Java Code Examples for org.apache.commons.math.util.FastMath#random()
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org.apache.commons.math.util.FastMath#random() .
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Example 1
Source File: EmpiricalDistributionImpl.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Generates a random value from this distribution. * * @return the random value. * @throws IllegalStateException if the distribution has not been loaded */ public double getNextValue() throws IllegalStateException { if (!loaded) { throw MathRuntimeException.createIllegalStateException(LocalizedFormats.DISTRIBUTION_NOT_LOADED); } // Start with a uniformly distributed random number in (0,1) double x = FastMath.random(); // Use this to select the bin and generate a Gaussian within the bin for (int i = 0; i < binCount; i++) { if (x <= upperBounds[i]) { SummaryStatistics stats = binStats.get(i); if (stats.getN() > 0) { if (stats.getStandardDeviation() > 0) { // more than one obs return randomData.nextGaussian (stats.getMean(),stats.getStandardDeviation()); } else { return stats.getMean(); // only one obs in bin } } } } throw new MathRuntimeException(LocalizedFormats.NO_BIN_SELECTED); }
Example 2
Source File: EmpiricalDistributionImpl.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Generates a random value from this distribution. * * @return the random value. * @throws IllegalStateException if the distribution has not been loaded */ public double getNextValue() throws IllegalStateException { if (!loaded) { throw MathRuntimeException.createIllegalStateException(LocalizedFormats.DISTRIBUTION_NOT_LOADED); } // Start with a uniformly distributed random number in (0,1) double x = FastMath.random(); // Use this to select the bin and generate a Gaussian within the bin for (int i = 0; i < binCount; i++) { if (x <= upperBounds[i]) { SummaryStatistics stats = binStats.get(i); if (stats.getN() > 0) { if (stats.getStandardDeviation() > 0) { // more than one obs return randomData.nextGaussian (stats.getMean(),stats.getStandardDeviation()); } else { return stats.getMean(); // only one obs in bin } } } } throw new MathRuntimeException(LocalizedFormats.NO_BIN_SELECTED); }
Example 3
Source File: LoessInterpolatorTest.java From astor with GNU General Public License v2.0 | 5 votes |
private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) { double dx = 2 * FastMath.PI / xval.length; double x = 0; for(int i = 0; i < xval.length; ++i) { xval[i] = x; yval[i] = FastMath.sin(x) + (2 * FastMath.random() - 1) * ynoise; x += dx * (1 + (2 * FastMath.random() - 1) * xnoise); } }
Example 4
Source File: LoessInterpolatorTest.java From astor with GNU General Public License v2.0 | 5 votes |
private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) { double dx = 2 * FastMath.PI / xval.length; double x = 0; for(int i = 0; i < xval.length; ++i) { xval[i] = x; yval[i] = FastMath.sin(x) + (2 * FastMath.random() - 1) * ynoise; x += dx * (1 + (2 * FastMath.random() - 1) * xnoise); } }
Example 5
Source File: LoessInterpolatorTest.java From astor with GNU General Public License v2.0 | 5 votes |
private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) { double dx = 2 * FastMath.PI / xval.length; double x = 0; for(int i = 0; i < xval.length; ++i) { xval[i] = x; yval[i] = FastMath.sin(x) + (2 * FastMath.random() - 1) * ynoise; x += dx * (1 + (2 * FastMath.random() - 1) * xnoise); } }
Example 6
Source File: NormalDistributionTest.java From astor with GNU General Public License v2.0 | 5 votes |
public void testSetStandardDeviation() throws Exception { double sigma = 0.1d + FastMath.random(); NormalDistribution distribution = (NormalDistribution) getDistribution(); distribution.setStandardDeviation(sigma); assertEquals(sigma, distribution.getStandardDeviation(), 0); verifyQuantiles(); try { distribution.setStandardDeviation(0); fail("Expecting IllegalArgumentException for sd = 0"); } catch (IllegalArgumentException ex) { // Expected } }
Example 7
Source File: LoessInterpolatorTest.java From astor with GNU General Public License v2.0 | 5 votes |
private void generateSineData(double[] xval, double[] yval, double xnoise, double ynoise) { double dx = 2 * FastMath.PI / xval.length; double x = 0; for(int i = 0; i < xval.length; ++i) { xval[i] = x; yval[i] = FastMath.sin(x) + (2 * FastMath.random() - 1) * ynoise; x += dx * (1 + (2 * FastMath.random() - 1) * xnoise); } }
