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| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.analysis.solvers;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.ConvergingAlgorithmImpl;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.FunctionEvaluationException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.analysis.UnivariateRealFunction;<a name="line.23"></a> <FONT color="green">024</FONT> <a name="line.24"></a> <FONT color="green">025</FONT> /**<a name="line.25"></a> <FONT color="green">026</FONT> * Provide a default implementation for several functions useful to generic<a name="line.26"></a> <FONT color="green">027</FONT> * solvers.<a name="line.27"></a> <FONT color="green">028</FONT> *<a name="line.28"></a> <FONT color="green">029</FONT> * @version $Revision: 811833 $ $Date: 2009-09-06 12:27:50 -0400 (Sun, 06 Sep 2009) $<a name="line.29"></a> <FONT color="green">030</FONT> */<a name="line.30"></a> <FONT color="green">031</FONT> public abstract class UnivariateRealSolverImpl<a name="line.31"></a> <FONT color="green">032</FONT> extends ConvergingAlgorithmImpl implements UnivariateRealSolver {<a name="line.32"></a> <FONT color="green">033</FONT> <a name="line.33"></a> <FONT color="green">034</FONT> /** Maximum error of function. */<a name="line.34"></a> <FONT color="green">035</FONT> protected double functionValueAccuracy;<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /** Default maximum error of function. */<a name="line.37"></a> <FONT color="green">038</FONT> protected double defaultFunctionValueAccuracy;<a name="line.38"></a> <FONT color="green">039</FONT> <a name="line.39"></a> <FONT color="green">040</FONT> /** Indicates where a root has been computed. */<a name="line.40"></a> <FONT color="green">041</FONT> protected boolean resultComputed = false;<a name="line.41"></a> <FONT color="green">042</FONT> <a name="line.42"></a> <FONT color="green">043</FONT> /** The last computed root. */<a name="line.43"></a> <FONT color="green">044</FONT> protected double result;<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /** Value of the function at the last computed result. */<a name="line.46"></a> <FONT color="green">047</FONT> protected double functionValue;<a name="line.47"></a> <FONT color="green">048</FONT> <a name="line.48"></a> <FONT color="green">049</FONT> /** The function to solve.<a name="line.49"></a> <FONT color="green">050</FONT> * @deprecated as of 2.0 the function to solve is passed as an argument<a name="line.50"></a> <FONT color="green">051</FONT> * to the {@link #solve(UnivariateRealFunction, double, double)} or<a name="line.51"></a> <FONT color="green">052</FONT> * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)}<a name="line.52"></a> <FONT color="green">053</FONT> * method. */<a name="line.53"></a> <FONT color="green">054</FONT> @Deprecated<a name="line.54"></a> <FONT color="green">055</FONT> protected UnivariateRealFunction f;<a name="line.55"></a> <FONT color="green">056</FONT> <a name="line.56"></a> <FONT color="green">057</FONT> /**<a name="line.57"></a> <FONT color="green">058</FONT> * Construct a solver with given iteration count and accuracy.<a name="line.58"></a> <FONT color="green">059</FONT> *<a name="line.59"></a> <FONT color="green">060</FONT> * @param f the function to solve.<a name="line.60"></a> <FONT color="green">061</FONT> * @param defaultAbsoluteAccuracy maximum absolute error<a name="line.61"></a> <FONT color="green">062</FONT> * @param defaultMaximalIterationCount maximum number of iterations<a name="line.62"></a> <FONT color="green">063</FONT> * @throws IllegalArgumentException if f is null or the<a name="line.63"></a> <FONT color="green">064</FONT> * defaultAbsoluteAccuracy is not valid<a name="line.64"></a> <FONT color="green">065</FONT> * @deprecated as of 2.0 the function to solve is passed as an argument<a name="line.65"></a> <FONT color="green">066</FONT> * to the {@link #solve(UnivariateRealFunction, double, double)} or<a name="line.66"></a> <FONT color="green">067</FONT> * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)}<a name="line.67"></a> <FONT color="green">068</FONT> * method.