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

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

All Implemented Interfaces:

LocateAlgorithm, Serializable

public class ParabolicLocate

extends Object

implements LocateAlgorithm

Non-iterative parabolic interpolation algorithm. This is a very simple and fast general non-iterative locate algorithm. Given a set of three points a, b, and c that bracket an extreme, the algorithm finds an approximation of that extreme in one step, using parabolic interpolation.

See Also:

Serialized Form

Constructor Summary

ParabolicLocate()

Method Summary

double

locate(Bracket br, UniDimensionalFunction f, double tol, int maxiter) Takes a guess for the point where the function takes on an extremum, by using parabolic interpolation.

Methods inherited from class java.lang.Object

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

Constructor Detail

ParabolicLocate

public ParabolicLocate()

Method Detail

locate

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

Takes a guess for the point where the function takes on an extremum, by using parabolic interpolation.

Specified by:

locate in interface LocateAlgorithm

Parameters:

br - The bracket with all three points initialized.

f - The function. Some algorithms may require for the function to be derivable.

tol - not used

maxiter - not used

Returns:

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

Throws:

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

TooManyUniDimensionalIterationsException

See Also:

LocateAlgorithm, LinearLocate, BrentLocate, BrentDerivLocate, CubicDerivLocate, ParabolicLocate