Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 1 | /* |
| 2 | * Licensed to the Apache Software Foundation (ASF) under one or more |
| 3 | * contributor license agreements. See the NOTICE file distributed with |
| 4 | * this work for additional information regarding copyright ownership. |
| 5 | * The ASF licenses this file to You under the Apache License, Version 2.0 |
| 6 | * (the "License"); you may not use this file except in compliance with |
| 7 | * the License. You may obtain a copy of the License at |
| 8 | * |
| 9 | * http://www.apache.org/licenses/LICENSE-2.0 |
| 10 | * |
| 11 | * Unless required by applicable law or agreed to in writing, software |
| 12 | * distributed under the License is distributed on an "AS IS" BASIS, |
| 13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 14 | * See the License for the specific language governing permissions and |
| 15 | * limitations under the License. |
| 16 | */ |
| 17 | package org.apache.commons.math.analysis.solvers; |
| 18 | |
| 19 | import org.apache.commons.math.ConvergenceException; |
| 20 | import org.apache.commons.math.FunctionEvaluationException; |
| 21 | import org.apache.commons.math.MathRuntimeException; |
| 22 | import org.apache.commons.math.MaxIterationsExceededException; |
| 23 | import org.apache.commons.math.analysis.UnivariateRealFunction; |
| 24 | import org.apache.commons.math.exception.util.LocalizedFormats; |
| 25 | import org.apache.commons.math.util.FastMath; |
| 26 | |
| 27 | |
| 28 | /** |
| 29 | * Implements a modified version of the |
| 30 | * <a href="http://mathworld.wolfram.com/SecantMethod.html">secant method</a> |
| 31 | * for approximating a zero of a real univariate function. |
| 32 | * <p> |
| 33 | * The algorithm is modified to maintain bracketing of a root by successive |
| 34 | * approximations. Because of forced bracketing, convergence may be slower than |
| 35 | * the unrestricted secant algorithm. However, this implementation should in |
| 36 | * general outperform the |
| 37 | * <a href="http://mathworld.wolfram.com/MethodofFalsePosition.html"> |
| 38 | * regula falsi method.</a></p> |
| 39 | * <p> |
| 40 | * The function is assumed to be continuous but not necessarily smooth.</p> |
| 41 | * |
| 42 | * @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $ |
| 43 | */ |
| 44 | public class SecantSolver extends UnivariateRealSolverImpl { |
| 45 | |
| 46 | /** |
| 47 | * Construct a solver for the given function. |
| 48 | * @param f function to solve. |
| 49 | * @deprecated as of 2.0 the function to solve is passed as an argument |
| 50 | * to the {@link #solve(UnivariateRealFunction, double, double)} or |
| 51 | * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)} |
| 52 | * method. |
| 53 | */ |
| 54 | @Deprecated |
| 55 | public SecantSolver(UnivariateRealFunction f) { |
| 56 | super(f, 100, 1E-6); |
| 57 | } |
| 58 | |
| 59 | /** |
| 60 | * Construct a solver. |
| 61 | * @deprecated in 2.2 (to be removed in 3.0). |
| 62 | */ |
| 63 | @Deprecated |
| 64 | public SecantSolver() { |
| 65 | super(100, 1E-6); |
| 66 | } |
| 67 | |
| 68 | /** {@inheritDoc} */ |
| 69 | @Deprecated |
| 70 | public double solve(final double min, final double max) |
| 71 | throws ConvergenceException, FunctionEvaluationException { |
| 72 | return solve(f, min, max); |
| 73 | } |
| 74 | |
| 75 | /** {@inheritDoc} */ |
| 76 | @Deprecated |
| 77 | public double solve(final double min, final double max, final double initial) |
| 78 | throws ConvergenceException, FunctionEvaluationException { |
| 79 | return solve(f, min, max, initial); |
| 80 | } |
| 81 | |
| 82 | /** |
| 83 | * Find a zero in the given interval. |
| 84 | * |
| 85 | * @param f the function to solve |
| 86 | * @param min the lower bound for the interval |
| 87 | * @param max the upper bound for the interval |
| 88 | * @param initial the start value to use (ignored) |
| 89 | * @param maxEval Maximum number of evaluations. |
| 90 | * @return the value where the function is zero |
| 91 | * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| 92 | * @throws FunctionEvaluationException if an error occurs evaluating the function |
| 93 | * @throws IllegalArgumentException if min is not less than max or the |
| 94 | * signs of the values of the function at the endpoints are not opposites |
| 95 | */ |
| 96 | @Override |
| 97 | public double solve(int maxEval, final UnivariateRealFunction f, |
| 98 | final double min, final double max, final double initial) |
| 99 | throws MaxIterationsExceededException, FunctionEvaluationException { |
| 100 | setMaximalIterationCount(maxEval); |
| 101 | return solve(f, min, max, initial); |
| 102 | } |
| 103 | |
| 104 | /** |
| 105 | * Find a zero in the given interval. |
| 106 | * |
| 107 | * @param f the function to solve |
| 108 | * @param min the lower bound for the interval |