<a name="line.68"></a> <FONT color="green">069</FONT> */<a name="line.69"></a> <FONT color="green">070</FONT> @Deprecated<a name="line.70"></a> <FONT color="green">071</FONT> protected UnivariateRealSolverImpl(final UnivariateRealFunction f,<a name="line.71"></a> <FONT color="green">072</FONT> final int defaultMaximalIterationCount,<a name="line.72"></a> <FONT color="green">073</FONT> final double defaultAbsoluteAccuracy) {<a name="line.73"></a> <FONT color="green">074</FONT> super(defaultMaximalIterationCount, defaultAbsoluteAccuracy);<a name="line.74"></a> <FONT color="green">075</FONT> if (f == null) {<a name="line.75"></a> <FONT color="green">076</FONT> throw MathRuntimeException.createIllegalArgumentException("function to solve cannot be null");<a name="line.76"></a> <FONT color="green">077</FONT> }<a name="line.77"></a> <FONT color="green">078</FONT> this.f = f;<a name="line.78"></a> <FONT color="green">079</FONT> this.defaultFunctionValueAccuracy = 1.0e-15;<a name="line.79"></a> <FONT color="green">080</FONT> this.functionValueAccuracy = defaultFunctionValueAccuracy;<a name="line.80"></a> <FONT color="green">081</FONT> }<a name="line.81"></a> <FONT color="green">082</FONT> <a name="line.82"></a> <FONT color="green">083</FONT> /**<a name="line.83"></a> <FONT color="green">084</FONT> * Construct a solver with given iteration count and accuracy.<a name="line.84"></a> <FONT color="green">085</FONT> *<a name="line.85"></a> <FONT color="green">086</FONT> * @param defaultAbsoluteAccuracy maximum absolute error<a name="line.86"></a> <FONT color="green">087</FONT> * @param defaultMaximalIterationCount maximum number of iterations<a name="line.87"></a> <FONT color="green">088</FONT> * @throws IllegalArgumentException if f is null or the<a name="line.88"></a> <FONT color="green">089</FONT> * defaultAbsoluteAccuracy is not valid<a name="line.89"></a> <FONT color="green">090</FONT> */<a name="line.90"></a> <FONT color="green">091</FONT> protected UnivariateRealSolverImpl(final int defaultMaximalIterationCount,<a name="line.91"></a> <FONT color="green">092</FONT> final double defaultAbsoluteAccuracy) {<a name="line.92"></a> <FONT color="green">093</FONT> super(defaultMaximalIterationCount, defaultAbsoluteAccuracy);<a name="line.93"></a> <FONT color="green">094</FONT> this.defaultFunctionValueAccuracy = 1.0e-15;<a name="line.94"></a> <FONT color="green">095</FONT> this.functionValueAccuracy = defaultFunctionValueAccuracy;<a name="line.95"></a> <FONT color="green">096</FONT> }<a name="line.96"></a> <FONT color="green">097</FONT> <a name="line.97"></a> <FONT color="green">098</FONT> /** Check if a result has been computed.<a name="line.98"></a> <FONT color="green">099</FONT> * @exception IllegalStateException if no result has been computed<a name="line.99"></a> <FONT color="green">100</FONT> */<a name="line.100"></a> <FONT color="green">101</FONT> protected void checkResultComputed() throws IllegalStateException {<a name="line.101"></a> <FONT color="green">102</FONT> if (!resultComputed) {<a name="line.102"></a> <FONT color="green">103</FONT> throw MathRuntimeException.createIllegalStateException("no result available");<a name="line.103"></a> <FONT color="green">104</FONT> }<a name="line.104"></a> <FONT color="green">105</FONT> }<a name="line.105"></a> <FONT color="green">106</FONT> <a name="line.106"></a> <FONT color="green">107</FONT> /** {@inheritDoc} */<a name="line.107"></a> <FONT color="green">108</FONT> public double getResult() {<a name="line.108"></a> <FONT color="green">109</FONT> checkResultComputed();<a name="line.109"></a> <FONT color="green">110</FONT> return result;<a name="line.110"></a> <FONT color="green">111</FONT> }<a