public class BracketingNthOrderBrentSolverDFP extends Object
The changes with respect to the original Brent algorithm are:
AllowedSolution
,Constructor and Description |
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BracketingNthOrderBrentSolverDFP(Dfp relativeAccuracy,
Dfp absoluteAccuracy,
Dfp functionValueAccuracy,
int maximalOrder)
Construct a solver.
|
Modifier and Type | Method and Description |
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Dfp |
getAbsoluteAccuracy()
Get the absolute accuracy.
|
int |
getEvaluations()
Get the number of evaluations of the objective function.
|
Dfp |
getFunctionValueAccuracy()
Get the function accuracy.
|
int |
getMaxEvaluations()
Get the maximal number of function evaluations.
|
int |
getMaximalOrder()
Get the maximal order.
|
Dfp |
getRelativeAccuracy()
Get the relative accuracy.
|
Dfp |
solve(int maxEval,
UnivariateDfpFunction f,
Dfp min,
Dfp max,
AllowedSolution allowedSolution)
Solve for a zero in the given interval.
|
Dfp |
solve(int maxEval,
UnivariateDfpFunction f,
Dfp min,
Dfp max,
Dfp startValue,
AllowedSolution allowedSolution)
Solve for a zero in the given interval, start at
startValue . |
public BracketingNthOrderBrentSolverDFP(Dfp relativeAccuracy, Dfp absoluteAccuracy, Dfp functionValueAccuracy, int maximalOrder) throws NumberIsTooSmallException
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.functionValueAccuracy
- Function value accuracy.maximalOrder
- maximal order.NumberIsTooSmallException
- if maximal order is lower than 2public int getMaximalOrder()
public int getMaxEvaluations()
public int getEvaluations()
optimize
method. It is 0 if the method has not been
called yet.public Dfp getAbsoluteAccuracy()
public Dfp getRelativeAccuracy()
public Dfp getFunctionValueAccuracy()
public Dfp solve(int maxEval, UnivariateDfpFunction f, Dfp min, Dfp max, AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException
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.NullArgumentException
- if f is null.NoBracketingException
- if root cannot be bracketedpublic Dfp solve(int maxEval, UnivariateDfpFunction f, Dfp min, Dfp max, Dfp startValue, AllowedSolution allowedSolution) throws NullArgumentException, NoBracketingException
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.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.NullArgumentException
- if f is null.NoBracketingException
- if root cannot be bracketedCopyright © 2003–2014 The Apache Software Foundation. All rights reserved.