added a forceSide method to UnivariateRealsolversUtils to allow selecting a bracketing side
even for non-bracketing solvers like Bren or Newton git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1144831 13f79535-47bb-0310-9956-ffa450edef68
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@ -17,11 +17,11 @@
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package org.apache.commons.math.analysis.solvers;
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import org.apache.commons.math.analysis.UnivariateRealFunction;
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import org.apache.commons.math.exception.util.LocalizedFormats;
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import org.apache.commons.math.exception.NullArgumentException;
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import org.apache.commons.math.exception.NoBracketingException;
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import org.apache.commons.math.exception.NumberIsTooLargeException;
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import org.apache.commons.math.exception.NotStrictlyPositiveException;
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import org.apache.commons.math.exception.NullArgumentException;
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import org.apache.commons.math.exception.NumberIsTooLargeException;
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import org.apache.commons.math.exception.util.LocalizedFormats;
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import org.apache.commons.math.util.FastMath;
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/**
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@ -77,9 +77,93 @@ public class UnivariateRealSolverUtils {
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return solver.solve(Integer.MAX_VALUE, function, x0, x1);
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}
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/** Force a root found by a non-bracketing solver to lie on a specified side,
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* as if the solver was a bracketing one.
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* @param maxEval maximal number of new evaluations of the function
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* (evaluations already done for finding the root should have already been subtracted
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* from this number)
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* @param f function to solve
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* @param bracketing bracketing solver to use for shifting the root
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* @param baseRoot original root found by a previous non-bracketing solver
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* @param min minimal bound of the search interval
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* @param max maximal bound of the search interval
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* @param allowedSolutions the kind of solutions that the root-finding algorithm may
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* accept as solutions.
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*/
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public static double forceSide(final int maxEval, final UnivariateRealFunction f,
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final BracketedUnivariateRealSolver<UnivariateRealFunction> bracketing,
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final double baseRoot, final double min, final double max,
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final AllowedSolutions allowedSolutions) {
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if (allowedSolutions == AllowedSolutions.ANY_SIDE) {
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// no further bracketing required
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return baseRoot;
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}
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// find a very small interval bracketing the root
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final double step = FastMath.max(bracketing.getAbsoluteAccuracy(),
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FastMath.abs(baseRoot * bracketing.getRelativeAccuracy()));
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double xLo = baseRoot - step;
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double fLo = f.value(xLo);
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double xHi = baseRoot + step;
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double fHi = f.value(xHi);
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int remainingEval = maxEval - 2;
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while ((remainingEval > 0) && (xLo >= min) && (xHi <= max)) {
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if ((fLo > 0 && fHi < 0) || (fLo < 0 && fHi > 0)) {
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// compute the root on the selected side
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return bracketing.solve(remainingEval, f, xLo, xHi, baseRoot, allowedSolutions);
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}
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// try increasing the interval
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boolean changeLo = false;
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boolean changeHi = false;
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if (fLo < fHi) {
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// increasing function
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if (fLo >= 0) {
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changeLo = true;
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} else {
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changeHi = true;
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}
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} else if (fLo > fHi) {
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// decreasing function
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if (fLo <= 0) {
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changeLo = true;
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} else {
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changeHi = true;
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}
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} else {
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// unknown variation
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changeLo = true;
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changeHi = true;
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}
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// update the lower bound
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if (changeLo) {
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xLo -= step;
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fLo = f.value(xLo);
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remainingEval--;
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}
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// update the higher bound
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if (changeHi) {
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xHi += step;
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fHi = f.value(xHi);
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remainingEval--;
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}
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}
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throw new NoBracketingException(LocalizedFormats.FAILED_BRACKETING,
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xLo, xHi, fLo, fHi,
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maxEval - remainingEval, maxEval, baseRoot,
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min, max);
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}
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/**
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* This method attempts to find two values a and b satisfying <ul>
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* <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
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* <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
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* <li> <code> f(a) * f(b) < 0 </code></li>
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* </ul>
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* If f is continuous on <code>[a,b],</code> this means that <code>a</code>
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