org.apache.commons.math.analysis.UnivariateRealFunction Java Examples

The following examples show how to use org.apache.commons.math.analysis.UnivariateRealFunction. You can vote up the ones you like or vote down the ones you don't like, and go to the original project or source file by following the links above each example. You may check out the related API usage on the sidebar.
Example #1
Source File: buggyBaseSecantSolver.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #2
Source File: NPEfix_00146_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #3
Source File: JGenProg2017_0098_t.java    From coming with MIT License 5 votes vote down vote up 
/**
 * This method attempts to find two values a and b satisfying <ul>
 * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
 * <li> <code> f(a) * f(b) <= 0 </code> </li>
 * </ul>
 * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
 * and <code>b</code> bracket a root of f.
 * <p>
 * The algorithm starts by setting 
 * <code>a := initial -1; b := initial +1,</code> examines the value of the
 * function at <code>a</code> and <code>b</code> and keeps moving
 * the endpoints out by one unit each time through a loop that terminates 
 * when one of the following happens: <ul>
 * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
 * <li> <code> a = lower </code> and <code> b = upper</code> 
 * -- ConvergenceException </li>
 * <li> <code> maximumIterations</code> iterations elapse 
 * -- ConvergenceException </li></ul></p>
 * 
 * @param function the function
 * @param initial initial midpoint of interval being expanded to
 * bracket a root
 * @param lowerBound lower bound (a is never lower than this value)
 * @param upperBound upper bound (b never is greater than this
 * value)
 * @param maximumIterations maximum number of iterations to perform
 * @return a two element array holding {a, b}.
 * @throws ConvergenceException if the algorithm fails to find a and b
 * satisfying the desired conditions
 * @throws FunctionEvaluationException if an error occurs evaluating the 
 * function
 * @throws IllegalArgumentException if function is null, maximumIterations
 * is not positive, or initial is not between lowerBound and upperBound
 */
public static double[] bracket(UnivariateRealFunction function,
        double initial, double lowerBound, double upperBound, 
        int maximumIterations) throws ConvergenceException, 
        FunctionEvaluationException {
    
    if (function == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
    if (maximumIterations <= 0)  {
        throw MathRuntimeException.createIllegalArgumentException(
              "bad value for maximum iterations number: {0}", maximumIterations);
    }
    if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
        throw MathRuntimeException.createIllegalArgumentException(
              "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
              lowerBound, initial, upperBound);
    }
    double a = initial;
    double b = initial;
    double fa;
    double fb;
    int numIterations = 0 ;

    do {
        a = Math.max(a - 1.0, lowerBound);
        b = Math.min(b + 1.0, upperBound);
        fa = function.value(a);
        
        fb = function.value(b);
        numIterations++ ;
    } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
            ((a > lowerBound) || (b < upperBound)));
   
