com.numericalmethod.suanshu.analysis.uniroot
Class Brent

java.lang.Object
  com.numericalmethod.suanshu.analysis.uniroot.Uniroot
      com.numericalmethod.suanshu.analysis.uniroot.Brent

public class Brent
extends Uniroot

Brent's root-finding algorithm combines superlinear convergence with reliability of bisection. It uses the secant method or inverse quadratic interpolation whenever possible because they converge faster, but falls back to the more robust bisection method if necessary.

Brent's algorithm does not need the derivatives of the function.

Brent's algorithm is the preferred method of choice.

See Also:

Wikipedia: Brent's method

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.analysis.uniroot.Uniroot

Uniroot.NoRootFoundException

Field Summary

Fields inherited from class com.numericalmethod.suanshu.analysis.uniroot.Uniroot

f, tol

Constructor Summary

Brent(UnivariateRealFunction f, double tol)
Construct an instance of Brent's root finding algorithm.

Method Summary

double

solve(int maxIterations, double lower, double upper, double... guess) The implementation of a specific uniroot finding algorithm.

Methods inherited from class com.numericalmethod.suanshu.analysis.uniroot.Uniroot

solve

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Brent

public Brent(UnivariateRealFunction f,
             double tol)

Construct an instance of Brent's root finding algorithm.

Parameters:

f - the function to solve

tol - the convergence tolerance

Method Detail

solve

public double solve(int maxIterations,
                    double lower,
                    double upper,
                    double... guess)

The implementation of a specific uniroot finding algorithm. Note: it is important that [lower, upper] must bracket the root.

Specified by:

solve in class Uniroot

Parameters:

maxIterations - the maximum number of iterations

lower - lower bound for the root

upper - upper bound for the root

guess - not used

Returns:

the root an (approximate) root