Package com.irurueta.numerical.roots

Class BrentSingleRootEstimator

java.lang.Object

com.irurueta.numerical.roots.RootEstimator

com.irurueta.numerical.roots.SingleRootEstimator

com.irurueta.numerical.roots.BracketedSingleRootEstimator

com.irurueta.numerical.roots.BrentSingleRootEstimator

public class BrentSingleRootEstimator
extends BracketedSingleRootEstimator

This class estimates the root of a single dimension continuous function using Brent's method. The implementation of this class is based on Numerical Recipes 3rd ed. Section 9.3. Page 454.

Field Summary

Fields

Modifier and Type	Field	Description
static final double	DEFAULT_TOLERANCE	Constant defining default accuracy of the estimated root.
static final double	EPS	Constant defining a small value which is considered as machine precision.
static final int	ITMAX	Constant defining maximum number of iterations.
static final double	MIN_TOLERANCE	Constant defining minimum allowed tolerance.
private double	tolerance	Tolerance value.

Fields inherited from class com.irurueta.numerical.roots.BracketedSingleRootEstimator

BRACKET_EPS, bracketAvailable, DEFAULT_MAX_EVAL_POINT, DEFAULT_MIN_EVAL_POINT, FACTOR, maxEvalPoint, minEvalPoint, NTRY

Fields inherited from class com.irurueta.numerical.roots.SingleRootEstimator

listener, root, rootAvailable

Fields inherited from class com.irurueta.numerical.roots.RootEstimator

locked

Constructor Summary

Constructors

Constructor	Description
BrentSingleRootEstimator()	Empty constructor.
BrentSingleRootEstimator(SingleDimensionFunctionEvaluatorListener listener, double minEvalPoint, double maxEvalPoint, double tolerance)	Constructor.

Method Summary

Modifier and Type	Method	Description
void	estimate()	Estimates a local root for a given single dimension function being evaluated by provided listener.
double	getTolerance()	Returns tolerance value.
private void	internalSetTolerance(double tolerance)	Internal method to set tolerance value.
boolean	isReady()	Returns boolean indicating whether this instance is ready to start estimating a root.
void	setTolerance(double tolerance)	Sets tolerance value.

Methods inherited from class com.irurueta.numerical.roots.BracketedSingleRootEstimator

computeBracket, computeBracket, computeBracket, getMaxEvaluationPoint, getMinEvaluationPoint, isBracketAvailable, setBracket, sign, swap

Methods inherited from class com.irurueta.numerical.roots.SingleRootEstimator

getListener, getRoot, isListenerAvailable, isRootAvailable, setListener

Methods inherited from class com.irurueta.numerical.roots.RootEstimator

isLocked

Methods inherited from class java.lang.Object

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

Field Details

ITMAX

public static final int ITMAX

Constant defining maximum number of iterations.

See Also:

• Constant Field Values

EPS

public static final double EPS

Constant defining a small value which is considered as machine precision.

See Also:

• Constant Field Values

DEFAULT_TOLERANCE

public static final double DEFAULT_TOLERANCE

Constant defining default accuracy of the estimated root.

See Also:

• Constant Field Values

MIN_TOLERANCE

public static final double MIN_TOLERANCE

Constant defining minimum allowed tolerance.

See Also:

• Constant Field Values

tolerance

private double tolerance

Tolerance value. The algorithm will iterate until the result converges below this value of accuracy or until the maximum number of iterations is achieved (and in such case, convergence will be assumed to have failed).

Constructor Details

BrentSingleRootEstimator

public BrentSingleRootEstimator()

Empty constructor.

BrentSingleRootEstimator

public BrentSingleRootEstimator(SingleDimensionFunctionEvaluatorListener listener,
 double minEvalPoint,
 double maxEvalPoint,
 double tolerance)
                         throws InvalidBracketRangeException

Constructor.

Parameters:

listener - Listener to evaluate a single dimension function f(x) to find its roots.

minEvalPoint - Smallest value inside the bracket of values where the root will be searched.

maxEvalPoint - Largest value inside the bracket of values where the root will be searched.

tolerance - Tolerance to be achieved in the estimated root.

Throws:

InvalidBracketRangeException - Raised if minEvalPoint < maxEvalPoint.

IllegalArgumentException - Raised if tolerance is negative.

Method Details

getTolerance

public double getTolerance()

Returns tolerance value. Tolerance is the accuracy to be achieved when estimating a root. If a root is found by this class, it is ensured to have an accuracy below the tolerance value.

Returns:

Tolerance value.

internalSetTolerance

private void internalSetTolerance(double tolerance)

Internal method to set tolerance value. Tolerance is the accuracy to be achieved when estimating a root. If a root is found by this class, it is ensured to have an accuracy below provided tolerance value. This method does not check whether this instance is locked or not.

Parameters:

tolerance - Tolerance value.

Throws:

IllegalArgumentException - Raised if provided tolerance value is negative.

setTolerance

public void setTolerance(double tolerance)
                  throws LockedException

Sets tolerance value. Tolerance is the accuracy to be achieved when estimating a root. If a root is found by this class, it is ensured to have an accuracy below provided tolerance value.

Parameters:

tolerance - Tolerance value.

Throws:

LockedException - Raised if this instance is locked.

IllegalArgumentException - Raised if provided tolerance value is negative.

estimate

public void estimate()
              throws LockedException,
NotReadyException,
RootEstimationException

Estimates a local root for a given single dimension function being evaluated by provided listener.

Overrides:

estimate in class RootEstimator

Throws:

LockedException - Exception raised if this instance is already locked.

NotReadyException - Exception raised if either a listener has not yet been provided or a bracket has not been provided or computed.

RootEstimationException - Raised if the root estimation failed for some other reason (usually inability to evaluate the function, numerical instability or convergence problems, or no roots are found).

isReady

public boolean isReady()

Returns boolean indicating whether this instance is ready to start estimating a root. This class will be ready once a listener is provided and a bracket is either provided or computed.

Overrides:

isReady in class SingleRootEstimator

Returns:

True if this instance is ready, false otherwise.