    
    return new double[]{a, b};
}
Example #4
Source File: Cardumen_00175_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #5
Source File: Arja_0041_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #6
Source File: Elixir_0032_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #7
Source File: Cardumen_00171_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #8
Source File: NPEfix_00148_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #9
Source File: NPEfix_00151_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       if (f == null) {
           return functionValueAccuracy;
       }
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #10
Source File: Nopol2015_007_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #11
Source File: 1_BaseSecantSolver.java    From SimFix with GNU General Public License v2.0 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #12
Source File: NPEfix_00145_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       if (f == null) {
           return min;
       }
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #13
Source File: Cardumen_0047_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #14
Source File: Cardumen_0055_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #15
Source File: NPEfix_00154_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #16
Source File: Cardumen_00264_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue,
                    final AllowedSolution allowedSolution) {
    this.allowed = allowedSolution;
    return super.solve(maxEval, f, min, max, startValue);
}
Example #17
Source File: Cardumen_00225_s.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #18
Source File: jKali_0039_t.java    From coming with MIT License 5 votes vote down vote up 
/**
 * This method attempts to find two values a and b satisfying <ul>
 * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
 * <li> <code> f(a) * f(b) <= 0 </code> </li>
 * </ul>
 * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
 * and <code>b</code> bracket a root of f.
 * <p>
 * The algorithm starts by setting 
 * <code>a := initial -1; b := initial +1,</code> examines the value of the
 * function at <code>a</code> and <code>b</code> and keeps moving
 * the endpoints out by one unit each time through a loop that terminates 
 * when one of the following happens: <ul>
 * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
 * <li> <code> a = lower </code> and <code> b = upper</code> 
 * -- ConvergenceException </li>
 * <li> <code> maximumIterations</code> iterations elapse 
 * -- ConvergenceException </li></ul></p>
 * 
 * @param function the function
 * @param initial initial midpoint of interval being expanded to
 * bracket a root
 * @param lowerBound lower bound (a is never lower than this value)
 * @param upperBound upper bound (b never is greater than this
 * value)
 * @param maximumIterations maximum number of iterations to perform
 * @return a two element array holding {a, b}.
 * @throws ConvergenceException if the algorithm fails to find a and b
 * satisfying the desired conditions
 * @throws FunctionEvaluationException if an error occurs evaluating the 
 * function
 * @throws IllegalArgumentException if function is null, maximumIterations
 * is not positive, or initial is not between lowerBound and upperBound
 */
public static double[] bracket(UnivariateRealFunction function,
        double initial, double lowerBound, double upperBound, 
        int maximumIterations) throws ConvergenceException, 
        FunctionEvaluationException {
    
    if (function == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
    if (maximumIterations <= 0)  {
        throw MathRuntimeException.createIllegalArgumentException(
              "bad value for maximum iterations number: {0}", maximumIterations);
    }
    if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
        throw MathRuntimeException.createIllegalArgumentException(
              "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
              lowerBound, initial, upperBound);
    }
    double a = initial;
    double b = initial;
    double fa;
    double fb;
    int numIterations = 0 ;

    do {
        a = Math.max(a - 1.0, lowerBound);
        b = Math.min(b + 1.0, upperBound);
        fa = function.value(a);
        
        fb = function.value(b);
        numIterations++ ;
    } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
            ((a > lowerBound) || (b < upperBound)));
   
    
    return new double[]{a, b};
}
Example #19
Source File: NPEfix_00153_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       if (f == null) {
           return m;
       }
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #20
Source File: NPEfix_00144_t.java    From coming with MIT License 5 votes vote down vote up 
/** {@inheritDoc} */
public double solve(final UnivariateRealFunction f, double min, double max)
    throws MaxIterationsExceededException, FunctionEvaluationException {

    clearResult();
    verifyInterval(min,max);
    double m;
    double fm;
    double fmin;

    int i = 0;
    while (i < maximalIterationCount) {
        m = UnivariateRealSolverUtils.midpoint(min, max);
       if (f == null) {
           return absoluteAccuracy;
       }
       fmin = f.value(min);
       fm = f.value(m);

        if (fm * fmin > 0.0) {
            // max and m bracket the root.
            min = m;
        } else {
            // min and m bracket the root.
            max = m;
        }

        if (Math.abs(max - min) <= absoluteAccuracy) {
            m = UnivariateRealSolverUtils.midpoint(min, max);
            setResult(m, i);
            return m;
        }
        ++i;
    }

