1 | /*
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2 | * Class RealRoot
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3 | *
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4 | * Contains methods for finding a real root
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5 | *
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6 | * The function whose root is to be determined is supplied
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7 | * by means of an interface, RealRootFunction,
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8 | * if no derivative required
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9 | *
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10 | * The function whose root is to be determined is supplied
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11 | * by means of an interface, RealRootDerivFunction,
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12 | * as is the first derivative if a derivative is required
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13 | *
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14 | * WRITTEN BY: Dr Michael Thomas Flanagan
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15 | *
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16 | * DATE: 18 May 2003
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17 | * UPDATE: May 2003 - March 2008, 23-24 September 2008, 30 January 2010
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18 | *
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19 | * DOCUMENTATION:
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20 | * See Michael Thomas Flanagan's Java library on-line web page:
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21 | * http://www.ee.ucl.ac.uk/~mflanaga/java/RealRoot.html
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22 | * http://www.ee.ucl.ac.uk/~mflanaga/java/
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23 | *
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24 | * Copyright (c) 2003 - 2010 Michael Thomas Flanagan
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25 | *
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26 | * Permission to use, copy and modify this software and its documentation for NON-COMMERCIAL purposes is granted, without fee,
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27 | * provided that an acknowledgement to the author, Dr Michael Thomas Flanagan at www.ee.ucl.ac.uk/~mflanaga, appears in all copies
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28 | * and associated documentation or publications.
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29 | *
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30 | * Redistributions of the source code of this source code, or parts of the source codes, must retain the above copyright notice, this list of conditions
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31 | * and the following disclaimer and requires written permission from the Michael Thomas Flanagan:
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32 | *
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33 | * Redistribution in binary form of all or parts of this class must reproduce the above copyright notice, this list of conditions and
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34 | * the following disclaimer in the documentation and/or other materials provided with the distribution and requires written permission from the Michael Thomas Flanagan:
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35 | *
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36 | * Dr Michael Thomas Flanagan makes no representations about the suitability or fitness of the software for any or for a particular purpose.
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37 | * Dr Michael Thomas Flanagan shall not be liable for any damages suffered as a result of using, modifying or distributing this software
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38 | * or its derivatives.
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39 | *
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40 | ***************************************************************************************/
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41 |
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42 | package agents.anac.y2015.agentBuyogV2.flanagan.roots;
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43 |
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44 | import java.util.*;
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45 |
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46 | import agents.anac.y2015.agentBuyogV2.flanagan.complex.Complex;
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47 | import agents.anac.y2015.agentBuyogV2.flanagan.complex.ComplexPoly;
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48 | import agents.anac.y2015.agentBuyogV2.flanagan.math.Fmath;
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49 |
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50 |
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51 | // RealRoot class
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52 | public class RealRoot{
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53 |
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54 | // INSTANCE VARIABLES
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55 |
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56 | private double root = Double.NaN; // root to be found
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57 | private double tol = 1e-9; // tolerance in determining convergence upon a root
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58 | private int iterMax = 3000; // maximum number of iterations allowed in root search
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59 | private int iterN = 0; // number of iterations taken in root search
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60 | private double upperBound = 0; // upper bound for bisection and false position methods
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61 | private double lowerBound = 0; // lower bound for bisection and false position methods
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62 | private double estimate = 0; // estimate for Newton-Raphson method
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63 | private int maximumBoundsExtension = 100; // number of times that the bounds may be extended
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64 | // by the difference separating them if the root is
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65 | // found not to be bounded
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66 | private boolean noBoundExtensions = false; // = true if number of no extension to the bounds allowed
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67 | private boolean noLowerBoundExtensions = false; // = true if number of no extension to the lower bound allowed
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68 | private boolean noUpperBoundExtensions = false; // = true if number of no extension to the upper bound allowed
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69 | private boolean supressLimitReachedMessage = false; // if true, supresses printing of the iteration limit reached message
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70 | private boolean returnNaN = false; // if true exceptions resulting from a bound being NaN do not halt the prorgam but return NaN
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71 | // required by PsRandom and Stat classes calling RealRoot
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72 | private boolean supressNaNmessage = false; // if = true the bound is NaN root returned as NaN message supressed
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73 |
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74 | // STATC VARIABLE
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75 |
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76 | private static int staticIterMax = 3000; // maximum number of iterations allowed in root search (static methods)
