@code min >= max}.
*/
@Override
public double solve(int maxEval, final UnivariateDifferentiableFunction f,
final double min, final double max)
throws TooManyEvaluationsException {
return super.solve(maxEval, f, UnivariateSolverUtils.midpoint(min, max));
}
/**
* {@inheritDoc}
*/
@Override
protected double doSolve()
throws TooManyEvaluationsException {
final double startValue = getStartValue();
final double absoluteAccuracy = getAbsoluteAccuracy();
double x0 = startValue;
double x1;
while (true) {
final DerivativeStructure y0 = computeObjectiveValueAndDerivative(x0);
x1 = x0 - (y0.getValue() / y0.getPartialDerivative(1));
if (FastMath.abs(x1 - x0) <= absoluteAccuracy) {
return x1;
}
x0 = x1;
}
}
}