Example 8
Source File: CauchyDistributionTest.java From astor with GNU General Public License v2.0 | 4 votes |
public void testMedian() { CauchyDistribution distribution = (CauchyDistribution) getDistribution(); double expected = FastMath.random(); distribution.setMedian(expected); assertEquals(expected, distribution.getMedian(), 0.0); }
Example 9
Source File: CauchyDistributionTest.java From astor with GNU General Public License v2.0 | 4 votes |
public void testScale() { CauchyDistribution distribution = (CauchyDistribution) getDistribution(); double expected = FastMath.random(); distribution.setScale(expected); assertEquals(expected, distribution.getScale(), 0.0); }
Example 10
Source File: NormalDistributionTest.java From astor with GNU General Public License v2.0 | 4 votes |
public void testSetMean() throws Exception { double mu = FastMath.random(); NormalDistribution distribution = (NormalDistribution) getDistribution(); distribution.setMean(mu); verifyQuantiles(); }
Example 11
Source File: MullerSolver.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Find a real root in the given interval. * <p> * solve2() differs from solve() in the way it avoids complex operations. * Except for the initial [min, max], solve2() does not require bracketing * condition, e.g. f(x0), f(x1), f(x2) can have the same sign. If complex * number arises in the computation, we simply use its modulus as real * approximation.</p> * <p> * Because the interval may not be bracketing, bisection alternative is * not applicable here. However in practice our treatment usually works * well, especially near real zeros where the imaginary part of complex * approximation is often negligible.</p> * <p> * The formulas here do not use divided differences directly.</p> * * @param f the function to solve * @param min the lower bound for the interval * @param max the upper bound for the interval * @return the point at which the function value is zero * @throws MaxIterationsExceededException if the maximum iteration count is exceeded * or the solver detects convergence problems otherwise * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if any parameters are invalid */ public double solve2(final UnivariateRealFunction f, final double min, final double max) throws MaxIterationsExceededException, FunctionEvaluationException { // x2 is the last root approximation // x is the new approximation and new x2 for next round // x0 < x1 < x2 does not hold here double x0 = min; double y0 = f.value(x0); double x1 = max; double y1 = f.value(x1); double x2 = 0.5 * (x0 + x1); double y2 = f.value(x2); // check for zeros before verifying bracketing if (y0 == 0.0) { return min; } if (y1 == 0.0) { return max; } verifyBracketing(min, max, f); double oldx = Double.POSITIVE_INFINITY; for (int i = 1; i <= maximalIterationCount; ++i) { // quadratic interpolation through x0, x1, x2 final double q = (x2 - x1) / (x1 - x0); final double a = q * (y2 - (1 + q) * y1 + q * y0); final double b = (2 * q + 1) * y2 - (1 + q) * (1 + q) * y1 + q * q * y0; final double c = (1 + q) * y2; final double delta = b * b - 4 * a * c; double x; final double denominator; if (delta >= 0.0) { // choose a denominator larger in magnitude double dplus = b + FastMath.sqrt(delta); double dminus = b - FastMath.sqrt(delta); denominator = FastMath.abs(dplus) > FastMath.abs(dminus) ? dplus : dminus; } else { // take the modulus of (B +/- FastMath.sqrt(delta)) denominator = FastMath.sqrt(b * b - delta); } if (denominator != 0) { x = x2 - 2.0 * c * (x2 - x1) / denominator; // perturb x if it exactly coincides with x1 or x2 // the equality tests here are intentional while (x == x1 || x == x2) { x += absoluteAccuracy; } } else { // extremely rare case, get a random number to skip it x = min + FastMath.random() * (max - min); oldx = Double.POSITIVE_INFINITY; } final double y = f.value(x); // check for convergence final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy); if (FastMath.abs(x - oldx) <= tolerance) { setResult(x, i); return result; } if (FastMath.abs(y) <= functionValueAccuracy) { setResult(x, i); return result; } // prepare the next iteration x0 = x1; y0 = y1; x1 = x2; y1 = y2; x2 = x; y2 = y; oldx = x; } throw new MaxIterationsExceededException(maximalIterationCount); }
Example 12
Source File: IntegerDistributionAbstractTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Verifies that floating point arguments are correctly handled by * cumulativeProbablility(-,-) * JIRA: MATH-184 */ public void testFloatingPointArguments() throws Exception { for (int i = 0; i < cumulativeTestPoints.length; i++) { double arg = cumulativeTestPoints[i]; assertEquals( "Incorrect cumulative probability value returned for " + cumulativeTestPoints[i], cumulativeTestValues[i], distribution.cumulativeProbability(arg), tolerance); if (i < cumulativeTestPoints.length - 1) { double arg2 = cumulativeTestPoints[i + 1]; assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); arg = arg - FastMath.random(); arg2 = arg2 + FastMath.random(); assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); } } int one = 1; int ten = 10; int two = 2; double oned = one; double twod = two; double tend = ten; assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned, twod), tolerance); assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned - tolerance, twod + 0.9), tolerance); assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod, tend), tolerance); assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod - tolerance, tend + 0.9), tolerance); }
Example 13
Source File: WeibullDistributionTest.java From astor with GNU General Public License v2.0 | 4 votes |
public void testAlpha() { WeibullDistribution distribution = (WeibullDistribution) getDistribution(); double expected = FastMath.random(); distribution.setShape(expected); assertEquals(expected, distribution.getShape(), 0.0); }
Example 14
Source File: WeibullDistributionTest.java From astor with GNU General Public License v2.0 | 4 votes |
public void testBeta() { WeibullDistribution distribution = (WeibullDistribution) getDistribution(); double expected = FastMath.random(); distribution.setScale(expected); assertEquals(expected, distribution.getScale(), 0.0); }
Example 15
Source File: MullerSolver2.java From astor with GNU General Public License v2.0 | 4 votes |
/** * {@inheritDoc} */ @Override protected double doSolve() { final double min = getMin(); final double max = getMax(); verifyInterval(min, max); final double relativeAccuracy = getRelativeAccuracy(); final double absoluteAccuracy = getAbsoluteAccuracy(); final double functionValueAccuracy = getFunctionValueAccuracy(); // x2 is the last root approximation // x is the new approximation and new x2 for next round // x0 < x1 < x2 does not hold here double x0 = min; double y0 = computeObjectiveValue(x0); if (FastMath.abs(y0) < functionValueAccuracy) { return x0; } double x1 = max; double y1 = computeObjectiveValue(x1); if (FastMath.abs(y1) < functionValueAccuracy) { return x1; } if(y0 * y1 > 0) { throw new NoBracketingException(x0, x1, y0, y1); } double x2 = 0.5 * (x0 + x1); double y2 = computeObjectiveValue(x2); double oldx = Double.POSITIVE_INFINITY; while (true) { // quadratic interpolation through x0, x1, x2 final double q = (x2 - x1) / (x1 - x0); final double a = q * (y2 - (1 + q) * y1 + q * y0); final double b = (2 * q + 1) * y2 - (1 + q) * (1 + q) * y1 + q * q * y0; final double c = (1 + q) * y2; final double delta = b * b - 4 * a * c; double x; final double denominator; if (delta >= 0.0) { // choose a denominator larger in magnitude double dplus = b + FastMath.sqrt(delta); double dminus = b - FastMath.sqrt(delta); denominator = FastMath.abs(dplus) > FastMath.abs(dminus) ? dplus : dminus; } else { // take the modulus of (B +/- FastMath.sqrt(delta)) denominator = FastMath.sqrt(b * b - delta); } if (denominator != 0) { x = x2 - 2.0 * c * (x2 - x1) / denominator; // perturb x if it exactly coincides with x1 or x2 // the equality tests here are intentional while (x == x1 || x == x2) { x += absoluteAccuracy; } } else { // extremely rare case, get a random number to skip it x = min + FastMath.random() * (max - min); oldx = Double.POSITIVE_INFINITY; } final double y = computeObjectiveValue(x); // check for convergence final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy); if (FastMath.abs(x - oldx) <= tolerance || FastMath.abs(y) <= functionValueAccuracy) { return x; } // prepare the next iteration x0 = x1; y0 = y1; x1 = x2; y1 = y2; x2 = x; y2 = y; oldx = x; } }
Example 16
Source File: IntegerDistributionAbstractTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Verifies that floating point arguments are correctly handled by * cumulativeProbablility(-,-) * JIRA: MATH-184 */ @Test public void testFloatingPointArguments() throws Exception { for (int i = 0; i < cumulativeTestPoints.length; i++) { double arg = cumulativeTestPoints[i]; Assert.assertEquals( "Incorrect cumulative probability value returned for " + cumulativeTestPoints[i], cumulativeTestValues[i], distribution.cumulativeProbability(arg), tolerance); if (i < cumulativeTestPoints.length - 1) { double arg2 = cumulativeTestPoints[i + 1]; Assert.assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); arg = arg - FastMath.random(); arg2 = arg2 + FastMath.random(); Assert.assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); } } int one = 1; int ten = 10; int two = 2; double oned = one; double twod = two; double tend = ten; Assert.assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned, twod), tolerance); Assert.assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned - tolerance, twod + 0.9), tolerance); Assert.assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod, tend), tolerance); Assert.assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod - tolerance, tend + 0.9), tolerance); }
Example 17
Source File: IntegerDistributionAbstractTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Verifies that floating point arguments are correctly handled by * cumulativeProbablility(-,-) * JIRA: MATH-184 */ public void testFloatingPointArguments() throws Exception { for (int i = 0; i < cumulativeTestPoints.length; i++) { double arg = cumulativeTestPoints[i]; assertEquals( "Incorrect cumulative probability value returned for " + cumulativeTestPoints[i], cumulativeTestValues[i], distribution.cumulativeProbability(arg), tolerance); if (i < cumulativeTestPoints.length - 1) { double arg2 = cumulativeTestPoints[i + 1]; assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); arg = arg - FastMath.random(); arg2 = arg2 + FastMath.random(); assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); } } int one = 1; int ten = 10; int two = 2; double oned = one; double twod = two; double tend = ten; assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned, twod), tolerance); assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned - tolerance, twod + 0.9), tolerance); assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod, tend), tolerance); assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod - tolerance, tend + 0.9), tolerance); }
Example 18
Source File: MullerSolver2.java From astor with GNU General Public License v2.0 | 4 votes |
/** * {@inheritDoc} */ @Override protected double doSolve() { final double min = getMin(); final double max = getMax(); verifyInterval(min, max); final double relativeAccuracy = getRelativeAccuracy(); final double absoluteAccuracy = getAbsoluteAccuracy(); final double functionValueAccuracy = getFunctionValueAccuracy(); // x2 is the last root approximation // x is the new approximation and new x2 for next round // x0 < x1 < x2 does not hold here double x0 = min; double y0 = computeObjectiveValue(x0); if (FastMath.abs(y0) < functionValueAccuracy) { return x0; } double x1 = max; double y1 = computeObjectiveValue(x1); if (FastMath.abs(y1) < functionValueAccuracy) { return x1; } if(y0 * y1 > 0) { throw new NoBracketingException(x0, x1, y0, y1); } double x2 = 0.5 * (x0 + x1); double y2 = computeObjectiveValue(x2); double oldx = Double.POSITIVE_INFINITY; while (true) { // quadratic interpolation through x0, x1, x2 final double q = (x2 - x1) / (x1 - x0); final double a = q * (y2 - (1 + q) * y1 + q * y0); final double b = (2 * q + 1) * y2 - (1 + q) * (1 + q) * y1 + q * q * y0; final double c = (1 + q) * y2; final double delta = b * b - 4 * a * c; double x; final double denominator; if (delta >= 0.0) { // choose a denominator larger in magnitude double dplus = b + FastMath.sqrt(delta); double dminus = b - FastMath.sqrt(delta); denominator = FastMath.abs(dplus) > FastMath.abs(dminus) ? dplus : dminus; } else { // take the modulus of (B +/- FastMath.sqrt(delta)) denominator = FastMath.sqrt(b * b - delta); } if (denominator != 0) { x = x2 - 2.0 * c * (x2 - x1) / denominator; // perturb x if it exactly coincides with x1 or x2 // the equality tests here are intentional while (x == x1 || x == x2) { x += absoluteAccuracy; } } else { // extremely rare case, get a random number to skip it x = min + FastMath.random() * (max - min); oldx = Double.POSITIVE_INFINITY; } final double y = computeObjectiveValue(x); // check for convergence final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy); if (FastMath.abs(x - oldx) <= tolerance || FastMath.abs(y) <= functionValueAccuracy) { return x; } // prepare the next iteration x0 = x1; y0 = y1; x1 = x2; y1 = y2; x2 = x; y2 = y; oldx = x; } }