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77 |
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78 | private static int maximumStaticBoundsExtension = 100; // number of times that the bounds may be extended
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79 | // by the difference separating them if the root is
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80 | // found not to be bounded (static methods)
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81 | private static boolean noStaticBoundExtensions = false; // = true if number of no extension to the bounds allowed (static methods)
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82 | private static boolean noStaticLowerBoundExtensions = false;// = true if number of no extension to the lower bound allowed (static methods)
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83 | private static boolean noStaticUpperBoundExtensions = false;// = true if number of no extension to the upper bound allowed (static methods)
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84 | private static boolean staticReturnNaN = false; // if true exceptions resulting from a bound being NaN do not halt the prorgam but return NaN
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85 | // required by PsRandom and Stat classes calling RealRoot (static methods)
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86 | private static double realTol = 1e-14; // tolerance as imag/real in deciding whether a root is real
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87 |
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88 | // CONSTRUCTOR
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89 | public RealRoot(){
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90 | }
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91 |
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92 | // INSTANCE METHODS
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93 |
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94 | // Set lower bound
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95 | public void setLowerBound(double lower){
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96 | this.lowerBound = lower;
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97 | }
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98 |
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99 | // Set lower bound
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100 | public void setUpperBound(double upper){
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101 | this.upperBound = upper;
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102 | }
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103 |
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104 | // Reset exception handling for NaN bound flag to true
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105 | // when flag returnNaN = true exceptions resulting from a bound being NaN do not halt the prorgam but return NaN
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106 | // required by PsRandom and Stat classes calling RealRoot
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107 | public void resetNaNexceptionToTrue(){
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108 | this.returnNaN = true;
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109 | }
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110 |
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111 | // Reset exception handling for NaN bound flag to false
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112 | // when flag returnNaN = false exceptions resulting from a bound being NaN halts the prorgam
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113 | // required by PsRandom and Stat classes calling RealRoot
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114 | public void resetNaNexceptionToFalse(){
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115 | this.returnNaN = false;
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116 | }
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117 |
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118 | // Supress NaN bound message
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119 | // if supressNaNmessage = true the bound is NaN root returned as NaN message supressed
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120 | public void supressNaNmessage(){
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121 | this.supressNaNmessage = true;
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122 | }
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123 |
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124 | // Allow NaN bound message
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125 | // if supressNaNmessage = false the bound is NaN root returned as NaN message is written
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126 | public void allowNaNmessage(){
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127 | this.supressNaNmessage = false;
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128 | }
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129 |
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130 | // Set estimate
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131 | public void setEstimate(double estimate){
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132 | this.estimate = estimate;
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133 | }
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134 |
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135 | // Reset the default tolerance
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136 | public void setTolerance(double tolerance){
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137 | this.tol=tolerance;
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138 | }
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139 |
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140 | // Get the default tolerance
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141 | public double getTolerance(){
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142 | return this.tol;
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143 | }
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144 |
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145 | // Reset the maximum iterations allowed
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146 | public void setIterMax(int imax){
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147 | this.iterMax=imax;
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148 | }
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149 |
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150 | // Get the maximum iterations allowed
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151 | public int getIterMax(){
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152 | return this.iterMax;
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153 | }
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154 |
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155 | // Get the number of iterations taken
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156 | public int getIterN(){
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157 | return this.iterN;
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158 | }
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159 |
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160 | // Reset the maximum number of bounds extensions
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161 | public void setmaximumStaticBoundsExtension(int maximumBoundsExtension){
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162 | this.maximumBoundsExtension=maximumBoundsExtension;
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163 | }
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164 |
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165 | // Prevent extensions to the supplied bounds
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166 | public void noBoundsExtensions(){
