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Use a top level interface for bracketed real field solver.

This commit is contained in:
Luc Maisonobe 2016-01-06 12:38:03 +01:00
parent e7a46ac6ca
commit 79c4719396
5 changed files with 157 additions and 11 deletions
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142
src/main/java/org/apache/commons/math4/analysis/solvers/BracketedRealFieldUnivariateSolver.java Normal file
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@ -0,0 +1,142 @@
/*
* 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.math4.analysis.solvers;
import org.apache.commons.math4.RealFieldElement;
import org.apache.commons.math4.analysis.RealFieldUnivariateFunction;
/** Interface for {@link UnivariateSolver (univariate real) root-finding
* algorithms} that maintain a bracketed solution. There are several advantages
* to having such root-finding algorithms:
* <ul>
* <li>The bracketed solution guarantees that the root is kept within the
* interval. As such, these algorithms generally also guarantee
* convergence.</li>
* <li>The bracketed solution means that we have the opportunity to only
* return roots that are greater than or equal to the actual root, or
* are less than or equal to the actual root. That is, we can control
* whether under-approximations and over-approximations are
* {@link AllowedSolution allowed solutions}. Other root-finding
* algorithms can usually only guarantee that the solution (the root that
* was found) is around the actual root.</li>
* </ul>
*
* <p>For backwards compatibility, all root-finding algorithms must have
* {@link AllowedSolution#ANY_SIDE ANY_SIDE} as default for the allowed
* solutions.</p>
*
* @see AllowedSolution
* @param <T> the type of the field elements
* @since 3.6
*/
public interface BracketedRealFieldUnivariateSolver<T extends RealFieldElement<T>> {
/**
* Get the maximum number of function evaluations.
*
* @return the maximum number of function evaluations.
*/
int getMaxEvaluations();
/**
* Get the number of evaluations of the objective function.
* The number of evaluations corresponds to the last call to the
* {@code optimize} method. It is 0 if the method has not been
* called yet.
*
* @return the number of evaluations of the objective function.
*/
int getEvaluations();
/**
* Get the absolute accuracy of the solver. Solutions returned by the
* solver should be accurate to this tolerance, i.e., if &epsilon; is the
* absolute accuracy of the solver and {@code v} is a value returned by
* one of the {@code solve} methods, then a root of the function should
* exist somewhere in the interval ({@code v} - &epsilon;, {@code v} + &epsilon;).
*
* @return the absolute accuracy.
*/
T getAbsoluteAccuracy();
/**
* Get the relative accuracy of the solver. The contract for relative
* accuracy is the same as {@link #getAbsoluteAccuracy()}, but using
* relative, rather than absolute error. If &rho; is the relative accuracy
* configured for a solver and {@code v} is a value returned, then a root
* of the function should exist somewhere in the interval
* ({@code v} - &rho; {@code v}, {@code v} + &rho; {@code v}).
*
* @return the relative accuracy.
*/
T getRelativeAccuracy();
/**
* Get the function value accuracy of the solver. If {@code v} is
* a value returned by the solver for a function {@code f},
* then by contract, {@code |f(v)|} should be less than or equal to
* the function value accuracy configured for the solver.
*
* @return the function value accuracy.
*/
T getFunctionValueAccuracy();
/**
* Solve for a zero in the given interval.
* A solver may require that the interval brackets a single zero root.
* Solvers that do require bracketing should be able to handle the case
* where one of the endpoints is itself a root.
*
* @param maxEval Maximum number of evaluations.
* @param f Function to solve.
* @param min Lower bound for the interval.
* @param max Upper bound for the interval.
* @param allowedSolution The kind of solutions that the root-finding algorithm may
* accept as solutions.
* @return A value where the function is zero.
* @throws org.apache.commons.math4.exception.MathIllegalArgumentException
* if the arguments do not satisfy the requirements specified by the solver.
* @throws org.apache.commons.math4.exception.TooManyEvaluationsException if
* the allowed number of evaluations is exceeded.
*/
T solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max,
AllowedSolution allowedSolution);
/**
* Solve for a zero in the given interval, start at {@code startValue}.
* A solver may require that the interval brackets a single zero root.
* Solvers that do require bracketing should be able to handle the case
* where one of the endpoints is itself a root.
*
* @param maxEval Maximum number of evaluations.
* @param f Function to solve.
* @param min Lower bound for the interval.
* @param max Upper bound for the interval.
* @param startValue Start value to use.
* @param allowedSolution The kind of solutions that the root-finding algorithm may
* accept as solutions.
* @return A value where the function is zero.
* @throws org.apache.commons.math4.exception.MathIllegalArgumentException
* if the arguments do not satisfy the requirements specified by the solver.
* @throws org.apache.commons.math4.exception.TooManyEvaluationsException if
* the allowed number of evaluations is exceeded.
*/
T solve(int maxEval, RealFieldUnivariateFunction<T> f, T min, T max, T startValue,
AllowedSolution allowedSolution);
}

