All Downloads are FREE. Search and download functionalities are using the official Maven repository.

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

Go to download

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.

The 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;

import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.analysis.RealFieldUnivariateFunction;

/** Interface for {@link UnivariateSolver (univariate real) root-finding
 * algorithms} that maintain a bracketed solution. There are several advantages
 * to having such root-finding algorithms:
 * 
    *
  • The bracketed solution guarantees that the root is kept within the * interval. As such, these algorithms generally also guarantee * convergence.
  • *
  • The bracketed solution means that we have the opportunity to only * return roots that are greater than or equal to the actual root, or * are less than or equal to the actual root. That is, we can control * whether under-approximations and over-approximations are * {@link AllowedSolution allowed solutions}. Other root-finding * algorithms can usually only guarantee that the solution (the root that * was found) is around the actual root.
  • *
* *

For backwards compatibility, all root-finding algorithms must have * {@link AllowedSolution#ANY_SIDE ANY_SIDE} as default for the allowed * solutions.

* * @see AllowedSolution * @param the type of the field elements * @since 3.6 */ public interface BracketedRealFieldUnivariateSolver> { /** * Get the maximum number of function evaluations. * * @return the maximum number of function evaluations. */ int getMaxEvaluations(); /** * Get the number of evaluations of the objective function. * The number of evaluations corresponds to the last call to the * {@code optimize} method. It is 0 if the method has not been * called yet. * * @return the number of evaluations of the objective function. */ int getEvaluations(); /** * Get the absolute accuracy of the solver. Solutions returned by the * solver should be accurate to this tolerance, i.e., if ε is the * absolute accuracy of the solver and {@code v} is a value returned by * one of the {@code solve} methods, then a root of the function should * exist somewhere in the interval ({@code v} - ε, {@code v} + ε). * * @return the absolute accuracy. */ T getAbsoluteAccuracy(); /** * Get the relative accuracy of the solver. The contract for relative * accuracy is the same as {@link #getAbsoluteAccuracy()}, but using * relative, rather than absolute error. If ρ is the relative accuracy * configured for a solver and {@code v} is a value returned, then a root * of the function should exist somewhere in the interval * ({@code v} - ρ {@code v}, {@code v} + ρ {@code v}). * * @return the relative accuracy. */ T getRelativeAccuracy(); /** * Get the function value accuracy of the solver. If {@code v} is * a value returned by the solver for a function {@code f}, * then by contract, {@code |f(v)|} should be less than or equal to * the function value accuracy configured for the solver. * * @return the function value accuracy. */ T getFunctionValueAccuracy(); /** * Solve for a zero in the given interval. * A solver may require that the interval brackets a single zero root. * Solvers that do require bracketing should be able to handle the case * where one of the endpoints is itself a root. * * @param maxEval Maximum number of evaluations. * @param f Function to solve. * @param min Lower bound for the interval. * @param max Upper bound for the interval. * @param allowedSolution The kind of solutions that the root-finding algorithm may * accept as solutions. * @return A value where the function is zero. * @throws org.apache.commons.math3.exception.MathIllegalArgumentException * if the arguments do not satisfy the requirements specified by the solver. * @throws org.apache.commons.math3.exception.TooManyEvaluationsException if * the allowed number of evaluations is exceeded. */ T solve(int maxEval, RealFieldUnivariateFunction f, T min, T max, AllowedSolution allowedSolution); /** * Solve for a zero in the given interval, start at {@code startValue}. * A solver may require that the interval brackets a single zero root. * Solvers that do require bracketing should be able to handle the case * where one of the endpoints is itself a root. * * @param maxEval Maximum number of evaluations. * @param f Function to solve. * @param min Lower bound for the interval. * @param max Upper bound for the interval. * @param startValue Start value to use. * @param allowedSolution The kind of solutions that the root-finding algorithm may * accept as solutions. * @return A value where the function is zero. * @throws org.apache.commons.math3.exception.MathIllegalArgumentException * if the arguments do not satisfy the requirements specified by the solver. * @throws org.apache.commons.math3.exception.TooManyEvaluationsException if * the allowed number of evaluations is exceeded. */ T solve(int maxEval, RealFieldUnivariateFunction f, T min, T max, T startValue, AllowedSolution allowedSolution); }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy