diff --git a/src/main/java/org/apache/commons/math4/analysis/solvers/BracketedRealFieldUnivariateSolver.java b/src/main/java/org/apache/commons/math4/analysis/solvers/BracketedRealFieldUnivariateSolver.java new file mode 100644 index 000000000..3350efa35 --- /dev/null +++ b/src/main/java/org/apache/commons/math4/analysis/solvers/BracketedRealFieldUnivariateSolver.java @@ -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: + * + * + *

For backwards compatibility, all root-finding algorithms must have + * {@link AllowedSolution#ANY_SIDE ANY_SIDE} as default for the allowed + * solutions.

+ * + * @see AllowedSolution + * @param the type of the field elements + * @since 3.6 + */ +public interface BracketedRealFieldUnivariateSolver> { + + /** + * 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 ε 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} - ε, {@code v} + ε). + * + * @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 ρ 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} - ρ {@code v}, {@code v} + ρ {@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 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 f, T min, T max, T startValue, + AllowedSolution allowedSolution); + +} diff --git a/src/main/java/org/apache/commons/math4/analysis/solvers/FieldBracketingNthOrderBrentSolver.java b/src/main/java/org/apache/commons/math4/analysis/solvers/FieldBracketingNthOrderBrentSolver.java index 71a79c4a2..8d5e670d8 100644 --- a/src/main/java/org/apache/commons/math4/analysis/solvers/FieldBracketingNthOrderBrentSolver.java +++ b/src/main/java/org/apache/commons/math4/analysis/solvers/FieldBracketingNthOrderBrentSolver.java @@ -45,7 +45,8 @@ import org.apache.commons.math4.util.Precision; * @param the type of the field elements * @since 3.6 */ -public class FieldBracketingNthOrderBrentSolver> { +public class FieldBracketingNthOrderBrentSolver> + implements BracketedRealFieldUnivariateSolver { /** Maximal aging triggering an attempt to balance the bracketing interval. */ private static final int MAXIMAL_AGING = 2; diff --git a/src/main/java/org/apache/commons/math4/ode/AbstractFieldIntegrator.java b/src/main/java/org/apache/commons/math4/ode/AbstractFieldIntegrator.java index c31b0e7b2..56923d282 100644 --- a/src/main/java/org/apache/commons/math4/ode/AbstractFieldIntegrator.java +++ b/src/main/java/org/apache/commons/math4/ode/AbstractFieldIntegrator.java @@ -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> imp final double maxCheckInterval, final double convergence, final int maxIterationCount, - final FieldBracketingNthOrderBrentSolver solver) { + final BracketedRealFieldUnivariateSolver solver) { eventsStates.add(new FieldEventState(handler, maxCheckInterval, field.getZero().add(convergence), maxIterationCount, solver)); } diff --git a/src/main/java/org/apache/commons/math4/ode/FieldFirstOrderIntegrator.java b/src/main/java/org/apache/commons/math4/ode/FieldFirstOrderIntegrator.java index 7baf509e7..2ab68317e 100644 --- a/src/main/java/org/apache/commons/math4/ode/FieldFirstOrderIntegrator.java +++ b/src/main/java/org/apache/commons/math4/ode/FieldFirstOrderIntegrator.java @@ -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> { /** Add an event handler to the integrator. *

- * The default solver is a 5th order {@link FieldBracketingNthOrderBrentSolver}. + * The default solver is a 5th order {@link + * org.apache.commons.math4.analysis.solvers.FieldBracketingNthOrderBrentSolver}. *

* @param handler event handler * @param maxCheckInterval maximal time interval between switching @@ -80,7 +81,8 @@ public interface FieldFirstOrderIntegrator> { * @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> { */ void addEventHandler(FieldEventHandler handler, double maxCheckInterval, double convergence, int maxIterationCount, - FieldBracketingNthOrderBrentSolver solver); + BracketedRealFieldUnivariateSolver solver); /** Get all the event handlers that have been added to the integrator. * @return an unmodifiable collection of the added events handlers diff --git a/src/main/java/org/apache/commons/math4/ode/events/FieldEventState.java b/src/main/java/org/apache/commons/math4/ode/events/FieldEventState.java index 23943c36a..6987295aa 100644 --- a/src/main/java/org/apache/commons/math4/ode/events/FieldEventState.java +++ b/src/main/java/org/apache/commons/math4/ode/events/FieldEventState.java @@ -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> { private Action nextAction; /** Root-finding algorithm to use to detect state events. */ - private final FieldBracketingNthOrderBrentSolver solver; + private final BracketedRealFieldUnivariateSolver solver; /** Simple constructor. * @param handler event handler @@ -98,7 +98,7 @@ public class FieldEventState> { */ public FieldEventState(final FieldEventHandler handler, final double maxCheckInterval, final T convergence, final int maxIterationCount, - final FieldBracketingNthOrderBrentSolver solver) { + final BracketedRealFieldUnivariateSolver solver) { this.handler = handler; this.maxCheckInterval = maxCheckInterval; this.convergence = convergence.abs(); @@ -202,7 +202,7 @@ public class FieldEventState> { final int n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt.getReal()) / maxCheckInterval)); final T h = dt.divide(n); - final FieldUnivariateFunction f = new FieldUnivariateFunction() { + final RealFieldUnivariateFunction f = new RealFieldUnivariateFunction() { /** {@inheritDoc} */ public T value(final T t) throws LocalMaxCountExceededException { try {