| 109 | * @param max the upper bound for the interval |
| 110 | * @param initial the start value to use (ignored) |
| 111 | * @return the value where the function is zero |
| 112 | * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| 113 | * @throws FunctionEvaluationException if an error occurs evaluating the function |
| 114 | * @throws IllegalArgumentException if min is not less than max or the |
| 115 | * signs of the values of the function at the endpoints are not opposites |
| 116 | * @deprecated in 2.2 (to be removed in 3.0). |
| 117 | */ |
| 118 | @Deprecated |
| 119 | public double solve(final UnivariateRealFunction f, |
| 120 | final double min, final double max, final double initial) |
| 121 | throws MaxIterationsExceededException, FunctionEvaluationException { |
| 122 | return solve(f, min, max); |
| 123 | } |
| 124 | |
| 125 | /** |
| 126 | * Find a zero in the given interval. |
| 127 | * @param f the function to solve |
| 128 | * @param min the lower bound for the interval. |
| 129 | * @param max the upper bound for the interval. |
| 130 | * @param maxEval Maximum number of evaluations. |
| 131 | * @return the value where the function is zero |
| 132 | * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| 133 | * @throws FunctionEvaluationException if an error occurs evaluating the function |
| 134 | * @throws IllegalArgumentException if min is not less than max or the |
| 135 | * signs of the values of the function at the endpoints are not opposites |
| 136 | */ |
| 137 | @Override |
| 138 | public double solve(int maxEval, final UnivariateRealFunction f, |
| 139 | final double min, final double max) |
| 140 | throws MaxIterationsExceededException, FunctionEvaluationException { |
| 141 | setMaximalIterationCount(maxEval); |
| 142 | return solve(f, min, max); |
| 143 | } |
| 144 | |
| 145 | /** |
| 146 | * Find a zero in the given interval. |
| 147 | * @param f the function to solve |
| 148 | * @param min the lower bound for the interval. |
| 149 | * @param max the upper bound for the interval. |
| 150 | * @return the value where the function is zero |
| 151 | * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| 152 | * @throws FunctionEvaluationException if an error occurs evaluating the function |
| 153 | * @throws IllegalArgumentException if min is not less than max or the |
| 154 | * signs of the values of the function at the endpoints are not opposites |
| 155 | * @deprecated in 2.2 (to be removed in 3.0). |
| 156 | */ |
| 157 | @Deprecated |
| 158 | public double solve(final UnivariateRealFunction f, |
| 159 | final double min, final double max) |
| 160 | throws MaxIterationsExceededException, FunctionEvaluationException { |
| 161 | |
| 162 | clearResult(); |
| 163 | verifyInterval(min, max); |
| 164 | |
| 165 | // Index 0 is the old approximation for the root. |
| 166 | // Index 1 is the last calculated approximation for the root. |
| 167 | // Index 2 is a bracket for the root with respect to x0. |
| 168 | // OldDelta is the length of the bracketing interval of the last |
| 169 | // iteration. |
| 170 | double x0 = min; |
| 171 | double x1 = max; |
| 172 | double y0 = f.value(x0); |
| 173 | double y1 = f.value(x1); |
| 174 | |
| 175 | // Verify bracketing |
| 176 | if (y0 * y1 >= 0) { |
| 177 | throw MathRuntimeException.createIllegalArgumentException( |
| 178 | LocalizedFormats.SAME_SIGN_AT_ENDPOINTS, min, max, y0, y1); |
| 179 | } |
| 180 | |
| 181 | double x2 = x0; |
| 182 | double y2 = y0; |
| 183 | double oldDelta = x2 - x1; |
| 184 | int i = 0; |
| 185 | while (i < maximalIterationCount) { |
| 186 | if (FastMath.abs(y2) < FastMath.abs(y1)) { |
| 187 | x0 = x1; |
| 188 | x1 = x2; |
| 189 | x2 = x0; |
| 190 | y0 = y1; |
| 191 | y1 = y2; |
| 192 | y2 = y0; |
| 193 | } |
| 194 | if (FastMath.abs(y1) <= functionValueAccuracy) { |
| 195 | setResult(x1, i); |
| 196 | return result; |
| 197 | } |
| 198 | if (FastMath.abs(oldDelta) < |
| 199 | FastMath.max(relativeAccuracy * FastMath.abs(x1), absoluteAccuracy)) { |
| 200 | setResult(x1, i); |
| 201 | return result; |
| 202 | } |
| 203 | double delta; |
| 204 | if (FastMath.abs(y1) > FastMath.abs(y0)) { |
| 205 | // Function value increased in last iteration. Force bisection. |
| 206 | delta = 0.5 * oldDelta; |
| 207 | } else { |
| 208 | delta = (x0 - x1) / (1 - y0 / y1); |
| 209 | if (delta / oldDelta > 1) { |
| 210 | // New approximation falls outside bracket. |
| 211 | // Fall back to bisection. |
| 212 | delta = 0.5 * oldDelta; |
| 213 | } |
| 214 | } |
| 215 | x0 = x1; |
| 216 | y0 = y1; |
| 217 | x1 = x1 + delta; |
| 218 | y1 = f.value(x1); |
| 219 | if ((y1 > 0) == (y2 > 0)) { |
| 220 | // New bracket is (x0,x1). |
| 221 | x2 = x0; |
| 222 | y2 = y0; |
| 223 | } |
| 224 | oldDelta = x2 - x1; |
| 225 | i++; |
| 226 | } |
| 227 | throw new MaxIterationsExceededException(maximalIterationCount); |
| 228 | } |
| 229 | |
| 230 | } |