    throw new MaxIterationsExceededException(maximalIterationCount);
}
Example #21
Source File: Elixir_0037_t.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Checks to see if f is null, throwing IllegalArgumentException if so.
 * @param f  input function
 * @throws IllegalArgumentException if f is null
 */
private static void setup(UnivariateRealFunction f) {
    if (f == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
}
Example #22
Source File: Cardumen_00132_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * This method attempts to find two values a and b satisfying <ul>
 * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
 * <li> <code> f(a) * f(b) <= 0 </code> </li>
 * </ul>
 * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
 * and <code>b</code> bracket a root of f.
 * <p>
 * The algorithm starts by setting 
 * <code>a := initial -1; b := initial +1,</code> examines the value of the
 * function at <code>a</code> and <code>b</code> and keeps moving
 * the endpoints out by one unit each time through a loop that terminates 
 * when one of the following happens: <ul>
 * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
 * <li> <code> a = lower </code> and <code> b = upper</code> 
 * -- ConvergenceException </li>
 * <li> <code> maximumIterations</code> iterations elapse 
 * -- ConvergenceException </li></ul></p>
 * 
 * @param function the function
 * @param initial initial midpoint of interval being expanded to
 * bracket a root
 * @param lowerBound lower bound (a is never lower than this value)
 * @param upperBound upper bound (b never is greater than this
 * value)
 * @param maximumIterations maximum number of iterations to perform
 * @return a two element array holding {a, b}.
 * @throws ConvergenceException if the algorithm fails to find a and b
 * satisfying the desired conditions
 * @throws FunctionEvaluationException if an error occurs evaluating the 
 * function
 * @throws IllegalArgumentException if function is null, maximumIterations
 * is not positive, or initial is not between lowerBound and upperBound
 */
public static double[] bracket(UnivariateRealFunction function,
        double initial, double lowerBound, double upperBound, 
        int maximumIterations) throws ConvergenceException, 
        FunctionEvaluationException {
    
    if (function == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
    if (maximumIterations <= 0)  {
        throw MathRuntimeException.createIllegalArgumentException(
              "bad value for maximum iterations number: {0}", maximumIterations);
    }
    if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
        throw MathRuntimeException.createIllegalArgumentException(
              "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
              lowerBound, initial, upperBound);
    }
    double a = initial;
    double b = initial;
    double fa;
    double fb;
    int numIterations = 0 ;

    do {
        a = Math.max(a - 1.0, lowerBound);
        b = Math.min(b + 1.0, upperBound);
        fa = function.value(a);
        
        fb = function.value(b);
        numIterations++ ;
    } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
            ((a > lowerBound) || (b < upperBound)));
   
    if (fa * fb >= 0.0 ) {
        throw new ConvergenceException(
                  "number of iterations={0}, maximum iterations={1}, " +
                  "initial={2}, lower bound={3}, upper bound={4}, final a value={5}, " +
                  "final b value={6}, f(a)={7}, f(b)={8}",
                  numIterations, maximumIterations, initial,
                  lowerBound, upperBound, a, b, fa, fb);
    }
    
    return new double[]{a, b};
}
Example #23
Source File: Cardumen_0058_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Find a zero in the given interval.
 * <p>
 * Requires that the values of the function at the endpoints have opposite
 * signs. An <code>IllegalArgumentException</code> is thrown if this is not
 * the case.</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 value where the function is zero
 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
 * @throws FunctionEvaluationException if an error occurs evaluating the
 * function
 * @throws IllegalArgumentException if min is not less than max or the
 * signs of the values of the function at the endpoints are not opposites
 */
public double solve(final UnivariateRealFunction f,
                    final double min, final double max)
    throws MaxIterationsExceededException,
    FunctionEvaluationException {

    clearResult();
    verifyInterval(min, max);

    double ret = Double.NaN;

    double yMin = f.value(min);
    double yMax = f.value(max);

    // Verify bracketing
    double sign = yMin * yMax;
    if (sign > 0) {
        // check if either value is close to a zero
        if (Math.abs(yMin) <= functionValueAccuracy) {
            setResult(min, 0);
            ret = min;
        } else if (Math.abs(yMax) <= functionValueAccuracy) {
            setResult(max, 0);
            ret = max;
        } else {
            // neither value is close to zero and min and max do not bracket root.
            throw MathRuntimeException.createIllegalArgumentException(
                    "function values at endpoints do not have different signs.  " +
                    "Endpoints: [{0}, {1}], Values: [{2}, {3}]",
                    min, max, yMin, yMax);
        }
    } else if (sign < 0){
        // solve using only the first endpoint as initial guess
        ret = solve(f, min, yMin, max, yMax, min, yMin);
    } else {
        // either min or max is a root
        if (yMin == 0.0) {
            ret = min;
        } else {
            ret = max;
        }
    }