name="line.111"></a> <FONT color="green">112</FONT> <a name="line.112"></a> <FONT color="green">113</FONT> /** {@inheritDoc} */<a name="line.113"></a> <FONT color="green">114</FONT> public double getFunctionValue() {<a name="line.114"></a> <FONT color="green">115</FONT> checkResultComputed();<a name="line.115"></a> <FONT color="green">116</FONT> return functionValue;<a name="line.116"></a> <FONT color="green">117</FONT> }<a name="line.117"></a> <FONT color="green">118</FONT> <a name="line.118"></a> <FONT color="green">119</FONT> /** {@inheritDoc} */<a name="line.119"></a> <FONT color="green">120</FONT> public void setFunctionValueAccuracy(final double accuracy) {<a name="line.120"></a> <FONT color="green">121</FONT> functionValueAccuracy = accuracy;<a name="line.121"></a> <FONT color="green">122</FONT> }<a name="line.122"></a> <FONT color="green">123</FONT> <a name="line.123"></a> <FONT color="green">124</FONT> /** {@inheritDoc} */<a name="line.124"></a> <FONT color="green">125</FONT> public double getFunctionValueAccuracy() {<a name="line.125"></a> <FONT color="green">126</FONT> return functionValueAccuracy;<a name="line.126"></a> <FONT color="green">127</FONT> }<a name="line.127"></a> <FONT color="green">128</FONT> <a name="line.128"></a> <FONT color="green">129</FONT> /** {@inheritDoc} */<a name="line.129"></a> <FONT color="green">130</FONT> public void resetFunctionValueAccuracy() {<a name="line.130"></a> <FONT color="green">131</FONT> functionValueAccuracy = defaultFunctionValueAccuracy;<a name="line.131"></a> <FONT color="green">132</FONT> }<a name="line.132"></a> <FONT color="green">133</FONT> <a name="line.133"></a> <FONT color="green">134</FONT> /**<a name="line.134"></a> <FONT color="green">135</FONT> * Convenience function for implementations.<a name="line.135"></a> <FONT color="green">136</FONT> *<a name="line.136"></a> <FONT color="green">137</FONT> * @param newResult the result to set<a name="line.137"></a> <FONT color="green">138</FONT> * @param iterationCount the iteration count to set<a name="line.138"></a> <FONT color="green">139</FONT> */<a name="line.139"></a> <FONT color="green">140</FONT> protected final void setResult(final double newResult, final int iterationCount) {<a name="line.140"></a> <FONT color="green">141</FONT> this.result = newResult;<a name="line.141"></a> <FONT color="green">142</FONT> this.iterationCount = iterationCount;<a name="line.142"></a> <FONT color="green">143</FONT> this.resultComputed = true;<a name="line.143"></a> <FONT color="green">144</FONT> }<a name="line.144"></a> <FONT color="green">145</FONT> <a name="line.145"></a> <FONT color="green">146</FONT> /**<a name="line.146"></a> <FONT color="green">147</FONT> * Convenience function for implementations.<a name="line.147"></a> <FONT color="green">148</FONT> *<a name="line.148"></a> <FONT color="green">149</FONT> * @param x the result to set<a name="line.149"></a> <FONT color="green">150</FONT> * @param fx the result to set<a name="line.150"></a> <FONT color="green">151</FONT> * @param iterationCount the iteration count to set<a name="line.151"></a> <FONT color="green">152</FONT> */<a name="line.152"></a> <FONT color="green">153</FONT> protected final void setResult(final double x, final double fx,<a name="line.153"></a> <FONT color="green">154</FONT> final int iterationCount) {<a name="line.154"></a> <FONT color="green">155</FONT> this.result = x;<a name="line.155"></a> <FONT color="green">156</FONT> this.functionValue = fx;<a name="line.156"></a> <FONT color="green">157</FONT> this.iterationCount = iterationCount;<a name="line.157"></a> <FONT color="green">158</FONT> this.resultComputed = true;<a name="line.158"></a> <FONT color="green">159</FONT> }<a name="line.159"></a> <FONT color="green">160</FONT> <a name="line.160"></a> <FONT color="green">161</FONT> /**<a name="line.161"></a> <FONT color="green">162</FONT> * Convenience function for implementations.