/* * 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.ConvergenceException; /** * Utility routines for {@link UnivariateRealSolver} objects. * * @version $Revision: 615734 $ $Date: 2008-01-27 23:10:03 -0700 (Sun, 27 Jan 2008) $ */ public class UnivariateRealSolverUtils { /** * Default constructor. */ private UnivariateRealSolverUtils() { super(); } /** Cached solver factory */ private static UnivariateRealSolverFactoryImpl factory = null; /** * Convenience method to find a zero of a univariate real function. A default * solver is used. * * @param f the function. * @param x0 the lower bound for the interval. * @param x1 the upper bound for the interval. * @return a value where the function is zero. * @throws ConvergenceException if the iteration count was exceeded * @throws FunctionEvaluationException if an error occurs evaluating * the function * @throws IllegalArgumentException if f is null or the endpoints do not * specify a valid interval */ public static double solve(UnivariateRealFunction f, double x0, double x1) throws ConvergenceException, FunctionEvaluationException { setup(f); return factory.newDefaultSolver(f).solve(x0, x1); } /** * Convenience method to find a zero of a univariate real function. A default * solver is used. * * @param f the function * @param x0 the lower bound for the interval * @param x1 the upper bound for the interval * @param absoluteAccuracy the accuracy to be used by the solver * @return a value where the function is zero * @throws ConvergenceException if the iteration count is exceeded * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if f is null, the endpoints do not * specify a valid interval, or the absoluteAccuracy is not valid for the * default solver */ public static double solve(UnivariateRealFunction f, double x0, double x1, double absoluteAccuracy) throws ConvergenceException, FunctionEvaluationException { setup(f); UnivariateRealSolver solver = factory.newDefaultSolver(f); solver.setAbsoluteAccuracy(absoluteAccuracy); return solver.solve(x0, x1); } /** * This method attempts to find two values a and b satisfying * If f is continuous on [a,b], this means that a * and b bracket a root of f. *

* The algorithm starts by setting * a := initial -1; b := initial +1, examines the value of the * function at a and b and keeps moving * the endpoints out by one unit each time through a loop that terminates * when one of the following happens:

*

* Note: this method can take * Integer.MAX_VALUE iterations to throw a * ConvergenceException. Unless you are confident that there * is a root between lowerBound and upperBound * near initial, it is better to use * {@link #bracket(UnivariateRealFunction, double, double, double, int)}, * explicitly specifying the maximum number of iterations.

* * @param function the function * @param initial initial midpoint of interval being expanded to * bracket a root * @param lowerBound lower bound (a is never lower than this value) * @param upperBound upper bound (b never is greater than this * value) * @return a two element array holding {a, b} * @throws ConvergenceException if a root can not be bracketted * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if function is null, maximumIterations * is not positive, or initial is not between lowerBound and upperBound */ public static double[] bracket(UnivariateRealFunction function, double initial, double lowerBound, double upperBound) throws ConvergenceException, FunctionEvaluationException { return bracket( function, initial, lowerBound, upperBound, Integer.MAX_VALUE ) ; } /** * This method attempts to find two values a and b satisfying * If f is continuous on [a,b], this means that a * and b bracket a root of f. *

* The algorithm starts by setting * a := initial -1; b := initial +1, examines the value of the * function at a and b and keeps moving * the endpoints out by one unit each time through a loop that terminates * when one of the following happens:

* * @param function the function * @param initial initial midpoint of interval being expanded to * bracket a root * @param lowerBound lower bound (a is never lower than this value) * @param upperBound upper bound (b never is greater than this * value) * @param maximumIterations maximum number of iterations to perform * @return a two element array holding {a, b}. * @throws ConvergenceException if the algorithm fails to find a and b * satisfying the desired conditions * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if function is null, maximumIterations * is not positive, or initial is not between lowerBound and upperBound */ public static double[] bracket(UnivariateRealFunction function, double initial, double lowerBound, double upperBound, int maximumIterations) throws ConvergenceException, FunctionEvaluationException { if (function == null) { throw new IllegalArgumentException ("function is null."); } if (maximumIterations <= 0) { throw new IllegalArgumentException ("bad value for maximumIterations: " + maximumIterations); } if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) { throw new IllegalArgumentException ("Invalid endpoint parameters: lowerBound=" + lowerBound + " initial=" + initial + " upperBound=" + upperBound); } double a = initial; double b = initial; double fa; double fb; int numIterations = 0 ; do { a = Math.max(a - 1.0, lowerBound); b = Math.min(b + 1.0, upperBound); fa = function.value(a); fb = function.value(b); numIterations++ ; } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && ((a > lowerBound) || (b < upperBound))); if (fa * fb >= 0.0 ) { throw new ConvergenceException ("Number of iterations={0}, maximum iterations={1}, initial={2}, lower bound={3}, upper bound={4}, final a value={5}, final b value={6}, f(a)={7}, f(b)={8}", new Object[] { new Integer(numIterations), new Integer(maximumIterations), new Double(initial), new Double(lowerBound), new Double(upperBound), new Double(a), new Double(b), new Double(fa), new Double(fb) }); } return new double[]{a, b}; } /** * Compute the midpoint of two values. * * @param a first value. * @param b second value. * @return the midpoint. */ public static double midpoint(double a, double b) { return (a + b) * .5; } /** * Checks to see if f is null, throwing IllegalArgumentException if so. * Also initializes factory if factory is null. * * @param f input function * @throws IllegalArgumentException if f is null */ private static void setup(UnivariateRealFunction f) { if (f == null) { throw new IllegalArgumentException("function can not be null."); } if (factory == null) { factory = new UnivariateRealSolverFactoryImpl(); } } }