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167 | this.noBoundExtensions = true;
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168 | this.noLowerBoundExtensions = true;
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169 | this.noUpperBoundExtensions = true;
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170 | }
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171 |
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172 | // Prevent extension to the lower bound
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173 | public void noLowerBoundExtension(){
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174 | this.noLowerBoundExtensions = true;
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175 | if(this.noUpperBoundExtensions)this.noBoundExtensions = true;
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176 | }
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177 |
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178 | // Prevent extension to the upper bound
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179 | public void noUpperBoundExtension(){
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180 | this.noUpperBoundExtensions = true;
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181 | if(this.noLowerBoundExtensions)this.noBoundExtensions = true;
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182 | }
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183 |
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184 | // Supresses printing of the iteration limit reached message
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185 | // USE WITH CARE - added only to accomadate a specific application using this class!!!!!
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186 | public void supressLimitReachedMessage(){
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187 | this.supressLimitReachedMessage = true;
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188 | }
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189 |
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190 | // Combined bisection and Inverse Quadratic Interpolation method
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191 | // bounds already entered
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192 | public double brent(RealRootFunction g){
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193 | return this.brent(g, this.lowerBound, this.upperBound);
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194 | }
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195 |
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196 | // Combined bisection and Inverse Quadratic Interpolation method
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197 | // bounds supplied as arguments
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198 | public double brent(RealRootFunction g, double lower, double upper){
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199 | this.lowerBound = lower;
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200 | this.upperBound = upper;
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201 |
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202 | // check upper>lower
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203 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
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204 |
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205 | boolean testConv = true; // convergence test: becomes false on convergence
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206 | this.iterN = 0;
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207 | double temp = 0.0D;
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208 |
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209 | if(upper<lower){
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210 | temp = upper;
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211 | upper = lower;
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212 | lower = temp;
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213 | }
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214 |
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215 | // calculate the function value at the estimate of the higher bound to x
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216 | double fu = g.function(upper);
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217 | // calculate the function value at the estimate of the lower bound of x
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218 | double fl = g.function(lower);
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219 | if(Double.isNaN(fl)){
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220 | if(this.returnNaN){
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221 | if(!this.supressNaNmessage)System.out.println("Realroot: brent: lower bound returned NaN as the function value - NaN returned as root");
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222 | return Double.NaN;
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223 | }
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224 | else{
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225 | throw new ArithmeticException("lower bound returned NaN as the function value");
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226 | }
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227 | }
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228 | if(Double.isNaN(fu)){
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229 | if(this.returnNaN){
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230 | if(!this.supressNaNmessage)System.out.println("Realroot: brent: upper bound returned NaN as the function value - NaN returned as root");
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231 | return Double.NaN;
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232 | }
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233 | else{
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234 | throw new ArithmeticException("upper bound returned NaN as the function value");
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235 | }
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236 | }
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237 |
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238 | // check that the root has been bounded and extend bounds if not and extension allowed
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239 | boolean testBounds = true;
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240 | int numberOfBoundsExtension = 0;
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241 | double initialBoundsDifference = (upper - lower)/2.0D;
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242 | while(testBounds){
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243 | if(fu*fl<=0.0D){
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244 | testBounds=false;
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245 | }
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246 | else{
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247 | if(this.noBoundExtensions){
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248 | String message = "RealRoot.brent: root not bounded and no extension to bounds allowed\n";
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249 | message += "NaN returned";
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250 | if(!this.supressNaNmessage)System.out.println(message);
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251 | return Double.NaN;
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252 | }
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253 | else{
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254 | numberOfBoundsExtension++;
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255 | if(numberOfBoundsExtension>this.maximumBoundsExtension){
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256 | String message = "RealRoot.brent: root not bounded and maximum number of extension to bounds allowed, " + this.maximumBoundsExtension + ", exceeded\n";
