Java example source code file (PegasusSolver.java)

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Java - Java tags/keywords

basesecantsolver, pegasussolver

The PegasusSolver.java Java example source code

/*
 * 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;

/**
 * Implements the <em>Pegasus method for root-finding (approximating
 * a zero of a univariate real function). It is a modified
 * {@link RegulaFalsiSolver <em>Regula Falsi} method.
 *
 * <p>Like the Regula Falsi method, convergence is guaranteed by
 * maintaining a bracketed solution. The <em>Pegasus method however,
 * should converge much faster than the original <em>Regula Falsi
 * method. Furthermore, this implementation of the <em>Pegasus method
 * should not suffer from the same implementation issues as the <em>Regula
 * Falsi</em> method, which may fail to convergence in certain cases. Also,
 * the <em>Pegasus method should converge faster than the
 * {@link IllinoisSolver <em>Illinois} method, another Regula
 * Falsi</em>-based method.

 *
 * <p>The Pegasus method assumes that the function is continuous,
 * but not necessarily smooth.</p>
 *
 * <p>Implementation based on the following article: M. Dowell and P. Jarratt,
 * <em>The "Pegasus" method for computing the root of an equation,
 * BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer,
 * 1972.</p>
 *
 * @since 3.0
 */
public class PegasusSolver extends BaseSecantSolver {

    /** Construct a solver with default accuracy (1e-6). */
    public PegasusSolver() {
        super(DEFAULT_ABSOLUTE_ACCURACY, Method.PEGASUS);
    }

    /**
     * Construct a solver.
     *
     * @param absoluteAccuracy Absolute accuracy.
     */
    public PegasusSolver(final double absoluteAccuracy) {
        super(absoluteAccuracy, Method.PEGASUS);
    }

    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     */
    public PegasusSolver(final double relativeAccuracy,
                         final double absoluteAccuracy) {
        super(relativeAccuracy, absoluteAccuracy, Method.PEGASUS);
    }

    /**
     * Construct a solver.
     *
     * @param relativeAccuracy Relative accuracy.
     * @param absoluteAccuracy Absolute accuracy.
     * @param functionValueAccuracy Maximum function value error.
     */
    public PegasusSolver(final double relativeAccuracy,
                         final double absoluteAccuracy,
                         final double functionValueAccuracy) {
        super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.PEGASUS);
    }
}