Class PegasusSolver

  • All Implemented Interfaces:
    BaseUnivariateSolver<UnivariateFunction>, BracketedUnivariateSolver<UnivariateFunction>, UnivariateSolver

    public class PegasusSolver
    extends BaseSecantSolver
    Implements the Pegasus method for root-finding (approximating a zero of a univariate real function). It is a modified Regula Falsi method.

    Like the Regula Falsi method, convergence is guaranteed by maintaining a bracketed solution. The Pegasus method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Pegasus method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases. Also, the Pegasus method should converge faster than the Illinois method, another Regula Falsi-based method.

    The Pegasus method assumes that the function is continuous, but not necessarily smooth.

    Implementation based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.

    • Constructor Detail

      • PegasusSolver

        public PegasusSolver()
        Construct a solver with default accuracy (1e-6).
      • PegasusSolver

        public PegasusSolver​(double absoluteAccuracy)
        Construct a solver.
        Parameters:
        absoluteAccuracy - Absolute accuracy.
      • PegasusSolver

        public PegasusSolver​(double relativeAccuracy,
                             double absoluteAccuracy)
        Construct a solver.
        Parameters:
        relativeAccuracy - Relative accuracy.
        absoluteAccuracy - Absolute accuracy.
      • PegasusSolver

        public PegasusSolver​(double relativeAccuracy,
                             double absoluteAccuracy,
                             double functionValueAccuracy)
        Construct a solver.
        Parameters:
        relativeAccuracy - Relative accuracy.
        absoluteAccuracy - Absolute accuracy.
        functionValueAccuracy - Maximum function value error.