3
src/main/java/org/apache/commons/math4/analysis/solvers/FieldBracketingNthOrderBrentSolver.java
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@ -45,7 +45,8 @@ import org.apache.commons.math4.util.Precision;
* @param <T> the type of the field elements
* @since 3.6
*/
public class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>> {
public class FieldBracketingNthOrderBrentSolver<T extends RealFieldElement<T>>
implements BracketedRealFieldUnivariateSolver<T> {
/** Maximal aging triggering an attempt to balance the bracketing interval. */
private static final int MAXIMAL_AGING = 2;

3
src/main/java/org/apache/commons/math4/ode/AbstractFieldIntegrator.java
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@ -28,6 +28,7 @@ import java.util.TreeSet;
import org.apache.commons.math4.Field;
import org.apache.commons.math4.RealFieldElement;
import org.apache.commons.math4.analysis.solvers.BracketedRealFieldUnivariateSolver;
import org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver;
import org.apache.commons.math4.exception.DimensionMismatchException;
import org.apache.commons.math4.exception.MaxCountExceededException;
@ -147,7 +148,7 @@ public abstract class AbstractFieldIntegrator<T extends RealFieldElement<T>> imp
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final FieldBracketingNthOrderBrentSolver<T> solver) {
final BracketedRealFieldUnivariateSolver<T> solver) {
eventsStates.add(new FieldEventState<T>(handler, maxCheckInterval, field.getZero().add(convergence),
maxIterationCount, solver));
}

10
src/main/java/org/apache/commons/math4/ode/FieldFirstOrderIntegrator.java
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@ -20,7 +20,7 @@ package org.apache.commons.math4.ode;
import java.util.Collection;
import org.apache.commons.math4.RealFieldElement;
import org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver;
import org.apache.commons.math4.analysis.solvers.BracketedRealFieldUnivariateSolver;
import org.apache.commons.math4.exception.MaxCountExceededException;
import org.apache.commons.math4.exception.NoBracketingException;
import org.apache.commons.math4.exception.NumberIsTooSmallException;
@ -71,7 +71,8 @@ public interface FieldFirstOrderIntegrator<T extends RealFieldElement<T>> {
/** Add an event handler to the integrator.
* <p>
* The default solver is a 5<sup>th</sup> order {@link FieldBracketingNthOrderBrentSolver}.
* The default solver is a 5<sup>th</sup> order {@link
* org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver}.
* </p>
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
@ -80,7 +81,8 @@ public interface FieldFirstOrderIntegrator<T extends RealFieldElement<T>> {
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search events.
* @see #addEventHandler(FieldEventHandler, double, double, int, FieldBracketingNthOrderBrentSolver)
* @see #addEventHandler(FieldEventHandler, double, double, int,
* org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver)
* @see #getEventHandlers()
* @see #clearEventHandlers()
*/
@ -102,7 +104,7 @@ public interface FieldFirstOrderIntegrator<T extends RealFieldElement<T>> {
*/
void addEventHandler(FieldEventHandler<T> handler, double maxCheckInterval,
double convergence, int maxIterationCount,
FieldBracketingNthOrderBrentSolver<T> solver);
BracketedRealFieldUnivariateSolver<T> solver);
/** Get all the event handlers that have been added to the integrator.
* @return an unmodifiable collection of the added events handlers

10
src/main/java/org/apache/commons/math4/ode/events/FieldEventState.java
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@ -18,9 +18,9 @@
package org.apache.commons.math4.ode.events;
import org.apache.commons.math4.RealFieldElement;
import org.apache.commons.math4.analysis.FieldUnivariateFunction;
import org.apache.commons.math4.analysis.RealFieldUnivariateFunction;
import org.apache.commons.math4.analysis.solvers.AllowedSolution;
import org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver;
import org.apache.commons.math4.analysis.solvers.BracketedRealFieldUnivariateSolver;
import org.apache.commons.math4.exception.MaxCountExceededException;
import org.apache.commons.math4.exception.NoBracketingException;
import org.apache.commons.math4.ode.FieldODEStateAndDerivative;
@ -84,7 +84,7 @@ public class FieldEventState<T extends RealFieldElement<T>> {
private Action nextAction;
/** Root-finding algorithm to use to detect state events. */
private final FieldBracketingNthOrderBrentSolver<T> solver;
private final BracketedRealFieldUnivariateSolver<T> solver;
/** Simple constructor.
* @param handler event handler
@ -98,7 +98,7 @@ public class FieldEventState<T extends RealFieldElement<T>> {
*/
public FieldEventState(final FieldEventHandler<T> handler, final double maxCheckInterval,
final T convergence, final int maxIterationCount,
final FieldBracketingNthOrderBrentSolver<T> solver) {
final BracketedRealFieldUnivariateSolver<T> solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = convergence.abs();
@ -202,7 +202,7 @@ public class FieldEventState<T extends RealFieldElement<T>> {
final int n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt.getReal()) / maxCheckInterval));
final T h = dt.divide(n);
final FieldUnivariateFunction<T> f = new FieldUnivariateFunction<T>() {
final RealFieldUnivariateFunction<T> f = new RealFieldUnivariateFunction<T>() {
/** {@inheritDoc} */
public T value(final T t) throws LocalMaxCountExceededException {
try {