public static Double dekker(Function f, double a, double b, double tol, int nMax) {
double fa = f.getValue(a);
double fb = f.getValue(b);
if (fa * fb >= 0.0) {
System.out.println("Dekker method failed - root is not bracketed.");
return null;
}
double bOld, fbOld;
double temp;
int n = 0;
while (++n <= nMax) {
if (Math.abs(fa) < Math.abs(fb)) {
temp = a;
a = b;
b = temp;
temp = fa;
fa = fb;
fb = temp;
}
bOld = b;
fbOld = fb;
if (Math.abs(fb - fa) > Constants.EPSILON) b -= fb * (b - a) / (fb - fa);
else b = (a + b) / 2;
fb = f.getValue(b);
System.out.println(n + ". b = " + b + ", fb = " + fb);
if ((Math.abs(fb) < Constants.EPSILON) || (Math.abs((b - a) / 2) < tol)) return b;
if (fa * fb >= 0.0) {
a = bOld;
fa = fbOld;
}
}
System.out.println("Dekker method failed - max number of iterations.");
return b;
}
/**
* Root-finding algorithm combining the bisection method, the secant method and inverse quadratic
* interpolation. It has the reliability of bisection but it can be as quick as some of the less
* reliable methods. The algorithm tries to use the potentially fast-converging secant method or
* inverse quadratic interpolation if possible, but it falls back to the more robust bisection
* method if necessary.
*
* @param args
*/
public static Double brent(Function f, double a, double b, double tol, double delta, int nMax) {
double fa = f.getValue(a);
double fb = f.getValue(b);
double fc = fa;
if (fa * fb >= 0.0) {
System.out.println("Brent method failed - root is not bracketed.");
return null;
}
double c = a;
double d = c;
boolean mflag = true;
double temp, s, fs;
int n = 0;
while (++n <= nMax) {
if (Math.abs(fa) < Math.abs(fb)) {
temp = a;
a = b;
b = temp;
temp = fa;
fa = fb;
fb = temp;
}
if ((Math.abs(fc - fa) > Constants.EPSILON) && (Math.abs(fc - fb) > Constants.EPSILON))
s =
a * fb * fc / ((fa - fb) * (fa - fc))
+ b * fa * fc / ((fb - fa) * (fb - fc))
+ c * fa * fb / ((fc - fa) * (fc - fb));
else s = b - fb * (b - a) / (fb - fa);
if (((s <= (3 * a + b) / 4) || s >= b)
|| (mflag && ((Math.abs(s - b) >= Math.abs(b - c) / 2) || (Math.abs(b - c) < delta)))
|| (!mflag && ((Math.abs(s - b) >= Math.abs(c - d) / 2) || (Math.abs(c - d) < delta)))) {
s = (a + b) / 2;
mflag = true;
} else mflag = false;
fs = f.getValue(s);
d = c;
c = b;
if (fa * fs < 0) {
b = s;
fb = fs;
} else {
a = s;
fa = fs;
}
if (Math.abs(fa) < Math.abs(fb)) {
temp = a;
a = b;
b = temp;
temp = fa;
fa = fb;
fb = temp;
}
System.out.println(n + ". b = " + b + ", fb = " + fb);
if ((Math.abs(fb) < Constants.EPSILON) || (Math.abs((b - a) / 2) < tol)) return b;
}
System.out.println("Brent method failed - max number of iterations.");
return c;
}
public static void main(String[] args) {
double[] c = new double[4];
c[0] = -2;
c[1] = -1;
c[2] = 0;
c[3] = 1;
Function f = new Function(c);
double root = RootFinding.brent(f, 1, 2, 0.000001, 0.00001, 25);
System.out.println("Root at " + root + " with value " + f.getValue(root));
}
/**
* Root-finding algorithm that starts with an initial guess which is reasonably close to the true
* root, then the function is approximated by its tangent line (which can be computed using the
* tools of calculus), and one computes the x-intercept of this tangent line (which is easily done
* with elementary algebra). This x-intercept will typically be a better approximation to the
* function's root than the original guess, and the method can be iterated.
*/
public static Double newton(Function f, double x, double x1, double tol, int nMax) {
Function d = f.getDerivative();
int n = 0;
double fx = f.getValue(x);
double dx;
while (++n <= nMax) {
if ((Math.abs(fx) < Constants.EPSILON) || (Math.abs(x1 - x) < tol)) return x;
dx = fx / d.getValue(x);
x1 = x;
x = x - dx;
fx = f.getValue(x);
}
System.out.println("Newton method failed - max number of iterations.");
return x;
}
/**
* Root-finding algorithm that uses a succession of roots of secant lines to better approximate a
* root of a function f. The secant method can be thought of as a finite difference approximation
* of Newton's method. However, the method was developed independently of Newton's method, and
* predated the latter by over 3,000 years.
*/
public static Double secant(Function f, double x, double x1, double tol, int nMax) {
int n = 0;
double x2 = 0;
double fx1 = f.getValue(x1);
double fx = f.getValue(x);
while (++n <= nMax) {
if ((Math.abs(fx1) < Constants.EPSILON) || (Math.abs(x1 - x) < tol)) return x;
x2 = x1 - fx1 * (x1 - x) / (fx1 - fx);
x = x1;
fx = fx1;
x1 = x2;
fx1 = f.getValue(x1);
}
System.out.println("Bisection method failed - max number of iterations.");
return x;
}
/**
* Root-finding algorithm that repeatedly bisects an interval and then selects a subinterval in
* which a root must lie for further processing. It is a very simple and robust method, but it is
* also relatively slow. Because of this, it is often used to obtain a rough approximation to a
* solution which is then used as a starting point for more rapidly converging methods The method
* is also called the interval halving method, the binary search method, or the dichotomy method.
*/
public static Double bisection(Function f, double a, double b, double tol, int nMax) {
double fa = f.getValue(a);
double fb = f.getValue(b);
double fc;
if (fa * fb >= 0.0) {
System.out.println("Bisection method failed - root is not bracketed.");
return null;
}
double signA = Math.signum(fa);
double c = 0;
int n = 0;
while (++n <= nMax) {
c = (a + b) / 2;
fc = f.getValue(c);
System.out.println(n + ". c = " + c + ", fc = " + fc);
if ((Math.abs(fc) < Constants.EPSILON) || ((b - a) / 2 < tol)) return c;
if (Math.signum(fc) == signA) a = c;
else b = c;
}
System.out.println("Bisection method failed - max number of iterations.");
return c;
}
/**
* Root-finding algorithm that uses quadratic interpolation to approximate the inverse of f. This
* algorithm is rarely used on its own, but it is important because it forms part of the popular
* Brent's method.
*/
public static Double inverseQuadraticInterpolation(
Function f, double x, double x1, double x2, double tol, int nMax) {
int n = 0;
double x0;
double fx = f.getValue(x);
double fx1 = f.getValue(x1);
double fx2 = f.getValue(x2);
while (++n <= nMax) {
if ((Math.abs(fx) < Constants.EPSILON) || (Math.abs(x1 - x) < tol)) return x;
x0 =
x2 * fx1 * fx / ((fx2 - fx1) * (fx2 - fx))
+ x1 * fx2 * fx / ((fx1 - fx2) * (fx1 - fx))
+ x * fx2 * fx1 / (((fx - fx2) * (fx - fx1)));
x2 = x1;
fx2 = fx1;
x1 = x;
fx1 = fx;
x = x0;
fx = f.getValue(x);
}
System.out.println("Inverse Quadratic Interpolation method failed - max number of iterations.");
return x;
}