org.apache.commons.math3.analysis.solvers

Class NewtonSolver

java.lang.Object

org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<DifferentiableUnivariateFunction>

org.apache.commons.math3.analysis.solvers.AbstractDifferentiableUnivariateSolver

org.apache.commons.math3.analysis.solvers.NewtonSolver

All Implemented Interfaces:

BaseUnivariateSolver<DifferentiableUnivariateFunction>, DifferentiableUnivariateSolver

public class NewtonSolver
extends AbstractDifferentiableUnivariateSolver

Implements Newton's Method for finding zeros of real univariate functions.

The function should be continuous but not necessarily smooth.

Version:

$Id: NewtonSolver.java 1244107 2012-02-14 16:17:55Z erans $

Constructor Summary

Constructors

Constructor and Description
NewtonSolver() Construct a solver.
NewtonSolver(double absoluteAccuracy) Construct a solver.

Method Summary

Methods

Modifier and Type	Method and Description
protected double	doSolve() Method for implementing actual optimization algorithms in derived classes.
double	solve(int maxEval, DifferentiableUnivariateFunction f, double min, double max) Find a zero near the midpoint of min and max.

Methods inherited from class org.apache.commons.math3.analysis.solvers.AbstractDifferentiableUnivariateSolver

computeDerivativeObjectiveValue, setup

Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, solve, solve, verifyBracketing, verifyInterval, verifySequence

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve

Constructor Detail

NewtonSolver

public NewtonSolver()

Construct a solver.

NewtonSolver

public NewtonSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

Method Detail

solve

public double solve(int maxEval,
           DifferentiableUnivariateFunction f,
           double min,
           double max)

Find a zero near the midpoint of min and max.

Specified by:

solve in interface BaseUnivariateSolver<DifferentiableUnivariateFunction>

Overrides:

solve in class BaseAbstractUnivariateSolver<DifferentiableUnivariateFunction>

Parameters:

f - Function to solve.

min - Lower bound for the interval.

max - Upper bound for the interval.

maxEval - Maximum number of evaluations.

Returns:

the value where the function is zero.

Throws:

TooManyEvaluationsException - if the maximum evaluation count is exceeded.

NumberIsTooLargeException - if min >= max.

doSolve

protected double doSolve()

Method for implementing actual optimization algorithms in derived classes.

Specified by:

doSolve in class BaseAbstractUnivariateSolver<DifferentiableUnivariateFunction>

Returns:

the root.