Example 19
Source File: IntegerDistributionAbstractTest.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Verifies that floating point arguments are correctly handled by * cumulativeProbablility(-,-) * JIRA: MATH-184 */ @Test public void testFloatingPointArguments() throws Exception { for (int i = 0; i < cumulativeTestPoints.length; i++) { double arg = cumulativeTestPoints[i]; Assert.assertEquals( "Incorrect cumulative probability value returned for " + cumulativeTestPoints[i], cumulativeTestValues[i], distribution.cumulativeProbability(arg), tolerance); if (i < cumulativeTestPoints.length - 1) { double arg2 = cumulativeTestPoints[i + 1]; Assert.assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); arg = arg - FastMath.random(); arg2 = arg2 + FastMath.random(); Assert.assertEquals("Inconsistent probability for discrete range " + "[ " + arg + "," + arg2 + " ]", distribution.cumulativeProbability( cumulativeTestPoints[i], cumulativeTestPoints[i + 1]), distribution.cumulativeProbability(arg, arg2), tolerance); } } int one = 1; int ten = 10; int two = 2; double oned = one; double twod = two; double tend = ten; Assert.assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned, twod), tolerance); Assert.assertEquals(distribution.cumulativeProbability(one, two), distribution.cumulativeProbability(oned - tolerance, twod + 0.9), tolerance); Assert.assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod, tend), tolerance); Assert.assertEquals(distribution.cumulativeProbability(two, ten), distribution.cumulativeProbability(twod - tolerance, tend + 0.9), tolerance); }
Example 20
Source File: MullerSolver2.java From astor with GNU General Public License v2.0 | 4 votes |
/** * {@inheritDoc} */ @Override protected double doSolve() { final double min = getMin(); final double max = getMax(); verifyInterval(min, max); final double relativeAccuracy = getRelativeAccuracy(); final double absoluteAccuracy = getAbsoluteAccuracy(); final double functionValueAccuracy = getFunctionValueAccuracy(); // x2 is the last root approximation // x is the new approximation and new x2 for next round // x0 < x1 < x2 does not hold here double x0 = min; double y0 = computeObjectiveValue(x0); if (FastMath.abs(y0) < functionValueAccuracy) { return x0; } double x1 = max; double y1 = computeObjectiveValue(x1); if (FastMath.abs(y1) < functionValueAccuracy) { return x1; } if(y0 * y1 > 0) { throw new NoBracketingException(x0, x1, y0, y1); } double x2 = 0.5 * (x0 + x1); double y2 = computeObjectiveValue(x2); double oldx = Double.POSITIVE_INFINITY; while (true) { // quadratic interpolation through x0, x1, x2 final double q = (x2 - x1) / (x1 - x0); final double a = q * (y2 - (1 + q) * y1 + q * y0); final double b = (2 * q + 1) * y2 - (1 + q) * (1 + q) * y1 + q * q * y0; final double c = (1 + q) * y2; final double delta = b * b - 4 * a * c; double x; final double denominator; if (delta >= 0.0) { // choose a denominator larger in magnitude double dplus = b + FastMath.sqrt(delta); double dminus = b - FastMath.sqrt(delta); denominator = FastMath.abs(dplus) > FastMath.abs(dminus) ? dplus : dminus; } else { // take the modulus of (B +/- FastMath.sqrt(delta)) denominator = FastMath.sqrt(b * b - delta); } if (denominator != 0) { x = x2 - 2.0 * c * (x2 - x1) / denominator; // perturb x if it exactly coincides with x1 or x2 // the equality tests here are intentional while (x == x1 || x == x2) { x += absoluteAccuracy; } } else { // extremely rare case, get a random number to skip it x = min + FastMath.random() * (max - min); oldx = Double.POSITIVE_INFINITY; } final double y = computeObjectiveValue(x); // check for convergence final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy); if (FastMath.abs(x - oldx) <= tolerance || FastMath.abs(y) <= functionValueAccuracy) { return x; } // prepare the next iteration x0 = x1; y0 = y1; x1 = x2; y1 = y2; x2 = x; y2 = y; oldx = x; } }