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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/solvers/PegasusSolver.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/solvers/PegasusSolver.java | 84 |
1 files changed, 84 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/solvers/PegasusSolver.java b/src/main/java/org/apache/commons/math3/analysis/solvers/PegasusSolver.java new file mode 100644 index 0000000..0d80895 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/solvers/PegasusSolver.java @@ -0,0 +1,84 @@ +/* + * 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>Pegasus</em> method for root-finding (approximating + * a zero of a univariate real function). It is a modified + * {@link RegulaFalsiSolver <em>Regula Falsi</em>} method. + * + * <p>Like the <em>Regula Falsi</em> method, convergence is guaranteed by + * maintaining a bracketed solution. The <em>Pegasus</em> method however, + * should converge much faster than the original <em>Regula Falsi</em> + * method. Furthermore, this implementation of the <em>Pegasus</em> method + * should not suffer from the same implementation issues as the <em>Regula + * Falsi</em> method, which may fail to convergence in certain cases. Also, + * the <em>Pegasus</em> method should converge faster than the + * {@link IllinoisSolver <em>Illinois</em>} method, another <em>Regula + * Falsi</em>-based method.</p> + * + * <p>The <em>Pegasus</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>The "Pegasus" method for computing the root of an equation</em>, + * BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, + * 1972.</p> + * + * @since 3.0 + */ +public class PegasusSolver extends BaseSecantSolver { + + /** Construct a solver with default accuracy (1e-6). */ + public PegasusSolver() { + super(DEFAULT_ABSOLUTE_ACCURACY, Method.PEGASUS); + } + + /** + * Construct a solver. + * + * @param absoluteAccuracy Absolute accuracy. + */ + public PegasusSolver(final double absoluteAccuracy) { + super(absoluteAccuracy, Method.PEGASUS); + } + + /** + * Construct a solver. + * + * @param relativeAccuracy Relative accuracy. + * @param absoluteAccuracy Absolute accuracy. + */ + public PegasusSolver(final double relativeAccuracy, + final double absoluteAccuracy) { + super(relativeAccuracy, absoluteAccuracy, Method.PEGASUS); + } + + /** + * Construct a solver. + * + * @param relativeAccuracy Relative accuracy. + * @param absoluteAccuracy Absolute accuracy. + * @param functionValueAccuracy Maximum function value error. + */ + public PegasusSolver(final double relativeAccuracy, + final double absoluteAccuracy, + final double functionValueAccuracy) { + super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, Method.PEGASUS); + } +} |