1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 package org.apache.commons.math.analysis.solvers; 19 20 import org.apache.commons.math.FunctionEvaluationException; 21 import org.apache.commons.math.MathRuntimeException; 22 import org.apache.commons.math.MaxIterationsExceededException; 23 import org.apache.commons.math.analysis.DifferentiableUnivariateRealFunction; 24 import org.apache.commons.math.analysis.UnivariateRealFunction; 25 import org.apache.commons.math.exception.util.LocalizedFormats; 26 import org.apache.commons.math.util.FastMath; 27 28 /** 29 * Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html"> 30 * Newton's Method</a> for finding zeros of real univariate functions. 31 * <p> 32 * The function should be continuous but not necessarily smooth.</p> 33 * 34 * @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 fvr. 2011) $ 35 */ 36 public class NewtonSolver extends UnivariateRealSolverImpl { 37 38 /** 39 * Construct a solver for the given function. 40 * @param f function to solve. 41 * @deprecated as of 2.0 the function to solve is passed as an argument 42 * to the {@link #solve(UnivariateRealFunction, double, double)} or 43 * {@link UnivariateRealSolverImpl#solve(UnivariateRealFunction, double, double, double)} 44 * method. 45 */ 46 @Deprecated 47 public NewtonSolver(DifferentiableUnivariateRealFunction f) { 48 super(f, 100, 1E-6); 49 } 50 51 /** 52 * Construct a solver. 53 * @deprecated in 2.2 (to be removed in 3.0). 54 */ 55 @Deprecated 56 public NewtonSolver() { 57 super(100, 1E-6); 58 } 59 60 /** {@inheritDoc} */ 61 @Deprecated 62 public double solve(final double min, final double max) 63 throws MaxIterationsExceededException, FunctionEvaluationException { 64 return solve(f, min, max); 65 } 66 67 /** {@inheritDoc} */ 68 @Deprecated 69 public double solve(final double min, final double max, final double startValue) 70 throws MaxIterationsExceededException, FunctionEvaluationException { 71 return solve(f, min, max, startValue); 72 } 73 74 /** 75 * Find a zero near the midpoint of <code>min</code> and <code>max</code>. 76 * 77 * @param f the function to solve 78 * @param min the lower bound for the interval 79 * @param max the upper bound for the interval 80 * @param maxEval Maximum number of evaluations. 81 * @return the value where the function is zero 82 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded 83 * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative 84 * @throws IllegalArgumentException if min is not less than max 85 */ 86 @Override 87 public double solve(int maxEval, final UnivariateRealFunction f, 88 final double min, final double max) 89 throws MaxIterationsExceededException, FunctionEvaluationException { 90 setMaximalIterationCount(maxEval); 91 return solve(f, min, max); 92 } 93 94 /** 95 * Find a zero near the midpoint of <code>min</code> and <code>max</code>. 96 * 97 * @param f the function to solve 98 * @param min the lower bound for the interval 99 * @param max the upper bound for the interval 100 * @return the value where the function is zero 101 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded 102 * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative 103 * @throws IllegalArgumentException if min is not less than max 104 * @deprecated in 2.2 (to be removed in 3.0). 105 */ 106 @Deprecated 107 public double solve(final UnivariateRealFunction f, 108 final double min, final double max) 109 throws MaxIterationsExceededException, FunctionEvaluationException { 110 return solve(f, min, max, UnivariateRealSolverUtils.midpoint(min, max)); 111 } 112 113 /** 114 * Find a zero near the value <code>startValue</code>. 115 * 116 * @param f the function to solve 117 * @param min the lower bound for the interval (ignored). 118 * @param max the upper bound for the interval (ignored). 119 * @param startValue the start value to use. 120 * @param maxEval Maximum number of evaluations. 121 * @return the value where the function is zero 122 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded 123 * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative 124 * @throws IllegalArgumentException if startValue is not between min and max or 125 * if function is not a {@link DifferentiableUnivariateRealFunction} instance 126 */ 127 @Override 128 public double solve(int maxEval, final UnivariateRealFunction f, 129 final double min, final double max, final double startValue) 130 throws MaxIterationsExceededException, FunctionEvaluationException { 131 setMaximalIterationCount(maxEval); 132 return solve(f, min, max, startValue); 133 } 134 135 /** 136 * Find a zero near the value <code>startValue</code>. 137 * 138 * @param f the function to solve 139 * @param min the lower bound for the interval (ignored). 140 * @param max the upper bound for the interval (ignored). 141 * @param startValue the start value to use. 142 * @return the value where the function is zero 143 * @throws MaxIterationsExceededException if the maximum iteration count is exceeded 144 * @throws FunctionEvaluationException if an error occurs evaluating the function or derivative 145 * @throws IllegalArgumentException if startValue is not between min and max or 146 * if function is not a {@link DifferentiableUnivariateRealFunction} instance 147 * @deprecated in 2.2 (to be removed in 3.0). 148 */ 149 @Deprecated 150 public double solve(final UnivariateRealFunction f, 151 final double min, final double max, final double startValue) 152 throws MaxIterationsExceededException, FunctionEvaluationException { 153 154 try { 155 156 final UnivariateRealFunction derivative = 157 ((DifferentiableUnivariateRealFunction) f).derivative(); 158 clearResult(); 159 verifySequence(min, startValue, max); 160 161 double x0 = startValue; 162 double x1; 163 164 int i = 0; 165 while (i < maximalIterationCount) { 166 167 x1 = x0 - (f.value(x0) / derivative.value(x0)); 168 if (FastMath.abs(x1 - x0) <= absoluteAccuracy) { 169 setResult(x1, i); 170 return x1; 171 } 172 173 x0 = x1; 174 ++i; 175 } 176 177 throw new MaxIterationsExceededException(maximalIterationCount); 178 } catch (ClassCastException cce) { 179 throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.FUNCTION_NOT_DIFFERENTIABLE); 180 } 181 } 182 183 } 184