<a name="line.162"></a> <FONT color="green">163</FONT> */<a name="line.163"></a> <FONT color="green">164</FONT> protected final void clearResult() {<a name="line.164"></a> <FONT color="green">165</FONT> this.iterationCount = 0;<a name="line.165"></a> <FONT color="green">166</FONT> this.resultComputed = false;<a name="line.166"></a> <FONT color="green">167</FONT> }<a name="line.167"></a> <FONT color="green">168</FONT> <a name="line.168"></a> <FONT color="green">169</FONT> /**<a name="line.169"></a> <FONT color="green">170</FONT> * Returns true iff the function takes opposite signs at the endpoints.<a name="line.170"></a> <FONT color="green">171</FONT> *<a name="line.171"></a> <FONT color="green">172</FONT> * @param lower the lower endpoint<a name="line.172"></a> <FONT color="green">173</FONT> * @param upper the upper endpoint<a name="line.173"></a> <FONT color="green">174</FONT> * @param function the function<a name="line.174"></a> <FONT color="green">175</FONT> * @return true if f(lower) * f(upper) < 0<a name="line.175"></a> <FONT color="green">176</FONT> * @throws FunctionEvaluationException if an error occurs evaluating the<a name="line.176"></a> <FONT color="green">177</FONT> * function at the endpoints<a name="line.177"></a> <FONT color="green">178</FONT> */<a name="line.178"></a> <FONT color="green">179</FONT> protected boolean isBracketing(final double lower, final double upper,<a name="line.179"></a> <FONT color="green">180</FONT> final UnivariateRealFunction function)<a name="line.180"></a> <FONT color="green">181</FONT> throws FunctionEvaluationException {<a name="line.181"></a> <FONT color="green">182</FONT> final double f1 = function.value(lower);<a name="line.182"></a> <FONT color="green">183</FONT> final double f2 = function.value(upper);<a name="line.183"></a> <FONT color="green">184</FONT> return (f1 > 0 && f2 < 0) || (f1 < 0 && f2 > 0);<a name="line.184"></a> <FONT color="green">185</FONT> }<a name="line.185"></a> <FONT color="green">186</FONT> <a name="line.186"></a> <FONT color="green">187</FONT> /**<a name="line.187"></a> <FONT color="green">188</FONT> * Returns true if the arguments form a (strictly) increasing sequence<a name="line.188"></a> <FONT color="green">189</FONT> *<a name="line.189"></a> <FONT color="green">190</FONT> * @param start first number<a name="line.190"></a> <FONT color="green">191</FONT> * @param mid second number<a name="line.191"></a> <FONT color="green">192</FONT> * @param end third number<a name="line.192"></a> <FONT color="green">193</FONT> * @return true if the arguments form an increasing sequence<a name="line.193"></a> <FONT color="green">194</FONT> */<a name="line.194"></a> <FONT color="green">195</FONT> protected boolean isSequence(final double start, final double mid, final double end) {<a name="line.195"></a> <FONT color="green">196</FONT> return (start < mid) && (mid < end);<a name="line.196"></a> <FONT color="green">197</FONT> }<a name="line.197"></a> <FONT color="green">198</FONT> <a name="line.198"></a> <FONT color="green">199</FONT> /**<a name="line.199"></a> <FONT color="green">200</FONT> * Verifies that the endpoints specify an interval,<a name="line.200"></a> <FONT color="green">201</FONT> * throws IllegalArgumentException if not<a name="line.201"></a> <FONT color="green">202</FONT> *<a name="line.202"></a> <FONT color="green">203</FONT> * @param lower lower endpoint<a name="line.203"></a> <FONT color="green">204</FONT> * @param upper upper endpoint<a name="line.204"></a> <FONT color="green">205</FONT> * @throws IllegalArgumentException<a name="line.205"></a> <FONT color="green">206</FONT> */<a name="line.206"></a> <FONT color="green">207</FONT> protected void verifyInterval(final double lower, final double upper) {<a name="line.207"></a> <FONT color="green">208</FONT> if (lower >= upper) {<a name="line.208"></a> <FONT color="green">209</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.209"></a> <FONT