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257 | message += "NaN returned";
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258 | if(!this.supressNaNmessage)System.out.println(message);
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259 | return Double.NaN;
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260 | }
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261 | if(!this.noLowerBoundExtensions){
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262 | lower -= initialBoundsDifference;
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263 | fl = g.function(lower);
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264 | }
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265 | if(!this.noUpperBoundExtensions){
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266 | upper += initialBoundsDifference;
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267 | fu = g.function(upper);
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268 | }
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269 | }
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270 | }
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271 | }
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272 |
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273 | // check initial values for true root value
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274 | if(fl==0.0D){
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275 | this.root=lower;
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276 | testConv = false;
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277 | }
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278 | if(fu==0.0D){
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279 | this.root=upper;
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280 | testConv = false;
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281 | }
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282 |
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283 | // Function at mid-point of initial estimates
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284 | double mid=(lower+upper)/2.0D; // mid point (bisect) or new x estimate (Inverse Quadratic Interpolation)
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285 | double lastMidB = mid; // last succesful mid point
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286 | double fm = g.function(mid);
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287 | double diff = mid-lower; // difference between successive estimates of the root
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288 | double fmB = fm; // last succesful mid value function value
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289 | double lastMid=mid;
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290 | boolean lastMethod = true; // true; last method = Inverse Quadratic Interpolation, false; last method = bisection method
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291 | boolean nextMethod = true; // true; next method = Inverse Quadratic Interpolation, false; next method = bisection method
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292 |
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293 | // search
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294 | double rr=0.0D, ss=0.0D, tt=0.0D, pp=0.0D, qq=0.0D; // interpolation variables
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295 | while(testConv){
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296 | // test for convergence
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297 | if(fm==0.0D || Math.abs(diff)<this.tol){
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298 | testConv=false;
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299 | if(fm==0.0D){
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300 | this.root=lastMid;
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301 | }
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302 | else{
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303 | if(Math.abs(diff)<this.tol)this.root=mid;
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304 | }
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305 | }
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306 | else{
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307 | lastMethod=nextMethod;
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308 | // test for succesfull inverse quadratic interpolation
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309 | if(lastMethod){
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310 | if(mid<lower || mid>upper){
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311 | // inverse quadratic interpolation failed
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312 | nextMethod=false;
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313 | }
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314 | else{
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315 | fmB=fm;
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316 | lastMidB=mid;
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317 | }
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318 | }
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319 | else{
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320 | nextMethod=true;
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321 | }
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322 | if(nextMethod){
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323 | // inverse quadratic interpolation
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324 | fl=g.function(lower);
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325 | fm=g.function(mid);
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326 | fu=g.function(upper);
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327 | rr=fm/fu;
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328 | ss=fm/fl;
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329 | tt=fl/fu;
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330 | pp=ss*(tt*(rr-tt)*(upper-mid)-(1.0D-rr)*(mid-lower));
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331 | qq=(tt-1.0D)*(rr-1.0D)*(ss-1.0D);
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332 | lastMid=mid;
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333 | diff=pp/qq;
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334 | mid=mid+diff;
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335 | }
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336 | else{
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337 | // Bisection procedure
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338 | fm=fmB;
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339 | mid=lastMidB;
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340 | if(fm*fl>0.0D){
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341 | lower=mid;
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342 | fl=fm;
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343 | }
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344 | else{
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345 | upper=mid;
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346 | fu=fm;
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347 | }
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348 | lastMid=mid;
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349 | mid=(lower+upper)/2.0D;
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350 | fm=g.function(mid);
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351 | diff=mid-lastMid;
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352 | fmB=fm;
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353 | lastMidB=mid;
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354 | }
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355 | }
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356 | this.iterN++;
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357 | if(this.iterN>this.iterMax){
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358 | if(!this.supressLimitReachedMessage){
