Check-in commons-math 3.6.1 am: 1354beaf45 am: 0018f64b87 am: b3715644fb

Original change: https://android-review.googlesource.com/c/platform/external/apache-commons-math/+/2702413

Change-Id: I5ad9b2a0822d668b5b6a62933c6d4c1f0b802001
Signed-off-by: Automerger Merge Worker <android-build-automerger-merge-worker@system.gserviceaccount.com>

1 files changed, 94 insertions, 0 deletions

diff --git a/src/main/java/org/apache/commons/math3/analysis/solvers/RegulaFalsiSolver.java b/src/main/java/org/apache/commons/math3/analysis/solvers/RegulaFalsiSolver.java
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+/*
+ * 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>Regula Falsi</em> or <em>False position</em> method for
+ * root-finding (approximating a zero of a univariate real function). It is a
+ * modified {@link SecantSolver <em>Secant</em>} method.
+ *
+ * <p>The <em>Regula Falsi</em> method is included for completeness, for
+ * testing purposes, for educational purposes, for comparison to other
+ * algorithms, etc. It is however <strong>not</strong> intended to be used
+ * for actual problems, as one of the bounds often remains fixed, resulting
+ * in very slow convergence. Instead, one of the well-known modified
+ * <em>Regula Falsi</em> algorithms can be used ({@link IllinoisSolver
+ * <em>Illinois</em>} or {@link PegasusSolver <em>Pegasus</em>}). These two
+ * algorithms solve the fundamental issues of the original <em>Regula
+ * Falsi</em> algorithm, and greatly out-performs it for most, if not all,
+ * (practical) functions.
+ *
+ * <p>Unlike the <em>Secant</em> method, the <em>Regula Falsi</em> guarantees
+ * convergence, by maintaining a bracketed solution. Note however, that due to
+ * the finite/limited precision of Java's {@link Double double} type, which is
+ * used in this implementation, the algorithm may get stuck in a situation
+ * where it no longer makes any progress. Such cases are detected and result
+ * in a {@code ConvergenceException} exception being thrown. In other words,
+ * the algorithm theoretically guarantees convergence, but the implementation
+ * does not.</p>
+ *
+ * <p>The <em>Regula Falsi</em> 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>A modified regula falsi method for computing the root of an
+ * equation</em>, BIT Numerical Mathematics, volume 11, number 2,
+ * pages 168-174, Springer, 1971.</p>
+ *
+ * @since 3.0
+ */
+public class RegulaFalsiSolver extends BaseSecantSolver {
+
+    /** Construct a solver with default accuracy (1e-6). */
+    public RegulaFalsiSolver() {
+        super(DEFAULT_ABSOLUTE_ACCURACY, Method.REGULA_FALSI);
+    }
+
+    /**
+     * Construct a solver.
+     *
+     * @param absoluteAccuracy Absolute accuracy.
+     */
+    public RegulaFalsiSolver(final double absoluteAccuracy) {
+        super(absoluteAccuracy, Method.REGULA_FALSI);
+    }
+
+    /**
+     * Construct a solver.
+     *
+     * @param relativeAccuracy Relative accuracy.
+     * @param absoluteAccuracy Absolute accuracy.
+     */
+    public RegulaFalsiSolver(final double relativeAccuracy,
+                             final double absoluteAccuracy) {
+        super(relativeAccuracy, absoluteAccuracy, Method.REGULA_FALSI);
+    }
+
+    /**
+     * Construct a solver.
+     *
+     * @param relativeAccuracy Relative accuracy.
+     * @param absoluteAccuracy Absolute accuracy.
+     * @param functionValueAccuracy Maximum function value error.
+     */
+    public RegulaFalsiSolver(final double relativeAccuracy,
+                             final double absoluteAccuracy,
+                             final double functionValueAccuracy) {
+        super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.REGULA_FALSI);
+    }
+}