diff options
Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/solvers/BracketedRealFieldUnivariateSolver.java')
| -rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/solvers/BracketedRealFieldUnivariateSolver.java | 142 |
1 files changed, 142 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/solvers/BracketedRealFieldUnivariateSolver.java b/src/main/java/org/apache/commons/math3/analysis/solvers/BracketedRealFieldUnivariateSolver.java new file mode 100644 index 0000000..55562e5 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/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.math3.analysis.solvers; + +import org.apache.commons.math3.RealFieldElement; +import org.apache.commons.math3.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 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.math3.exception.MathIllegalArgumentException + * if the arguments do not satisfy the requirements specified by the solver. + * @throws org.apache.commons.math3.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.math3.exception.MathIllegalArgumentException + * if the arguments do not satisfy the requirements specified by the solver. + * @throws org.apache.commons.math3.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); + +} |