    return ret;
}
Example #24
Source File: Math_73_BrentSolver_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Find a zero in the given interval.
 * <p>
 * Requires that the values of the function at the endpoints have opposite
 * signs. An <code>IllegalArgumentException</code> is thrown if this is not
 * the case.</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 value where the function is zero
 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
 * @throws FunctionEvaluationException if an error occurs evaluating the
 * function
 * @throws IllegalArgumentException if min is not less than max or the
 * signs of the values of the function at the endpoints are not opposites
 */
public double solve(final UnivariateRealFunction f,
                    final double min, final double max)
    throws MaxIterationsExceededException,
    FunctionEvaluationException {

    clearResult();
    verifyInterval(min, max);

    double ret = Double.NaN;

    double yMin = f.value(min);
    double yMax = f.value(max);

    // Verify bracketing
    double sign = yMin * yMax;
    if (sign > 0) {
        // check if either value is close to a zero
        if (Math.abs(yMin) <= functionValueAccuracy) {
            setResult(min, 0);
            ret = min;
        } else if (Math.abs(yMax) <= functionValueAccuracy) {
            setResult(max, 0);
            ret = max;
        } else {
            // neither value is close to zero and min and max do not bracket root.
            throw MathRuntimeException.createIllegalArgumentException(
                    NON_BRACKETING_MESSAGE, min, max, yMin, yMax);
        }
    } else if (sign < 0){
        // solve using only the first endpoint as initial guess
        ret = solve(f, min, yMin, max, yMax, min, yMin);
    } else {
        // either min or max is a root
        if (yMin == 0.0) {
            ret = min;
        } else {
            ret = max;
        }
    }

    return ret;
}
Example #25
Source File: Elixir_0027_t.java    From coming with MIT License 4 votes vote down vote up 
/** {@inheritDoc} */
@Override
public double solve(final int maxEval, final UnivariateRealFunction f,
                    final double min, final double max, final double startValue) {
    return solve(maxEval, f, min, max, startValue, AllowedSolution.ANY_SIDE);
}
Example #26
Source File: Cardumen_0056_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Find a zero in the given interval.
 * <p>
 * Requires that the values of the function at the endpoints have opposite
 * signs. An <code>IllegalArgumentException</code> is thrown if this is not
 * the case.</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 value where the function is zero
 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
 * @throws FunctionEvaluationException if an error occurs evaluating the
 * function
 * @throws IllegalArgumentException if min is not less than max or the
 * signs of the values of the function at the endpoints are not opposites
 */
public double solve(final UnivariateRealFunction f,
                    final double min, final double max)
    throws MaxIterationsExceededException,
    FunctionEvaluationException {

    clearResult();
    verifyInterval(min, max);

    double ret = Double.NaN;

    double yMin = f.value(min);
    double yMax = f.value(max);

    // Verify bracketing
    double sign = yMin * yMax;
    if (sign > 0) {
        // check if either value is close to a zero
        if (Math.abs(yMin) <= functionValueAccuracy) {
            setResult(min, 0);
            ret = min;
        } else if (Math.abs(yMax) <= functionValueAccuracy) {
            setResult(max, 0);
            ret = max;
        } else {
            // neither value is close to zero and min and max do not bracket root.
            throw MathRuntimeException.createIllegalArgumentException(
                    NON_BRACKETING_MESSAGE, min, max, yMin, yMax);
        }
    } else if (sign < 0){
        // solve using only the first endpoint as initial guess
        ret = solve(f, min, yMin, max, yMax, min, yMin);
    } else {
        // either min or max is a root
        if (yMin == 0.0) {
            ret = min;
        } else {
            ret = max;
        }
    }

