Class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>>
- java.lang.Object
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- org.apache.commons.math3.analysis.solvers.FieldBracketingNthOrderBrentSolver<T>
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- Type Parameters:
T
- the type of the field elements
- All Implemented Interfaces:
BracketedRealFieldUnivariateSolver<T>
- Direct Known Subclasses:
BracketingNthOrderBrentSolverDFP
public class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>> extends java.lang.Object implements BracketedRealFieldUnivariateSolver<T>
This class implements a modification of the Brent algorithm.The changes with respect to the original Brent algorithm are:
- the returned value is chosen in the current interval according
to user specified
AllowedSolution
- the maximal order for the invert polynomial root search is user-specified instead of being invert quadratic only
The given interval must bracket the root.
- Since:
- 3.6
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Field Summary
Fields Modifier and Type Field Description private T
absoluteAccuracy
Absolute accuracy.private IntegerSequence.Incrementor
evaluations
Evaluations counter.private Field<T>
field
Field to which the elements belong.private T
functionValueAccuracy
Function value accuracy.private static int
MAXIMAL_AGING
Maximal aging triggering an attempt to balance the bracketing interval.private int
maximalOrder
Maximal order.private T
relativeAccuracy
Relative accuracy.
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Constructor Summary
Constructors Constructor Description FieldBracketingNthOrderBrentSolver(T relativeAccuracy, T absoluteAccuracy, T functionValueAccuracy, int maximalOrder)
Construct a solver.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description T
getAbsoluteAccuracy()
Get the absolute accuracy.int
getEvaluations()
Get the number of evaluations of the objective function.T
getFunctionValueAccuracy()
Get the function accuracy.int
getMaxEvaluations()
Get the maximal number of function evaluations.int
getMaximalOrder()
Get the maximal order.T
getRelativeAccuracy()
Get the relative accuracy.private T
guessX(T targetY, T[] x, T[] y, int start, int end)
Guess an x value by nth order inverse polynomial interpolation.T
solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, AllowedSolution allowedSolution)
Solve for a zero in the given interval.T
solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, T startValue, AllowedSolution allowedSolution)
Solve for a zero in the given interval, start atstartValue
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Field Detail
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MAXIMAL_AGING
private static final int MAXIMAL_AGING
Maximal aging triggering an attempt to balance the bracketing interval.- See Also:
- Constant Field Values
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field
private final Field<T extends RealFieldElement<T>> field
Field to which the elements belong.
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maximalOrder
private final int maximalOrder
Maximal order.
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functionValueAccuracy
private final T extends RealFieldElement<T> functionValueAccuracy
Function value accuracy.
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absoluteAccuracy
private final T extends RealFieldElement<T> absoluteAccuracy
Absolute accuracy.
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relativeAccuracy
private final T extends RealFieldElement<T> relativeAccuracy
Relative accuracy.
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evaluations
private IntegerSequence.Incrementor evaluations
Evaluations counter.
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Constructor Detail
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FieldBracketingNthOrderBrentSolver
public FieldBracketingNthOrderBrentSolver(T relativeAccuracy, T absoluteAccuracy, T functionValueAccuracy, int maximalOrder) throws NumberIsTooSmallException
Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.maximalOrder
- maximal order.- Throws:
NumberIsTooSmallException
- if maximal order is lower than 2
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Method Detail
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getMaximalOrder
public int getMaximalOrder()
Get the maximal order.- Returns:
- maximal order
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getMaxEvaluations
public int getMaxEvaluations()
Get the maximal number of function evaluations.- Specified by:
getMaxEvaluations
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Returns:
- the maximal number of function evaluations.
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getEvaluations
public int getEvaluations()
Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to theoptimize
method. It is 0 if the method has not been called yet.- Specified by:
getEvaluations
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Returns:
- the number of evaluations of the objective function.
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getAbsoluteAccuracy
public T getAbsoluteAccuracy()
Get the absolute accuracy.- Specified by:
getAbsoluteAccuracy
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Returns:
- absolute accuracy
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getRelativeAccuracy
public T getRelativeAccuracy()
Get the relative accuracy.- Specified by:
getRelativeAccuracy
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Returns:
- relative accuracy
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getFunctionValueAccuracy
public T getFunctionValueAccuracy()
Get the function accuracy.- Specified by:
getFunctionValueAccuracy
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Returns:
- function accuracy
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solve
public T solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException
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.- Specified by:
solve
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Parameters:
maxEval
- Maximum number of evaluations.f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval.allowedSolution
- The kind of solutions that the root-finding algorithm may accept as solutions.- Returns:
- a value where the function is zero.
- Throws:
NullArgumentException
- if f is null.NoBracketingException
- if root cannot be bracketed
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solve
public T solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, T startValue, AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException
Solve for a zero in the given interval, start atstartValue
. 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.- Specified by:
solve
in interfaceBracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>>
- Parameters:
maxEval
- Maximum number of evaluations.f
- Function to solve.min
- Lower bound for the interval.max
- Upper bound for the interval.startValue
- Start value to use.allowedSolution
- The kind of solutions that the root-finding algorithm may accept as solutions.- Returns:
- a value where the function is zero.
- Throws:
NullArgumentException
- if f is null.NoBracketingException
- if root cannot be bracketed
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guessX
private T guessX(T targetY, T[] x, T[] y, int start, int end)
Guess an x value by nth order inverse polynomial interpolation.The x value is guessed by evaluating polynomial Q(y) at y = targetY, where Q is built such that for all considered points (xi, yi), Q(yi) = xi.
- Parameters:
targetY
- target value for yx
- reference points abscissas for interpolation, note that this array is modified during computationy
- reference points ordinates for interpolationstart
- start index of the points to consider (inclusive)end
- end index of the points to consider (exclusive)- Returns:
- guessed root (will be a NaN if two points share the same y)
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