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359 | if(!this.supressNaNmessage)System.out.println("Class: RealRoot; method: brent; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
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360 | if(!this.supressNaNmessage)System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + this.tol);
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361 | }
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362 | this.root = mid;
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363 | testConv = false;
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364 | }
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365 | }
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366 | return this.root;
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367 | }
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368 |
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369 | // bisection method
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370 | // bounds already entered
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371 | public double bisect(RealRootFunction g){
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372 | return this.bisect(g, this.lowerBound, this.upperBound);
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373 | }
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374 |
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375 | // bisection method
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376 | public double bisect(RealRootFunction g, double lower, double upper){
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377 | this.lowerBound = lower;
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378 | this.upperBound = upper;
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379 |
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380 | // check upper>lower
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381 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
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382 | if(upper<lower){
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383 | double temp = upper;
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384 | upper = lower;
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385 | lower = temp;
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386 | }
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387 |
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388 | boolean testConv = true; // convergence test: becomes false on convergence
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389 | this.iterN = 0; // number of iterations
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390 | double diff = 1e300; // abs(difference between the last two successive mid-pint x values)
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391 |
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392 | // calculate the function value at the estimate of the higher bound to x
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393 | double fu = g.function(upper);
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394 | // calculate the function value at the estimate of the lower bound of x
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395 | double fl = g.function(lower);
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396 | if(Double.isNaN(fl)){
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397 | if(this.returnNaN){
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398 | if(!this.supressNaNmessage)System.out.println("RealRoot: bisect: lower bound returned NaN as the function value - NaN returned as root");
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399 | return Double.NaN;
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400 | }
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401 | else{
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402 | throw new ArithmeticException("lower bound returned NaN as the function value");
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403 | }
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404 | }
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405 | if(Double.isNaN(fu)){
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406 | if(this.returnNaN){
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407 | if(!this.supressNaNmessage)System.out.println("RealRoot: bisect: upper bound returned NaN as the function value - NaN returned as root");
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408 | return Double.NaN;
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409 | }
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410 | else{
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411 | throw new ArithmeticException("upper bound returned NaN as the function value");
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412 | }
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413 | }
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414 | // check that the root has been bounded and extend bounds if not and extension allowed
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415 | boolean testBounds = true;
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416 | int numberOfBoundsExtension = 0;
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417 | double initialBoundsDifference = (upper - lower)/2.0D;
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418 | while(testBounds){
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419 | if(fu*fl<=0.0D){
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420 | testBounds=false;
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421 | }
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422 | else{
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423 | if(this.noBoundExtensions){
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424 | String message = "RealRoot.bisect: root not bounded and no extension to bounds allowed\n";
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425 | message += "NaN returned";
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426 | if(!this.supressNaNmessage)System.out.println(message);
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427 | return Double.NaN;
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428 |
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429 | }
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430 | else{
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431 | numberOfBoundsExtension++;
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432 | if(numberOfBoundsExtension>this.maximumBoundsExtension){
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433 | String message = "RealRoot.bisect: root not bounded and maximum number of extension to bounds allowed, " + this.maximumBoundsExtension + ", exceeded\n";
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434 | message += "NaN returned";
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435 | if(!this.supressNaNmessage)System.out.println(message);
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436 | return Double.NaN;
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437 | }
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438 | if(!this.noLowerBoundExtensions){
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439 | lower -= initialBoundsDifference;
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440 | fl = g.function(lower);
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441 | }
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442 | if(!this.noUpperBoundExtensions){
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443 | upper += initialBoundsDifference;
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444 | fu = g.function(upper);
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445 | }
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446 | }
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447 | }
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448 | }
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449 |