color="green">210</FONT> "endpoints do not specify an interval: [{0}, {1}]",<a name="line.210"></a> <FONT color="green">211</FONT> lower, upper);<a name="line.211"></a> <FONT color="green">212</FONT> }<a name="line.212"></a> <FONT color="green">213</FONT> }<a name="line.213"></a> <FONT color="green">214</FONT> <a name="line.214"></a> <FONT color="green">215</FONT> /**<a name="line.215"></a> <FONT color="green">216</FONT> * Verifies that <code>lower < initial < upper</code><a name="line.216"></a> <FONT color="green">217</FONT> * throws IllegalArgumentException if not<a name="line.217"></a> <FONT color="green">218</FONT> *<a name="line.218"></a> <FONT color="green">219</FONT> * @param lower lower endpoint<a name="line.219"></a> <FONT color="green">220</FONT> * @param initial initial value<a name="line.220"></a> <FONT color="green">221</FONT> * @param upper upper endpoint<a name="line.221"></a> <FONT color="green">222</FONT> * @throws IllegalArgumentException<a name="line.222"></a> <FONT color="green">223</FONT> */<a name="line.223"></a> <FONT color="green">224</FONT> protected void verifySequence(final double lower, final double initial, final double upper) {<a name="line.224"></a> <FONT color="green">225</FONT> if (!isSequence(lower, initial, upper)) {<a name="line.225"></a> <FONT color="green">226</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.226"></a> <FONT color="green">227</FONT> "invalid interval, initial value parameters: lower={0}, initial={1}, upper={2}",<a name="line.227"></a> <FONT color="green">228</FONT> lower, initial, upper);<a name="line.228"></a> <FONT color="green">229</FONT> }<a name="line.229"></a> <FONT color="green">230</FONT> }<a name="line.230"></a> <FONT color="green">231</FONT> <a name="line.231"></a> <FONT color="green">232</FONT> /**<a name="line.232"></a> <FONT color="green">233</FONT> * Verifies that the endpoints specify an interval and the function takes<a name="line.233"></a> <FONT color="green">234</FONT> * opposite signs at the enpoints, throws IllegalArgumentException if not<a name="line.234"></a> <FONT color="green">235</FONT> *<a name="line.235"></a> <FONT color="green">236</FONT> * @param lower lower endpoint<a name="line.236"></a> <FONT color="green">237</FONT> * @param upper upper endpoint<a name="line.237"></a> <FONT color="green">238</FONT> * @param function function<a name="line.238"></a> <FONT color="green">239</FONT> * @throws IllegalArgumentException<a name="line.239"></a> <FONT color="green">240</FONT> * @throws FunctionEvaluationException if an error occurs evaluating the<a name="line.240"></a> <FONT color="green">241</FONT> * function at the endpoints<a name="line.241"></a> <FONT color="green">242</FONT> */<a name="line.242"></a> <FONT color="green">243</FONT> protected void verifyBracketing(final double lower, final double upper,<a name="line.243"></a> <FONT color="green">244</FONT> final UnivariateRealFunction function)<a name="line.244"></a> <FONT color="green">245</FONT> throws FunctionEvaluationException {<a name="line.245"></a> <FONT color="green">246</FONT> <a name="line.246"></a> <FONT color="green">247</FONT> verifyInterval(lower, upper);<a name="line.247"></a> <FONT color="green">248</FONT> if (!isBracketing(lower, upper, function)) {<a name="line.248"></a> <FONT color="green">249</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.249"></a> <FONT color="green">250</FONT> "function values at endpoints do not have different signs. " +<a name="line.250"></a> <FONT color="green">251</FONT> "Endpoints: [{0}, {1}], Values: [{2}, {3}]",<a name="line.251"></a> <FONT color="green">252</FONT> lower, upper, function.value(lower), function.value(upper));<a name="line.252"></a> <FONT color="green">253</FONT> }<a name="line.253"></a> <FONT color="green">254</FONT> }<a name="line.254"></a> <FONT color="green">255</FONT> }<a name="line.255"></a> </PRE> </BODY> </HTML>