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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/solvers/NewtonRaphsonSolver.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/solvers/NewtonRaphsonSolver.java | 92 |
1 files changed, 92 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/solvers/NewtonRaphsonSolver.java b/src/main/java/org/apache/commons/math3/analysis/solvers/NewtonRaphsonSolver.java new file mode 100644 index 0000000..4cf2688 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/solvers/NewtonRaphsonSolver.java @@ -0,0 +1,92 @@ +/* + * 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.math3.analysis.solvers; + +import org.apache.commons.math3.analysis.differentiation.DerivativeStructure; +import org.apache.commons.math3.analysis.differentiation.UnivariateDifferentiableFunction; +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.exception.TooManyEvaluationsException; + +/** + * Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html"> + * Newton's Method</a> for finding zeros of real univariate differentiable + * functions. + * + * @since 3.1 + */ +public class NewtonRaphsonSolver extends AbstractUnivariateDifferentiableSolver { + /** Default absolute accuracy. */ + private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6; + + /** + * Construct a solver. + */ + public NewtonRaphsonSolver() { + this(DEFAULT_ABSOLUTE_ACCURACY); + } + /** + * Construct a solver. + * + * @param absoluteAccuracy Absolute accuracy. + */ + public NewtonRaphsonSolver(double absoluteAccuracy) { + super(absoluteAccuracy); + } + + /** + * Find a zero near the midpoint of {@code min} and {@code max}. + * + * @param f Function to solve. + * @param min Lower bound for the interval. + * @param max Upper bound for the interval. + * @param maxEval Maximum number of evaluations. + * @return the value where the function is zero. + * @throws org.apache.commons.math3.exception.TooManyEvaluationsException + * if the maximum evaluation count is exceeded. + * @throws org.apache.commons.math3.exception.NumberIsTooLargeException + * if {@code min >= max}. + */ + @Override + public double solve(int maxEval, final UnivariateDifferentiableFunction f, + final double min, final double max) + throws TooManyEvaluationsException { + return super.solve(maxEval, f, UnivariateSolverUtils.midpoint(min, max)); + } + + /** + * {@inheritDoc} + */ + @Override + protected double doSolve() + throws TooManyEvaluationsException { + final double startValue = getStartValue(); + final double absoluteAccuracy = getAbsoluteAccuracy(); + + double x0 = startValue; + double x1; + while (true) { + final DerivativeStructure y0 = computeObjectiveValueAndDerivative(x0); + x1 = x0 - (y0.getValue() / y0.getPartialDerivative(1)); + if (FastMath.abs(x1 - x0) <= absoluteAccuracy) { + return x1; + } + + x0 = x1; + } + } +} |