    return ret;
}
Example #27
Source File: Nopol2015_009_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * This method attempts to find two values a and b satisfying <ul>
 * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
 * <li> <code> f(a) * f(b) <= 0 </code> </li>
 * </ul>
 * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
 * and <code>b</code> bracket a root of f.
 * <p>
 * The algorithm starts by setting 
 * <code>a := initial -1; b := initial +1,</code> examines the value of the
 * function at <code>a</code> and <code>b</code> and keeps moving
 * the endpoints out by one unit each time through a loop that terminates 
 * when one of the following happens: <ul>
 * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
 * <li> <code> a = lower </code> and <code> b = upper</code> 
 * -- ConvergenceException </li>
 * <li> <code> maximumIterations</code> iterations elapse 
 * -- ConvergenceException </li></ul></p>
 * 
 * @param function the function
 * @param initial initial midpoint of interval being expanded to
 * bracket a root
 * @param lowerBound lower bound (a is never lower than this value)
 * @param upperBound upper bound (b never is greater than this
 * value)
 * @param maximumIterations maximum number of iterations to perform
 * @return a two element array holding {a, b}.
 * @throws ConvergenceException if the algorithm fails to find a and b
 * satisfying the desired conditions
 * @throws FunctionEvaluationException if an error occurs evaluating the 
 * function
 * @throws IllegalArgumentException if function is null, maximumIterations
 * is not positive, or initial is not between lowerBound and upperBound
 */
public static double[] bracket(UnivariateRealFunction function,
        double initial, double lowerBound, double upperBound, 
        int maximumIterations) throws ConvergenceException, 
        FunctionEvaluationException {
    
    if (function == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
    if (maximumIterations <= 0)  {
        throw MathRuntimeException.createIllegalArgumentException(
              "bad value for maximum iterations number: {0}", maximumIterations);
    }
    if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
        throw MathRuntimeException.createIllegalArgumentException(
              "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
              lowerBound, initial, upperBound);
    }
    double a = initial;
    double b = initial;
    double fa;
    double fb;
    int numIterations = 0 ;

    do {
        a = Math.max(a - 1.0, lowerBound);
        b = Math.min(b + 1.0, upperBound);
        fa = function.value(a);
        
        fb = function.value(b);
        numIterations++ ;
    } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
            ((a > lowerBound) || (b < upperBound)));
   
    if (fa * fb >= 0.0 ) {
        throw new ConvergenceException(
                  "number of iterations={0}, maximum iterations={1}, " +
                  "initial={2}, lower bound={3}, upper bound={4}, final a value={5}, " +
                  "final b value={6}, f(a)={7}, f(b)={8}",
                  numIterations, maximumIterations, initial,
                  lowerBound, upperBound, a, b, fa, fb);
    }
    
    return new double[]{a, b};
}
Example #28
Source File: JGenProg2017_0040_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Checks to see if f is null, throwing IllegalArgumentException if so.
 * @param f  input function
 * @throws IllegalArgumentException if f is null
 */
private static void setup(UnivariateRealFunction f) {
    if (f == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
}
Example #29
Source File: JGenProg2017_00120_s.java    From coming with MIT License 4 votes vote down vote up 
/**
 * This method attempts to find two values a and b satisfying <ul>
 * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
 * <li> <code> f(a) * f(b) <= 0 </code> </li>
 * </ul>
 * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
 * and <code>b</code> bracket a root of f.
 * <p>
 * The algorithm starts by setting 
 * <code>a := initial -1; b := initial +1,</code> examines the value of the
 * function at <code>a</code> and <code>b</code> and keeps moving
 * the endpoints out by one unit each time through a loop that terminates 
 * when one of the following happens: <ul>
 * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
 * <li> <code> a = lower </code> and <code> b = upper</code> 
 * -- ConvergenceException </li>
 * <li> <code> maximumIterations</code> iterations elapse 
 * -- ConvergenceException </li></ul></p>
 * 
 * @param function the function
 * @param initial initial midpoint of interval being expanded to
 * bracket a root
 * @param lowerBound lower bound (a is never lower than this value)
 * @param upperBound upper bound (b never is greater than this
 * value)
 * @param maximumIterations maximum number of iterations to perform
 * @return a two element array holding {a, b}.
 * @throws ConvergenceException if the algorithm fails to find a and b
 * satisfying the desired conditions
 * @throws FunctionEvaluationException if an error occurs evaluating the 
 * function
 * @throws IllegalArgumentException if function is null, maximumIterations
 * is not positive, or initial is not between lowerBound and upperBound
 */
public static double[] bracket(UnivariateRealFunction function,
        double initial, double lowerBound, double upperBound, 
        int maximumIterations) throws ConvergenceException, 
        FunctionEvaluationException {
    
