| /* |
| * 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.solvers; |
| |
| import org.apache.commons.math.FunctionEvaluationException; |
| import org.apache.commons.math.MathRuntimeException; |
| import org.apache.commons.math.MaxIterationsExceededException; |
| import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction; |
| import org.apache.commons.math.analysis.UnivariateRealFunction; |
| import org.apache.commons.math.exception.util.LocalizedFormats; |
| import org.apache.commons.math.util.FastMath; |
| |
| /** |
| * Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html"> |
| * Newton's Method</a> for finding zeros of real univariate functions. |
| * <p> |
| * The function should be continuous but not necessarily smooth.</p> |
| * |
| * @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $ |
| */ |
| public class NewtonSolver extends UnivariateRealSolverImpl { |
| |
| /** |
| * Construct a solver for the given function. |
| * @param f function to solve. |
| * @deprecated as of 2.0 the function to solve is passed as an argument |
| * to the {@link #solve(UnivariateRealFunction, double, double)} or |
| * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)} |
| * method. |
| */ |
| @Deprecated |
| public NewtonSolver(DifferentiableUnivariateRealFunction f) { |
| super(f, 100, 1E-6); |
| } |
| |
| /** |
| * Construct a solver. |
| * @deprecated in 2.2 (to be removed in 3.0). |
| */ |
| @Deprecated |
| public NewtonSolver() { |
| super(100, 1E-6); |
| } |
| |
| /** {@inheritDoc} */ |
| @Deprecated |
| public double solve(final double min, final double max) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| return solve(f, min, max); |
| } |
| |
| /** {@inheritDoc} */ |
| @Deprecated |
| public double solve(final double min, final double max, final double startValue) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| return solve(f, min, max, startValue); |
| } |
| |
| /** |
| * Find a zero near the midpoint of <code>min</code> and <code>max</code>. |
| * |
| * @param f the function to solve |
| * @param min the lower bound for the interval |
| * @param max the upper bound for the interval |
| * @param maxEval Maximum number of evaluations. |
| * @return the value where the function is zero |
| * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative |
| * @throws IllegalArgumentException if min is not less than max |
| */ |
| @Override |
| public double solve(int maxEval, final UnivariateRealFunction f, |
| final double min, final double max) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| setMaximalIterationCount(maxEval); |
| return solve(f, min, max); |
| } |
| |
| /** |
| * Find a zero near the midpoint of <code>min</code> and <code>max</code>. |
| * |
| * @param f the function to solve |
| * @param min the lower bound for the interval |
| * @param max the upper bound for the interval |
| * @return the value where the function is zero |
| * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative |
| * @throws IllegalArgumentException if min is not less than max |
| * @deprecated in 2.2 (to be removed in 3.0). |
| */ |
| @Deprecated |
| public double solve(final UnivariateRealFunction f, |
| final double min, final double max) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| return solve(f, min, max, UnivariateRealSolverUtils.midpoint(min, max)); |
| } |
| |
| /** |
| * Find a zero near the value <code>startValue</code>. |
| * |
| * @param f the function to solve |
| * @param min the lower bound for the interval (ignored). |
| * @param max the upper bound for the interval (ignored). |
| * @param startValue the start value to use. |
| * @param maxEval Maximum number of evaluations. |
| * @return the value where the function is zero |
| * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative |
| * @throws IllegalArgumentException if startValue is not between min and max or |
| * if function is not a {@link DifferentiableUnivariateRealFunction} instance |
| */ |
| @Override |
| public double solve(int maxEval, final UnivariateRealFunction f, |
| final double min, final double max, final double startValue) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| setMaximalIterationCount(maxEval); |
| return solve(f, min, max, startValue); |
| } |
| |
| /** |
| * Find a zero near the value <code>startValue</code>. |
| * |
| * @param f the function to solve |
| * @param min the lower bound for the interval (ignored). |
| * @param max the upper bound for the interval (ignored). |
| * @param startValue the start value to use. |
| * @return the value where the function is zero |
| * @throws MaxIterationsExceededException if the maximum iteration count is exceeded |
| * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative |
| * @throws IllegalArgumentException if startValue is not between min and max or |
| * if function is not a {@link DifferentiableUnivariateRealFunction} instance |
| * @deprecated in 2.2 (to be removed in 3.0). |
| */ |
| @Deprecated |
| public double solve(final UnivariateRealFunction f, |
| final double min, final double max, final double startValue) |
| throws MaxIterationsExceededException, FunctionEvaluationException { |
| |
| try { |
| |
| final UnivariateRealFunction derivative = |
| ((DifferentiableUnivariateRealFunction) f).derivative(); |
| clearResult(); |
| verifySequence(min, startValue, max); |
| |
| double x0 = startValue; |
| double x1; |
| |
| int i = 0; |
| while (i < maximalIterationCount) { |
| |
| x1 = x0 - (f.value(x0) / derivative.value(x0)); |
| if (FastMath.abs(x1 - x0) <= absoluteAccuracy) { |
| setResult(x1, i); |
| return x1; |
| } |
| |
| x0 = x1; |
| ++i; |
| } |
| |
| throw new MaxIterationsExceededException(maximalIterationCount); |
| } catch (ClassCastException cce) { |
| throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.FUNCTION_NOT_DIFFERENTIABLE); |
| } |
| } |
| |
| } |