org.apache.commons.math3.analysis.solvers.IllinoisSolver Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of commons-math3 Show documentation

The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

There is a newer version: 3.6.1

Show newest version

/*
 * 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;


/**
 * Implements the Illinois 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 Illinois method however,
 * should converge much faster than the original Regula Falsi
 * method. Furthermore, this implementation of the Illinois method
 * should not suffer from the same implementation issues as the Regula
 * Falsi method, which may fail to convergence in certain cases.
 *
 * The Illinois method assumes that the function is continuous,
 * but not necessarily smooth.
 *
 * Implementation based on the following article: M. Dowell and P. Jarratt,
 * A modified regula falsi method for computing the root of an
 * equation, BIT Numerical Mathematics, volume 11, number 2,
 * pages 168-174, Springer, 1971.
 *
 * @since 3.0
 */
public class IllinoisSolver extends BaseSecantSolver {

    /** Construct a solver with default accuracy (1e-6). */
    public IllinoisSolver() {
        super(DEFAULT_ABSOLUTE_ACCURACY, Method.ILLINOIS);
    }

    /**
     * Construct a solver.
     *
     * @param absoluteAccuracy Absolute accuracy.
     */
    public IllinoisSolver(final double absoluteAccuracy) {
        super(absoluteAccuracy, Method.ILLINOIS);
    }

    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     */
    public IllinoisSolver(final double relativeAccuracy,
                          final double absoluteAccuracy) {
        super(relativeAccuracy, absoluteAccuracy, Method.ILLINOIS);
    }

    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     * @param functionValueAccuracy Maximum function value error.
     */
    public IllinoisSolver(final double relativeAccuracy,
                          final double absoluteAccuracy,
                          final double functionValueAccuracy) {
        super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.PEGASUS);
    }
}