Package org.hipparchus.analysis.solvers

Class BaseAbstractUnivariateSolver<F extends UnivariateFunction>

    • Constructor Summary

      Constructors 
      Modifier Constructor Description
      protected BaseAbstractUnivariateSolver​(double absoluteAccuracy)
      Construct a solver with given absolute accuracy.
      protected BaseAbstractUnivariateSolver​(double relativeAccuracy, double absoluteAccuracy)
      Construct a solver with given accuracies.
      protected BaseAbstractUnivariateSolver​(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy)
      Construct a solver with given accuracies.

    • Method Summary

      All Methods Instance Methods Abstract Methods Concrete Methods 
      Modifier and Type Method Description
      protected double computeObjectiveValue​(double point)
      Compute the objective function value.
      protected abstract double doSolve()
      Method for implementing actual optimization algorithms in derived classes.
      double getAbsoluteAccuracy()
      Get the absolute accuracy of the solver.
      int getEvaluations()
      Get the number of evaluations of the objective function.
      double getFunctionValueAccuracy()
      Get the function value accuracy of the solver.
      double getMax()
      Get higher end of the search interval.
      double getMin()
      Get lower end of the search interval.
      double getRelativeAccuracy()
      Get the relative accuracy of the solver.
      double getStartValue()
      Get initial guess.
      protected void incrementEvaluationCount()
      Increment the evaluation count by one.
      protected boolean isBracketing​(double lower, double upper)
      Check whether the function takes opposite signs at the endpoints.
      protected boolean isSequence​(double start, double mid, double end)
      Check whether the arguments form a (strictly) increasing sequence.
      protected void setup​(int maxEval, F f, double min, double max, double startValue)
      Prepare for computation.
      double solve​(int maxEval, F f, double startValue)
      Solve for a zero in the vicinity of startValue.
      double solve​(int maxEval, F f, double min, double max)
      Solve for a zero root in the given interval.
      double solve​(int maxEval, F f, double min, double max, double startValue)
      Solve for a zero in the given interval, start at startValue.
      protected void verifyBracketing​(double lower, double upper)
      Check that the endpoints specify an interval and the function takes opposite signs at the endpoints.
      protected void verifyInterval​(double lower, double upper)
      Check that the endpoints specify an interval.
      protected void verifySequence​(double lower, double initial, double upper)
      Check that lower < initial < upper.

    • Constructor Detail

      • BaseAbstractUnivariateSolver

        protected BaseAbstractUnivariateSolver​(double absoluteAccuracy)
        Construct a solver with given absolute accuracy.
        Parameters:
        absoluteAccuracy - Maximum absolute error.

      • BaseAbstractUnivariateSolver

        protected BaseAbstractUnivariateSolver​(double relativeAccuracy,
                                       double absoluteAccuracy)
        Construct a solver with given accuracies.
        Parameters:
        relativeAccuracy - Maximum relative error.
        absoluteAccuracy - Maximum absolute error.

      • BaseAbstractUnivariateSolver

        protected BaseAbstractUnivariateSolver​(double relativeAccuracy,
                                       double absoluteAccuracy,
                                       double functionValueAccuracy)
        Construct a solver with given accuracies.
        Parameters:
        relativeAccuracy - Maximum relative error.
        absoluteAccuracy - Maximum absolute error.
        functionValueAccuracy - Maximum function value error.

    • Method Detail

      • getEvaluations

        public int getEvaluations()
        Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.
        Specified by:
        getEvaluations in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Returns:
        the number of evaluations of the objective function.

      • getMin

        public double getMin()
        Get lower end of the search interval.
        Returns:
        the lower end of the search interval

      • getMax

        public double getMax()
        Get higher end of the search interval.
        Returns:
        the higher end of the search interval

      • getStartValue

        public double getStartValue()
        Get initial guess.
        Returns:
        the initial guess

      • getAbsoluteAccuracy

        public double getAbsoluteAccuracy()
        Get the absolute accuracy of the solver. Solutions returned by the solver should be accurate to this tolerance, i.e., if ε is the absolute accuracy of the solver and v is a value returned by one of the solve methods, then a root of the function should exist somewhere in the interval (v - ε, v + ε).
        Specified by:
        getAbsoluteAccuracy in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Returns:
        the absolute accuracy.

