com.webcab.ejb.math.optimization.unidimensional
Class BrentDerivLocate

java.lang.Object
  |
  +--com.webcab.ejb.math.optimization.unidimensional.BrentDerivLocate

All Implemented Interfaces:

LocateAlgorithm, Serializable

public class BrentDerivLocate

extends Object

implements LocateAlgorithm

A version of Brent's algortihm that uses derivative information.

See Also:

LocateAlgorithm, LinearLocate, BrentLocate, ParabolicIterativeLocate, CubicDerivLocate, ParabolicLocate, Serialized Form

Constructor Summary

BrentDerivLocate()

Method Summary

double

locate(Bracket br, UniDimensionalFunction f, double tol, int maxiter) Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

Methods inherited from class java.lang.Object

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

Constructor Detail

BrentDerivLocate

public BrentDerivLocate()

Method Detail

locate

public double locate(Bracket br,
                     UniDimensionalFunction f,
                     double tol,
                     int maxiter)
              throws TooManyUniDimensionalIterationsException,
                     InvalidUniDimensionalFunctionException,
                     ClassCastException

Shrinks the bracketing interval until a satisfactory approximation for the extremum it contains can be found.

Specified by:

locate in interface LocateAlgorithm

Parameters:

br - The bracket with all three points initialized.

f - The function. If the function does not implement Derivative an UniDimensionalException will be thrown.

tol - The tolerance, used as a termination criteria.

maxiter - If the number of iterations exceeds this number TooManyUniDimensionalIterationsException will be thrown.

Returns:

The approximation for the point where the function has an extremum.

Throws:

TooManyUniDimensionalIterationsException - thrown if the number of iterations in locate algorithms is greater than maxiter.

InvalidUniDimensionalFunctionException - thrown if the user function returns invalid values like infinity or NaN.

ClassCastException