    if (function == null) {
        throw MathRuntimeException.createIllegalArgumentException("function is null");
    }
    if (maximumIterations <= 0)  {
        throw MathRuntimeException.createIllegalArgumentException(
              "bad value for maximum iterations number: {0}", maximumIterations);
    }
    if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
        throw MathRuntimeException.createIllegalArgumentException(
              "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
              lowerBound, initial, upperBound);
    }
    double a = initial;
    double b = initial;
    double fa;
    double fb;
    int numIterations = 0 ;

    do {
        a = Math.max(a - 1.0, lowerBound);
        b = Math.min(b + 1.0, upperBound);
        fa = function.value(a);
        
        fb = function.value(b);
        numIterations++ ;
    } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
            ((a > lowerBound) || (b < upperBound)));
   
    if (fa * fb >= 0.0 ) {
        throw new ConvergenceException(
                  "number of iterations={0}, maximum iterations={1}, " +
                  "initial={2}, lower bound={3}, upper bound={4}, final a value={5}, " +
                  "final b value={6}, f(a)={7}, f(b)={8}",
                  numIterations, maximumIterations, initial,
                  lowerBound, upperBound, a, b, fa, fb);
    }
    
    return new double[]{a, b};
}
Example #30
Source File: JGenProg2015_009_t.java    From coming with MIT License 4 votes vote down vote up 
/**
 * Find a zero in the given interval.
 * <p>
 * Requires that the values of the function at the endpoints have opposite
 * signs. An <code>IllegalArgumentException</code> is thrown if this is not
 * the case.</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 value where the function is zero
 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded
 * @throws FunctionEvaluationException if an error occurs evaluating the
 * function
 * @throws IllegalArgumentException if min is not less than max or the
 * signs of the values of the function at the endpoints are not opposites
 */
public double solve(final UnivariateRealFunction f,
                    final double min, final double max)
    throws MaxIterationsExceededException,
    FunctionEvaluationException {

    clearResult();
    verifyInterval(min, max);

    double ret = Double.NaN;

    double yMin = f.value(min);
    double yMax = f.value(max);

    // Verify bracketing
    double sign = yMin * yMax;
    if (sign > 0) {
        // check if either value is close to a zero
        if (Math.abs(yMin) <= functionValueAccuracy) {
            setResult(min, 0);
            ret = min;
        } else if (Math.abs(yMax) <= functionValueAccuracy) {
            setResult(max, 0);
            ret = max;
        } else {
            // neither value is close to zero and min and max do not bracket root.
            throw MathRuntimeException.createIllegalArgumentException(
                    NON_BRACKETING_MESSAGE, min, max, yMin, yMax);
        }
    } else if (sign < 0){
        // solve using only the first endpoint as initial guess
        ret = solve(f, min, yMin, max, yMax, min, yMin);
    } else {
        // either min or max is a root
        if (yMin == 0.0) {
            ret = min;
        } else {
            ret = max;
        }
    }

    return ret;
}