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450 | // check initial values for true root value
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451 | if(fl==0.0D){
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452 | this.root=lower;
|
---|
453 | testConv = false;
|
---|
454 | }
|
---|
455 | if(fu==0.0D){
|
---|
456 | this.root=upper;
|
---|
457 | testConv = false;
|
---|
458 | }
|
---|
459 |
|
---|
460 | // start search
|
---|
461 | double mid = (lower+upper)/2.0D; // mid-point
|
---|
462 | double lastMid = 1e300; // previous mid-point
|
---|
463 | double fm = g.function(mid);
|
---|
464 | while(testConv){
|
---|
465 | if(fm==0.0D || diff<this.tol){
|
---|
466 | testConv=false;
|
---|
467 | this.root=mid;
|
---|
468 | }
|
---|
469 | if(fm*fl>0.0D){
|
---|
470 | lower = mid;
|
---|
471 | fl=fm;
|
---|
472 | }
|
---|
473 | else{
|
---|
474 | upper = mid;
|
---|
475 | fu=fm;
|
---|
476 | }
|
---|
477 | lastMid = mid;
|
---|
478 | mid = (lower+upper)/2.0D;
|
---|
479 | fm = g.function(mid);
|
---|
480 | diff = Math.abs(mid-lastMid);
|
---|
481 | this.iterN++;
|
---|
482 | if(this.iterN>this.iterMax){
|
---|
483 | if(!this.supressLimitReachedMessage){
|
---|
484 | if(!this.supressNaNmessage)System.out.println("Class: RealRoot; method: bisect; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
485 | if(!this.supressNaNmessage)System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + this.tol);
|
---|
486 | }
|
---|
487 | this.root = mid;
|
---|
488 | testConv = false;
|
---|
489 | }
|
---|
490 | }
|
---|
491 | return this.root;
|
---|
492 | }
|
---|
493 |
|
---|
494 | // false position method
|
---|
495 | // bounds already entered
|
---|
496 | public double falsePosition(RealRootFunction g){
|
---|
497 | return this.falsePosition(g, this.lowerBound, this.upperBound);
|
---|
498 | }
|
---|
499 |
|
---|
500 | // false position method
|
---|
501 | public double falsePosition(RealRootFunction g, double lower, double upper){
|
---|
502 | this.lowerBound = lower;
|
---|
503 | this.upperBound = upper;
|
---|
504 |
|
---|
505 | // check upper>lower
|
---|
506 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
507 | if(upper<lower){
|
---|
508 | double temp = upper;
|
---|
509 | upper = lower;
|
---|
510 | lower = temp;
|
---|
511 | }
|
---|
512 |
|
---|
513 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
514 | this.iterN = 0; // number of iterations
|
---|
515 | double diff = 1e300; // abs(difference between the last two successive mid-pint x values)
|
---|
516 |
|
---|
517 | // calculate the function value at the estimate of the higher bound to x
|
---|
518 | double fu = g.function(upper);
|
---|
519 | // calculate the function value at the estimate of the lower bound of x
|
---|
520 | double fl = g.function(lower);
|
---|
521 | if(Double.isNaN(fl)){
|
---|
522 | if(this.returnNaN){
|
---|
523 | if(!this.supressNaNmessage)System.out.println("RealRoot: fals: ePositionlower bound returned NaN as the function value - NaN returned as root");
|
---|
524 | return Double.NaN;
|
---|
525 | }
|
---|
526 | else{
|
---|
527 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
528 | }
|
---|
529 | }
|
---|
530 | if(Double.isNaN(fu)){
|
---|
531 | if(this.returnNaN){
|
---|
532 | if(!this.supressNaNmessage)System.out.println("RealRoot: falsePosition: upper bound returned NaN as the function value - NaN returned as root");
|
---|
533 | return Double.NaN;
|
---|
534 | }
|
---|
535 | else{
|
---|
536 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
537 | }
|
---|
538 | }
|
---|
539 |
|
---|
540 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
541 | boolean testBounds = true;
|
---|
542 | int numberOfBoundsExtension = 0;
|
---|
543 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
544 | while(testBounds){
|
---|
545 | if(fu*fl<=0.0D){
|
---|
546 | testBounds=false;
|
---|
547 | }
|
---|
548 | else{
|
---|
549 | if(this.noBoundExtensions){
|
---|
550 | String message = "RealRoot.falsePosition: root not bounded and no extension to bounds allowed\n";
|
---|
551 | message += "NaN returned";
|
---|
552 | if(!this.supressNaNmessage)System.out.println(message);
|
---|
553 | return Double.NaN;
|
---|
554 | }
|
---|
555 | else{
|
---|
556 | numberOfBoundsExtension++;
|
---|
557 | if(numberOfBoundsExtension>this.maximumBoundsExtension){
|
---|
558 | String message = "RealRoot.falsePosition: root not bounded and maximum number of extension to bounds allowed, " + this.maximumBoundsExtension + ", exceeded\n";
|
---|
559 | message += "NaN returned";
|
---|
560 | if(!this.supressNaNmessage)System.out.println(message);
|
---|
561 | return Double.NaN;
|
---|
562 | }
|
---|
563 | if(!this.noLowerBoundExtensions){
|
---|
564 | lower -= initialBoundsDifference;
|
---|
565 | fl = g.function(lower);
|
---|
566 | }
|
---|
567 | if(!this.noUpperBoundExtensions){
|
---|
568 | upper += initialBoundsDifference;
|
---|
569 | fu = g.function(upper);
|
---|
570 | }
|
---|
571 | }
|
---|
572 | }
|
---|
573 | }
|
---|
574 |
|
---|
575 | // check initial values for true root value
|
---|
576 | if(fl==0.0D){
|
---|
577 | this.root=lower;
|
---|
578 | testConv = false;
|
---|
579 | }
|
---|
580 | if(fu==0.0D){
|
---|
581 | this.root=upper;
|
---|
582 | testConv = false;
|
---|
583 | }
|
---|
584 |
|
---|
585 | // start search
|
---|
586 | double mid = lower+(upper-lower)*Math.abs(fl)/(Math.abs(fl)+Math.abs(fu)); // mid-point
|
---|
587 | double lastMid = 1e300; // previous mid-point
|
---|
588 | double fm = g.function(mid);
|
---|
589 | while(testConv){
|
---|
590 | if(fm==0.0D || diff<this.tol){
|
---|
591 | testConv=false;
|
---|
592 | this.root=mid;
|
---|
593 | }
|
---|
594 | if(fm*fl>0.0D){
|
---|
595 | lower = mid;
|
---|
596 | fl=fm;
|
---|
597 | }
|
---|
598 | else{
|
---|
599 | upper = mid;
|
---|
600 | fu=fm;
|
---|
601 | }
|
---|
602 | lastMid = mid;
|
---|
603 | mid = lower+(upper-lower)*Math.abs(fl)/(Math.abs(fl)+Math.abs(fu)); // mid-point
|
---|
604 | fm = g.function(mid);
|
---|
605 | diff = Math.abs(mid-lastMid);
|
---|
606 | this.iterN++;
|
---|
607 | if(this.iterN>this.iterMax){
|
---|
608 | if(!this.supressLimitReachedMessage){
|
---|
609 | if(!this.supressNaNmessage)System.out.println("Class: RealRoot; method: falsePostion; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
610 | if(!this.supressNaNmessage)System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + this.tol);
|
---|
611 | }
|
---|
612 | this.root = mid;
|
---|
613 | testConv = false;
|
---|
614 | }
|
---|
615 | }
|
---|
616 | return this.root;
|
---|
617 | }
|
---|
618 |
|
---|
619 | // Combined bisection and Newton Raphson method
|
---|
620 | // bounds already entered
|
---|
621 | public double bisectNewtonRaphson(RealRootDerivFunction g){
|
---|
622 | return this.bisectNewtonRaphson(g, this.lowerBound, this.upperBound);
|
---|
623 | }
|
---|
624 |
|
---|
625 | // Combined bisection and Newton Raphson method
|
---|
626 | // default accuracy used
|
---|
627 | public double bisectNewtonRaphson(RealRootDerivFunction g, double lower, double upper){
|
---|
628 | this.lowerBound = lower;
|
---|
629 | this.upperBound = upper;
|
---|
630 |
|
---|
631 | // check upper>lower
|
---|
632 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
633 |
|
---|
634 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
635 | this.iterN = 0; // number of iterations
|
---|
636 | double temp = 0.0D;
|
---|
637 |
|
---|
638 | if(upper<lower){
|
---|
639 | temp = upper;
|
---|
640 | upper = lower;
|
---|
641 | lower = temp;
|
---|
642 | }
|
---|
643 |
|
---|
644 | // calculate the function value at the estimate of the higher bound to x
|
---|
645 | double[] f = g.function(upper);
|
---|
646 | double fu=f[0];
|
---|
647 | // calculate the function value at the estimate of the lower bound of x
|
---|
648 | f = g.function(lower);
|
---|
649 | double fl=f[0];
|
---|
650 | if(Double.isNaN(fl)){
|
---|
651 | if(this.returnNaN){
|
---|
652 | if(!this.supressNaNmessage)System.out.println("RealRoot: bisectNewtonRaphson: lower bound returned NaN as the function value - NaN returned as root");
|
---|
653 | return Double.NaN;
|
---|
654 | }
|
---|
655 | else{
|
---|
656 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
