Package com.irurueta.numerical.roots

Class SafeNewtonRaphsonSingleRootEstimator

java.lang.Object

com.irurueta.numerical.roots.RootEstimator

com.irurueta.numerical.roots.SingleRootEstimator

com.irurueta.numerical.roots.BracketedSingleRootEstimator

com.irurueta.numerical.roots.DerivativeSingleRootEstimator

com.irurueta.numerical.roots.SafeNewtonRaphsonSingleRootEstimator

public class SafeNewtonRaphsonSingleRootEstimator
extends DerivativeSingleRootEstimator

Computes a root for a single dimension function inside a given bracket of values, in other words, root will only be searched within provided minimum and maximum evaluation points. This class searches for REAL roots only! This implementation is based on Numerical Recipes 3rd ed. Section 9.4, page 456.

Field Summary

Fields

Modifier and Type	Field	Description
static final double	DEFAULT_TOLERANCE	Constant defining default accuracy of the estimated root.
static final int	MAXIT	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.DerivativeSingleRootEstimator

derivativeListener

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
SafeNewtonRaphsonSingleRootEstimator()	Empty constructor.
SafeNewtonRaphsonSingleRootEstimator(SingleDimensionFunctionEvaluatorListener listener, double minEvalPoint, double maxEvalPoint, double tolerance)	Constructor.
SafeNewtonRaphsonSingleRootEstimator(SingleDimensionFunctionEvaluatorListener listener, SingleDimensionFunctionEvaluatorListener derivativeListener, 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.
void	setTolerance(double tolerance)	Sets tolerance value.

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

getDerivativeListener, isDerivativeListenerAvailable, isReady, setDerivativeListener

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

MAXIT

public static final int MAXIT

Maximum number of iterations.

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

SafeNewtonRaphsonSingleRootEstimator

public SafeNewtonRaphsonSingleRootEstimator()

Empty constructor.

SafeNewtonRaphsonSingleRootEstimator

public SafeNewtonRaphsonSingleRootEstimator(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.

SafeNewtonRaphsonSingleRootEstimator

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

Constructor.

Parameters:

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

derivativeListener - Listener to evaluate the function's derivative

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).