/* * 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.math.analysis; import org.apache.commons.math.FunctionEvaluationException; import org.apache.commons.math.MaxIterationsExceededException; import org.apache.commons.math.util.MathUtils; /** * Implements the * Ridders' Method for root finding of real univariate functions. For * reference, see C. Ridders, A new algorithm for computing a single root * of a real continuous function , IEEE Transactions on Circuits and * Systems, 26 (1979), 979 - 980. *
* The function should be continuous but not necessarily smooth.
* * @version $Revision: 620312 $ $Date: 2008-02-10 12:28:59 -0700 (Sun, 10 Feb 2008) $ * @since 1.2 */ public class RiddersSolver extends UnivariateRealSolverImpl { /** serializable version identifier */ private static final long serialVersionUID = -4703139035737911735L; /** * Construct a solver for the given function. * * @param f function to solve */ public RiddersSolver(UnivariateRealFunction f) { super(f, 100, 1E-6); } /** * Find a root in the given interval with initial value. ** Requires bracketing condition.
* * @param min the lower bound for the interval * @param max the upper bound for the interval * @param initial the start value to use * @return the point at which the function value is zero * @throws MaxIterationsExceededException if the maximum iteration count is exceeded * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if any parameters are invalid */ public double solve(double min, double max, double initial) throws MaxIterationsExceededException, FunctionEvaluationException { // check for zeros before verifying bracketing if (f.value(min) == 0.0) { return min; } if (f.value(max) == 0.0) { return max; } if (f.value(initial) == 0.0) { return initial; } verifyBracketing(min, max, f); verifySequence(min, initial, max); if (isBracketing(min, initial, f)) { return solve(min, initial); } else { return solve(initial, max); } } /** * Find a root in the given interval. ** Requires bracketing condition.
* * @param min the lower bound for the interval * @param max the upper bound for the interval * @return the point at which the function value is zero * @throws MaxIterationsExceededException if the maximum iteration count is exceeded * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if any parameters are invalid */ public double solve(double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException { // [x1, x2] is the bracketing interval in each iteration // x3 is the midpoint of [x1, x2] // x is the new root approximation and an endpoint of the new interval double x1, x2, x3, x, oldx, y1, y2, y3, y, delta, correction, tolerance; x1 = min; y1 = f.value(x1); x2 = max; y2 = f.value(x2); // check for zeros before verifying bracketing if (y1 == 0.0) { return min; } if (y2 == 0.0) { return max; } verifyBracketing(min, max, f); int i = 1; oldx = Double.POSITIVE_INFINITY; while (i <= maximalIterationCount) { // calculate the new root approximation x3 = 0.5 * (x1 + x2); y3 = f.value(x3); if (Math.abs(y3) <= functionValueAccuracy) { setResult(x3, i); return result; } delta = 1 - (y1 * y2) / (y3 * y3); // delta > 1 due to bracketing correction = (MathUtils.sign(y2) * MathUtils.sign(y3)) * (x3 - x1) / Math.sqrt(delta); x = x3 - correction; // correction != 0 y = f.value(x); // check for convergence tolerance = Math.max(relativeAccuracy * Math.abs(x), absoluteAccuracy); if (Math.abs(x - oldx) <= tolerance) { setResult(x, i); return result; } if (Math.abs(y) <= functionValueAccuracy) { setResult(x, i); return result; } // prepare the new interval for next iteration // Ridders' method guarantees x1 < x < x2 if (correction > 0.0) { // x1 < x < x3 if (MathUtils.sign(y1) + MathUtils.sign(y) == 0.0) { x2 = x; y2 = y; } else { x1 = x; x2 = x3; y1 = y; y2 = y3; } } else { // x3 < x < x2 if (MathUtils.sign(y2) + MathUtils.sign(y) == 0.0) { x1 = x; y1 = y; } else { x1 = x3; x2 = x; y1 = y3; y2 = y; } } oldx = x; i++; } throw new MaxIterationsExceededException(maximalIterationCount); } }