| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| |
| package org.apache.commons.math4.legacy.analysis.solvers; |
| |
| import org.apache.commons.math4.legacy.analysis.differentiation.DerivativeStructure; |
| import org.apache.commons.math4.legacy.analysis.differentiation.UnivariateDifferentiableFunction; |
| import org.apache.commons.math4.legacy.exception.TooManyEvaluationsException; |
| import org.apache.commons.math4.core.jdkmath.JdkMath; |
| |
| /** |
| * Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html"> |
| * Newton's Method</a> for finding zeros of real univariate differentiable |
| * functions. |
| * |
| * @since 3.1 |
| */ |
| public class NewtonRaphsonSolver extends AbstractUnivariateDifferentiableSolver { |
| /** Default absolute accuracy. */ |
| private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6; |
| |
| /** |
| * Construct a solver. |
| */ |
| public NewtonRaphsonSolver() { |
| this(DEFAULT_ABSOLUTE_ACCURACY); |
| } |
| /** |
| * Construct a solver. |
| * |
| * @param absoluteAccuracy Absolute accuracy. |
| */ |
| public NewtonRaphsonSolver(double absoluteAccuracy) { |
| super(absoluteAccuracy); |
| } |
| |
| /** |
| * Find a zero near the midpoint of {@code min} and {@code max}. |
| * |
| * @param f Function to solve. |
| * @param min Lower bound for the interval. |
| * @param max Upper bound for the interval. |
| * @param maxEval Maximum number of evaluations. |
| * @return the value where the function is zero. |
| * @throws org.apache.commons.math4.legacy.exception.TooManyEvaluationsException |
| * if the maximum evaluation count is exceeded. |
| * @throws org.apache.commons.math4.legacy.exception.NumberIsTooLargeException |
| * if {@code min >= max}. |
| */ |
| @Override |
| public double solve(int maxEval, final UnivariateDifferentiableFunction f, |
| final double min, final double max) |
| throws TooManyEvaluationsException { |
| return super.solve(maxEval, f, UnivariateSolverUtils.midpoint(min, max)); |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| protected double doSolve() |
| throws TooManyEvaluationsException { |
| final double startValue = getStartValue(); |
| final double absoluteAccuracy = getAbsoluteAccuracy(); |
| |
| double x0 = startValue; |
| double x1; |
| while (true) { |
| final DerivativeStructure y0 = computeObjectiveValueAndDerivative(x0); |
| x1 = x0 - (y0.getValue() / y0.getPartialDerivative(1)); |
| if (JdkMath.abs(x1 - x0) <= absoluteAccuracy) { |
| return x1; |
| } |
| |
| x0 = x1; |
| } |
| } |
| } |