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Change-Id: I52a325624a7f0dd652b362a9840626d6d9f3c42b

1 files changed, 230 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math/analysis/solvers/SecantSolver.java b/src/main/java/org/apache/commons/math/analysis/solvers/SecantSolver.java
new file mode 100644
index 0000000..325b662
--- /dev/null
+++ b/src/main/java/org/apache/commons/math/analysis/solvers/SecantSolver.java
@@ -0,0 +1,230 @@
+/*
+ * 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.math.analysis.solvers;
+
+import org.apache.commons.math.ConvergenceException;
+import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.MaxIterationsExceededException;
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.util.FastMath;
+
+
+/**
+ * Implements a modified version of the
+ * <a href="http://mathworld.wolfram.com/SecantMethod.html">secant method</a>
+ * for approximating a zero of a real univariate function.
+ * <p>
+ * The algorithm is modified to maintain bracketing of a root by successive
+ * approximations. Because of forced bracketing, convergence may be slower than
+ * the unrestricted secant algorithm. However, this implementation should in
+ * general outperform the
+ * <a href="http://mathworld.wolfram.com/MethodofFalsePosition.html">
+ * regula falsi method.</a></p>
+ * <p>
+ * The function is assumed to be continuous but not necessarily smooth.</p>
+ *
+ * @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $
+ */
+public class SecantSolver extends UnivariateRealSolverImpl {
+
+    /**
+     * Construct a solver for the given function.
+     * @param f function to solve.
+     * @deprecated as of 2.0 the function to solve is passed as an argument
+     * to the {@link #solve(UnivariateRealFunction, double, double)} or
+     * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)}
+     * method.
+     */
+    @Deprecated
+    public SecantSolver(UnivariateRealFunction f) {
+        super(f, 100, 1E-6);
+    }
+
+    /**
+     * Construct a solver.
+     * @deprecated in 2.2 (to be removed in 3.0).
+     */
+    @Deprecated
+    public SecantSolver() {
+        super(100, 1E-6);
+    }
+
+    /** {@inheritDoc} */
+    @Deprecated
+    public double solve(final double min, final double max)
+        throws ConvergenceException, FunctionEvaluationException {
+        return solve(f, min, max);
+    }
+
+    /** {@inheritDoc} */
+    @Deprecated
+    public double solve(final double min, final double max, final double initial)
+        throws ConvergenceException, FunctionEvaluationException {
+        return solve(f, min, max, initial);
+    }
+
+    /**
+     * Find a zero in the given interval.
+     *
+     * @param f the function to solve
+     * @param min the lower bound for the interval
+     * @param max the upper bound for the interval
+     * @param initial the start value to use (ignored)
+     * @param maxEval Maximum number of evaluations.
+     * @return the value where the function is zero
+     * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating the function
+     * @throws IllegalArgumentException if min is not less than max or the
+     * signs of the values of the function at the endpoints are not opposites
+     */
+    @Override
+    public double solve(int maxEval, final UnivariateRealFunction f,
+                        final double min, final double max, final double initial)
+        throws MaxIterationsExceededException, FunctionEvaluationException {
+        setMaximalIterationCount(maxEval);
+        return solve(f, min, max, initial);
+    }
+
+    /**
+     * Find a zero in the given interval.
+     *
+     * @param f the function to solve
+     * @param min the lower bound for the interval
+     * @param max the upper bound for the interval
+     * @param initial the start value to use (ignored)
+     * @return the value where the function is zero
+     * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating the function
+     * @throws IllegalArgumentException if min is not less than max or the
+     * signs of the values of the function at the endpoints are not opposites
+     * @deprecated in 2.2 (to be removed in 3.0).
+     */
+    @Deprecated
+    public double solve(final UnivariateRealFunction f,
+                        final double min, final double max, final double initial)
+        throws MaxIterationsExceededException, FunctionEvaluationException {
+        return solve(f, min, max);
+    }
+
+    /**
+     * Find a zero in the given interval.
+     * @param f the function to solve
+     * @param min the lower bound for the interval.
+     * @param max the upper bound for the interval.
+     * @param maxEval Maximum number of evaluations.
+     * @return the value where the function is zero
+     * @throws MaxIterationsExceededException  if the maximum iteration count is exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating the function
+     * @throws IllegalArgumentException if min is not less than max or the
+     * signs of the values of the function at the endpoints are not opposites
+     */
+    @Override
+    public double solve(int maxEval, final UnivariateRealFunction f,
+                        final double min, final double max)
+        throws MaxIterationsExceededException, FunctionEvaluationException {
+        setMaximalIterationCount(maxEval);
+        return solve(f, min, max);
+    }
+
+    /**
+     * Find a zero in the given interval.
+     * @param f the function to solve
+     * @param min the lower bound for the interval.
+     * @param max the upper bound for the interval.
+     * @return the value where the function is zero
+     * @throws MaxIterationsExceededException  if the maximum iteration count is exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating the function
+     * @throws IllegalArgumentException if min is not less than max or the
+     * signs of the values of the function at the endpoints are not opposites
+     * @deprecated in 2.2 (to be removed in 3.0).
+     */
+    @Deprecated
+    public double solve(final UnivariateRealFunction f,
+                        final double min, final double max)
+        throws MaxIterationsExceededException, FunctionEvaluationException {
+
+        clearResult();
+        verifyInterval(min, max);
+
+        // Index 0 is the old approximation for the root.
+        // Index 1 is the last calculated approximation  for the root.
+        // Index 2 is a bracket for the root with respect to x0.
+        // OldDelta is the length of the bracketing interval of the last
+        // iteration.
+        double x0 = min;
+        double x1 = max;
+        double y0 = f.value(x0);
+        double y1 = f.value(x1);
+
+        // Verify bracketing
+        if (y0 * y1 >= 0) {
+            throw MathRuntimeException.createIllegalArgumentException(
+                  LocalizedFormats.SAME_SIGN_AT_ENDPOINTS, min, max, y0, y1);
+        }
+
+        double x2 = x0;
+        double y2 = y0;
+        double oldDelta = x2 - x1;
+        int i = 0;
+        while (i < maximalIterationCount) {
+            if (FastMath.abs(y2) < FastMath.abs(y1)) {
+                x0 = x1;
+                x1 = x2;
+                x2 = x0;
+                y0 = y1;
+                y1 = y2;
+                y2 = y0;
+            }
+            if (FastMath.abs(y1) <= functionValueAccuracy) {
+                setResult(x1, i);
+                return result;
+            }
+            if (FastMath.abs(oldDelta) <
+                FastMath.max(relativeAccuracy * FastMath.abs(x1), absoluteAccuracy)) {
+                setResult(x1, i);
+                return result;
+            }
+            double delta;
+            if (FastMath.abs(y1) > FastMath.abs(y0)) {
+                // Function value increased in last iteration. Force bisection.
+                delta = 0.5 * oldDelta;
+            } else {
+                delta = (x0 - x1) / (1 - y0 / y1);
+                if (delta / oldDelta > 1) {
+                    // New approximation falls outside bracket.
+                    // Fall back to bisection.
+                    delta = 0.5 * oldDelta;
+                }
+            }
+            x0 = x1;
+            y0 = y1;
+            x1 = x1 + delta;
+            y1 = f.value(x1);
+            if ((y1 > 0) == (y2 > 0)) {
+                // New bracket is (x0,x1).
+                x2 = x0;
+                y2 = y0;
+            }
+            oldDelta = x2 - x1;
+            i++;
+        }
+        throw new MaxIterationsExceededException(maximalIterationCount);
+    }
+
+}