657 | }
|
---|
658 | }
|
---|
659 | if(Double.isNaN(fu)){
|
---|
660 | if(this.returnNaN){
|
---|
661 | if(!this.supressNaNmessage)System.out.println("RealRoot: bisectNewtonRaphson: upper bound returned NaN as the function value - NaN returned as root");
|
---|
662 | return Double.NaN;
|
---|
663 | }
|
---|
664 | else{
|
---|
665 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
666 | }
|
---|
667 | }
|
---|
668 |
|
---|
669 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
670 | boolean testBounds = true;
|
---|
671 | int numberOfBoundsExtension = 0;
|
---|
672 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
673 | while(testBounds){
|
---|
674 | if(fu*fl<=0.0D){
|
---|
675 | testBounds=false;
|
---|
676 | }
|
---|
677 | else{
|
---|
678 | if(this.noBoundExtensions){
|
---|
679 | String message = "RealRoot.bisectNewtonRaphson: root not bounded and no extension to bounds allowed\n";
|
---|
680 | message += "NaN returned";
|
---|
681 | if(!this.supressNaNmessage)System.out.println(message);
|
---|
682 | return Double.NaN;
|
---|
683 | }
|
---|
684 | else{
|
---|
685 | numberOfBoundsExtension++;
|
---|
686 | if(numberOfBoundsExtension>this.maximumBoundsExtension){
|
---|
687 | String message = "RealRoot.bisectNewtonRaphson: root not bounded and maximum number of extension to bounds allowed, " + this.maximumBoundsExtension + ", exceeded\n";
|
---|
688 | message += "NaN returned";
|
---|
689 | if(!this.supressNaNmessage)System.out.println(message);
|
---|
690 | return Double.NaN;
|
---|
691 | }
|
---|
692 | if(!this.noLowerBoundExtensions){
|
---|
693 | lower -= initialBoundsDifference;
|
---|
694 | f = g.function(lower);
|
---|
695 | fl = f[0];
|
---|
696 | }
|
---|
697 | if(!this.noUpperBoundExtensions){
|
---|
698 | upper += initialBoundsDifference;
|
---|
699 | f = g.function(upper);
|
---|
700 | fu = f[0];
|
---|
701 | }
|
---|
702 | }
|
---|
703 | }
|
---|
704 | }
|
---|
705 |
|
---|
706 | // check initial values for true root value
|
---|
707 | if(fl==0.0D){
|
---|
708 | this.root=lower;
|
---|
709 | testConv = false;
|
---|
710 | }
|
---|
711 | if(fu==0.0D){
|
---|
712 | this.root=upper;
|
---|
713 | testConv = false;
|
---|
714 | }
|
---|
715 |
|
---|
716 | // Function at mid-point of initial estimates
|
---|
717 | double mid=(lower+upper)/2.0D; // mid point (bisect) or new x estimate (Newton-Raphson)
|
---|
718 | double lastMidB = mid; // last succesful mid point
|
---|
719 | f = g.function(mid);
|
---|
720 | double diff = f[0]/f[1]; // difference between successive estimates of the root
|
---|
721 | double fm = f[0];
|
---|
722 | double fmB = fm; // last succesful mid value function value
|
---|
723 | double lastMid=mid;
|
---|
724 | mid = mid-diff;
|
---|
725 | boolean lastMethod = true; // true; last method = Newton Raphson, false; last method = bisection method
|
---|
726 | boolean nextMethod = true; // true; next method = Newton Raphson, false; next method = bisection method
|
---|
727 |
|
---|
728 | // search
|
---|
729 | while(testConv){
|
---|
730 | // test for convergence
|
---|
731 | if(fm==0.0D || Math.abs(diff)<this.tol){
|
---|
732 | testConv=false;
|
---|
733 | if(fm==0.0D){
|
---|
734 | this.root=lastMid;
|
---|
735 | }
|
---|
736 | else{
|
---|
737 | if(Math.abs(diff)<this.tol)this.root=mid;
|
---|
738 | }
|
---|
739 | }
|
---|
740 | else{
|
---|
741 | lastMethod=nextMethod;
|
---|
742 | // test for succesfull Newton-Raphson
|
---|
743 | if(lastMethod){
|
---|
744 | if(mid<lower || mid>upper){
|
---|
745 | // Newton Raphson failed
|
---|
746 | nextMethod=false;
|
---|
747 | }
|
---|
748 | else{
|
---|
749 | fmB=fm;
|
---|
750 | lastMidB=mid;
|
---|
751 | }
|
---|
752 | }
|
---|
753 | else{
|
---|
754 | nextMethod=true;
|
---|
755 | }
|
---|
756 | if(nextMethod){
|
---|
757 | // Newton-Raphson procedure
|
---|
758 | f=g.function(mid);
|
---|
759 | fm=f[0];
|
---|
760 | diff=f[0]/f[1];
|
---|
761 | lastMid=mid;
|
---|
762 | mid=mid-diff;
|
---|
763 | }
|
---|
764 | else{
|
---|
765 | // Bisection procedure
|
---|
766 | fm=fmB;
|
---|
767 | mid=lastMidB;
|
---|
768 | if(fm*fl>0.0D){
|
---|
769 | lower=mid;
|
---|
770 | fl=fm;
|
---|
771 | }
|
---|
772 | else{
|
---|
773 | upper=mid;
|
---|
774 | fu=fm;
|
---|
775 | }
|
---|
776 | lastMid=mid;
|
---|
777 | mid=(lower+upper)/2.0D;
|
---|
778 | f=g.function(mid);
|
---|
779 | fm=f[0];
|
---|
780 | diff=mid-lastMid;
|
---|
781 | fmB=fm;
|
---|
782 | lastMidB=mid;
|
---|
783 | }
|
---|
784 | }
|
---|
785 | this.iterN++;
|
---|
786 | if(this.iterN>this.iterMax){
|
---|
787 | if(!this.supressLimitReachedMessage){
|
---|
788 | if(!this.supressNaNmessage)System.out.println("Class: RealRoot; method: bisectNewtonRaphson; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
789 | if(!this.supressNaNmessage)System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + this.tol);
|
---|
790 | }
|
---|
791 | this.root = mid;
|
---|
792 | testConv = false;
|
---|
793 | }
|
---|
794 | }
|
---|
795 | return this.root;
|
---|
796 | }
|
---|
797 |
|
---|
798 | // Newton Raphson method
|
---|
799 | // estimate already entered
|
---|
800 | public double newtonRaphson(RealRootDerivFunction g){
|
---|
801 | return this.newtonRaphson(g, this.estimate);
|
---|
802 |
|
---|
803 | }
|
---|
804 |
|
---|
805 | // Newton Raphson method
|
---|
806 | public double newtonRaphson(RealRootDerivFunction g, double x){
|
---|
807 | this.estimate = x;
|
---|
808 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
809 | this.iterN = 0; // number of iterations
|
---|
810 | double diff = 1e300; // difference between the last two successive mid-pint x values
|
---|
811 |
|
---|
812 | // calculate the function and derivative value at the initial estimate x
|
---|
813 | double[] f = g.function(x);
|
---|
814 | if(Double.isNaN(f[0])){
|
---|
815 | if(this.returnNaN){
|
---|
816 | if(!this.supressNaNmessage)System.out.println("RealRoot: newtonRaphson: NaN returned as the function value - NaN returned as root");
|
---|
817 | return Double.NaN;
|
---|
818 | }
|
---|
819 | else{
|
---|
820 | throw new ArithmeticException("NaN returned as the function value");
|
---|
821 | }
|
---|
822 | }
|
---|
823 | if(Double.isNaN(f[1])){
|
---|
824 | if(this.returnNaN){
|
---|
825 | if(!this.supressNaNmessage)System.out.println("RealRoot: newtonRaphson: NaN returned as the derivative function value - NaN returned as root");
|
---|
826 | return Double.NaN;
|
---|
827 | }
|
---|
828 | else{
|
---|
829 | throw new ArithmeticException("NaN returned as the derivative function value");
|
---|
830 | }
|
---|
831 | }
|
---|
832 |
|
---|
833 |
|
---|
834 | // search
|
---|
835 | while(testConv){
|
---|
836 | diff = f[0]/f[1];
|
---|
837 | if(f[0]==0.0D || Math.abs(diff)<this.tol){
|
---|
838 | this.root = x;
|
---|
839 | testConv=false;
|
---|
840 | }
|
---|
841 | else{
|
---|
842 | x -= diff;
|
---|
843 | f = g.function(x);
|
---|
844 | if(Double.isNaN(f[0]))throw new ArithmeticException("NaN returned as the function value");
|
---|
845 | if(Double.isNaN(f[1]))throw new ArithmeticException("NaN returned as the derivative function value");
|
---|
846 | if(Double.isNaN(f[0])){
|
---|
847 | if(this.returnNaN){
|
---|
848 | if(!this.supressNaNmessage)System.out.println("RealRoot: bisect: NaN as the function value - NaN returned as root");
|
---|
849 | return Double.NaN;
|
---|
850 | }
|
---|
851 | else{
|
---|
852 | throw new ArithmeticException("NaN as the function value");
|
---|
853 | }
|
---|
854 | }
|
---|
855 | if(Double.isNaN(f[1])){
|
---|
856 | if(this.returnNaN){
|
---|
857 | if(!this.supressNaNmessage)System.out.println("NaN as the function value - NaN returned as root");
|
---|
858 | return Double.NaN;
|
---|
859 | }
|
---|
860 | else{
|
---|
861 | throw new ArithmeticException("NaN as the function value");
|
---|
862 | }
|
---|
863 | }
|
---|
864 | }
|
---|
865 | this.iterN++;
|
---|
866 | if(this.iterN>this.iterMax){
|
---|
867 | if(!this.supressLimitReachedMessage){
|
---|
868 | if(!this.supressNaNmessage)System.out.println("Class: RealRoot; method: newtonRaphson; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(x, 4) + ", returned");
|
---|
869 | if(!this.supressNaNmessage)System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + this.tol);
