net.finmath.rootfinder.StochasticRootFinderUsingDerivative Maven / Gradle / Ivy
package net.finmath.rootfinder;
import net.finmath.stochastic.RandomVariable;
/**
* Interface for root finders for stochastic maps \( y = f(x) \) where \( x,y \) are random variables, the map is pathwise and the pathwise derivative
* is known.
*
* @author Christian Fries
* @author Stefan Sedlmair
* @version 1.0
*/
public interface StochasticRootFinderUsingDerivative {
/**
* @return Next point for which a value should be set using setValue.
*/
RandomVariable getNextPoint();
/**
* @param value The value corresponding to the point returned by previous getNextPoint call.
* @param derivative The derivative corresponding to the point returned by previous getNextPoint call.
*/
void setValueAndDerivative(RandomVariable value, RandomVariable derivative);
/**
* @return Returns the numberOfIterations.
*/
int getNumberOfIterations();
/**
* @return Best point obtained so far
*/
RandomVariable getBestPoint();
/**
* @return Returns the accuracy.
*/
double getAccuracy();
/**
* @return Returns true if further improvement is not possible.
*/
boolean isDone();
}