      • getRelativeAccuracy

        public double getRelativeAccuracy()
        Get the relative accuracy of the solver. The contract for relative accuracy is the same as BaseUnivariateSolver.getAbsoluteAccuracy(), but using relative, rather than absolute error. If ρ is the relative accuracy configured for a solver and v is a value returned, then a root of the function should exist somewhere in the interval (v - ρ v, v + ρ v).
        Specified by:
        getRelativeAccuracy in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Returns:
        the relative accuracy.

      • getFunctionValueAccuracy

        public double getFunctionValueAccuracy()
        Get the function value accuracy of the solver. If v is a value returned by the solver for a function f, then by contract, |f(v)| should be less than or equal to the function value accuracy configured for the solver.
        Specified by:
        getFunctionValueAccuracy in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Returns:
        the function value accuracy.

      • computeObjectiveValue

        protected double computeObjectiveValue​(double point)
                                throws MathIllegalStateException
        Compute the objective function value.
        Parameters:
        point - Point at which the objective function must be evaluated.
        Returns:
        the objective function value at specified point.
        Throws:
        MathIllegalStateException - if the maximal number of evaluations is exceeded.

      • setup

        protected void setup​(int maxEval,
                     F f,
                     double min,
                     double max,
                     double startValue)
              throws NullArgumentException
        Prepare for computation. Subclasses must call this method if they override any of the solve methods.
        Parameters:
        f - Function to solve.
        min - Lower bound for the interval.
        max - Upper bound for the interval.
        startValue - Start value to use.
        maxEval - Maximum number of evaluations.
        Throws:
        NullArgumentException - if f is null

      • solve

        public double solve​(int maxEval,
                    F f,
                    double min,
                    double max,
                    double startValue)
             throws MathIllegalArgumentException,
                    MathIllegalStateException
        Solve for a zero in the given interval, start at 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.
        Specified by:
        solve in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Parameters:
        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.
        Returns:
        a value where the function is zero.
        Throws:
        MathIllegalArgumentException - if the arguments do not satisfy the requirements specified by the solver.
        MathIllegalStateException - if the allowed number of evaluations is exceeded.

      • solve

        public double solve​(int maxEval,
                    F f,
                    double min,
                    double max)
        Solve for a zero root in the given interval. 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.
        Specified by:
        solve in interface BaseUnivariateSolver<F extends UnivariateFunction>
        Parameters:
        maxEval - Maximum number of evaluations.
        f - Function to solve.
        min - Lower bound for the interval.
        max - Upper bound for the interval.
        Returns:
        a value where the function is zero.

      • isBracketing

        protected boolean isBracketing​(double lower,
                               double upper)
        Check whether the function takes opposite signs at the endpoints.
        Parameters:
        lower - Lower endpoint.
        upper - Upper endpoint.
        Returns:
        true if the function values have opposite signs at the given points.

      • isSequence

        protected boolean isSequence​(double start,
                             double mid,
                             double end)
        Check whether the arguments form a (strictly) increasing sequence.
        Parameters:
        start - First number.
        mid - Second number.
        end - Third number.
        Returns:
        true if the arguments form an increasing sequence.

      • verifyInterval

        protected void verifyInterval​(double lower,
                              double upper)
                       throws MathIllegalArgumentException
        Check that the endpoints specify an interval.
        Parameters:
        lower - Lower endpoint.
        upper - Upper endpoint.
        Throws:
        MathIllegalArgumentException - if lower >= upper.

      • verifySequence

        protected void verifySequence​(double lower,
                              double initial,
                              double upper)
                       throws MathIllegalArgumentException
        Check that lower < initial < upper.
        Parameters:
        lower - Lower endpoint.
        initial - Initial value.
        upper - Upper endpoint.
        Throws:
        MathIllegalArgumentException - if lower >= initial or initial >= upper.