|
---|
870 | }
|
---|
871 | this.root = x;
|
---|
872 | testConv = false;
|
---|
873 | }
|
---|
874 | }
|
---|
875 | return this.root;
|
---|
876 | }
|
---|
877 |
|
---|
878 | // STATIC METHODS
|
---|
879 |
|
---|
880 | // Reset the maximum iterations allowed for static methods
|
---|
881 | public void setStaticIterMax(int imax){
|
---|
882 | RealRoot.staticIterMax = imax;
|
---|
883 | }
|
---|
884 |
|
---|
885 | // Get the maximum iterations allowed for static methods
|
---|
886 | public int getStaticIterMax(){
|
---|
887 | return RealRoot.staticIterMax;
|
---|
888 | }
|
---|
889 |
|
---|
890 | // Reset the maximum number of bounds extensions for static methods
|
---|
891 | public void setStaticMaximumStaticBoundsExtension(int maximumBoundsExtension){
|
---|
892 | RealRoot.maximumStaticBoundsExtension = maximumBoundsExtension;
|
---|
893 | }
|
---|
894 |
|
---|
895 | // Prevent extensions to the supplied bounds for static methods
|
---|
896 | public void noStaticBoundsExtensions(){
|
---|
897 | RealRoot.noStaticBoundExtensions = true;
|
---|
898 | RealRoot.noStaticLowerBoundExtensions = true;
|
---|
899 | RealRoot.noStaticUpperBoundExtensions = true;
|
---|
900 | }
|
---|
901 |
|
---|
902 | // Prevent extension to the lower bound for static methods
|
---|
903 | public void noStaticLowerBoundExtension(){
|
---|
904 | RealRoot.noStaticLowerBoundExtensions = true;
|
---|
905 | if(RealRoot.noStaticUpperBoundExtensions)RealRoot.noStaticBoundExtensions = true;
|
---|
906 | }
|
---|
907 |
|
---|
908 | // Prevent extension to the upper bound for static methods
|
---|
909 | public void noStaticUpperBoundExtension(){
|
---|
910 | RealRoot.noStaticUpperBoundExtensions = true;
|
---|
911 | if(RealRoot.noStaticLowerBoundExtensions)RealRoot.noStaticBoundExtensions = true;
|
---|
912 | }
|
---|
913 |
|
---|
914 | // Reset exception handling for NaN bound flag to true for static methods
|
---|
915 | // when flag returnNaN = true exceptions resulting from a bound being NaN do not halt the prorgam but return NaN
|
---|
916 | // required by PsRandom and Stat classes calling RealRoot
|
---|
917 | public void resetStaticNaNexceptionToTrue(){
|
---|
918 | this.staticReturnNaN = true;
|
---|
919 | }
|
---|
920 |
|
---|
921 | // Reset exception handling for NaN bound flag to false for static methods
|
---|
922 | // when flag returnNaN = false exceptions resulting from a bound being NaN halts the prorgam
|
---|
923 | // required by PsRandom and Stat classes calling RealRoot
|
---|
924 | public void resetStaticNaNexceptionToFalse(){
|
---|
925 | this.staticReturnNaN= false;
|
---|
926 | }
|
---|
927 |
|
---|
928 |
|
---|
929 |
|
---|
930 |
|
---|
931 | // Combined bisection and Inverse Quadratic Interpolation method
|
---|
932 | // bounds supplied as arguments
|
---|
933 | public static double brent(RealRootFunction g, double lower, double upper, double tol){
|
---|
934 | // check upper>lower
|
---|
935 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
936 |
|
---|
937 | double root = Double.NaN;
|
---|
938 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
939 | int iterN = 0;
|
---|
940 | double temp = 0.0D;
|
---|
941 |
|
---|
942 | if(upper<lower){
|
---|
943 | temp = upper;
|
---|
944 | upper = lower;
|
---|
945 | lower = temp;
|
---|
946 | }
|
---|
947 |
|
---|
948 | // calculate the function value at the estimate of the higher bound to x
|
---|
949 | double fu = g.function(upper);
|
---|
950 | // calculate the function value at the estimate of the lower bound of x
|
---|
951 | double fl = g.function(lower);
|
---|
952 | if(Double.isNaN(fl)){
|
---|
953 | if(RealRoot.staticReturnNaN){
|
---|
954 | System.out.println("Realroot: brent: lower bound returned NaN as the function value - NaN returned as root");
|
---|
955 | return Double.NaN;
|
---|
956 | }
|
---|
957 | else{
|
---|
958 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
959 | }
|
---|
960 | }
|
---|
961 | if(Double.isNaN(fu)){
|
---|
962 | if(RealRoot.staticReturnNaN){
|
---|
963 | System.out.println("Realroot: brent: upper bound returned NaN as the function value - NaN returned as root");
|
---|
964 | return Double.NaN;
|
---|
965 | }
|
---|
966 | else{
|
---|
967 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
968 | }
|
---|
969 | }
|
---|
970 |
|
---|
971 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
972 | boolean testBounds = true;
|
---|
973 | int numberOfBoundsExtension = 0;
|
---|
974 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
975 | while(testBounds){
|
---|
976 | if(fu*fl<=0.0D){
|
---|
977 | testBounds=false;
|
---|
978 | }
|
---|
979 | else{
|
---|
980 | if(RealRoot.noStaticBoundExtensions){
|
---|
981 | String message = "RealRoot.brent: root not bounded and no extension to bounds allowed\n";
|
---|
982 | message += "NaN returned";
|
---|
983 | System.out.println(message);
|
---|
984 | return Double.NaN;
|
---|
985 | }
|
---|
986 | else{
|
---|
987 | numberOfBoundsExtension++;
|
---|
988 | if(numberOfBoundsExtension>RealRoot.maximumStaticBoundsExtension){
|
---|
989 | String message = "RealRoot.brent: root not bounded and maximum number of extension to bounds allowed, " + RealRoot.maximumStaticBoundsExtension + ", exceeded\n";
|
---|
990 | message += "NaN returned";
|
---|
991 | System.out.println(message);
|
---|
992 | return Double.NaN;
|
---|
993 | }
|
---|
994 | if(!RealRoot.noStaticLowerBoundExtensions){
|
---|
995 | lower -= initialBoundsDifference;
|
---|
996 | fl = g.function(lower);
|
---|
997 | }
|
---|
998 | if(!RealRoot.noStaticUpperBoundExtensions){
|
---|
999 | upper += initialBoundsDifference;
|
---|
1000 | fu = g.function(upper);
|
---|
1001 | }
|
---|
1002 | }
|
---|
1003 | }
|
---|
1004 | }
|
---|
1005 |
|
---|
1006 | // check initial values for true root value
|
---|
1007 | if(fl==0.0D){
|
---|
1008 | root=lower;
|
---|
1009 | testConv = false;
|
---|
1010 | }
|
---|
1011 | if(fu==0.0D){
|
---|
1012 | root=upper;
|
---|
1013 | testConv = false;
|
---|
1014 | }
|
---|
1015 |
|
---|
1016 | // Function at mid-point of initial estimates
|
---|
1017 | double mid=(lower+upper)/2.0D; // mid point (bisect) or new x estimate (Inverse Quadratic Interpolation)
|
---|
1018 | double lastMidB = mid; // last succesful mid point
|
---|
1019 | double fm = g.function(mid);
|
---|
1020 | double diff = mid-lower; // difference between successive estimates of the root
|
---|
1021 | double fmB = fm; // last succesful mid value function value
|
---|
1022 | double lastMid=mid;
|
---|
1023 | boolean lastMethod = true; // true; last method = Inverse Quadratic Interpolation, false; last method = bisection method
|
---|
1024 | boolean nextMethod = true; // true; next method = Inverse Quadratic Interpolation, false; next method = bisection method
|
---|
1025 |
|
---|
1026 | // search
|
---|
1027 | double rr=0.0D, ss=0.0D, tt=0.0D, pp=0.0D, qq=0.0D; // interpolation variables
|
---|
1028 | while(testConv){
|
---|
1029 | // test for convergence
|
---|
1030 | if(fm==0.0D || Math.abs(diff)<tol){
|
---|
1031 | testConv=false;
|
---|
1032 | if(fm==0.0D){
|
---|
1033 | root=lastMid;
|
---|
1034 | }
|
---|
1035 | else{
|
---|
1036 | if(Math.abs(diff)<tol)root=mid;
|
---|
1037 | }
|
---|
1038 | }
|
---|
1039 | else{
|
---|
1040 | lastMethod=nextMethod;
|
---|
1041 | // test for succesfull inverse quadratic interpolation
|
---|
1042 | if(lastMethod){
|
---|
1043 | if(mid<lower || mid>upper){
|
---|
1044 | // inverse quadratic interpolation failed
|
---|
1045 | nextMethod=false;
|
---|
1046 | }
|
---|
1047 | else{
|
---|
1048 | fmB=fm;
|
---|
1049 | lastMidB=mid;
|
---|
1050 | }
|
---|
1051 | }
|
---|
1052 | else{
|
---|
1053 | nextMethod=true;
|
---|
1054 | }
|
---|
1055 | if(nextMethod){
|
---|
1056 | // inverse quadratic interpolation
|
---|
1057 | fl=g.function(lower);
|
---|
1058 | fm=g.function(mid);
|
---|
1059 | fu=g.function(upper);
|
---|
1060 | rr=fm/fu;
|
---|
1061 | ss=fm/fl;
|
---|
1062 | tt=fl/fu;
|
---|
1063 | pp=ss*(tt*(rr-tt)*(upper-mid)-(1.0D-rr)*(mid-lower));
|
---|
1064 | qq=(tt-1.0D)*(rr-1.0D)*(ss-1.0D);
|
---|
1065 | lastMid=mid;
|
---|
1066 | diff=pp/qq;
|
---|
1067 | mid=mid+diff;
|
---|
1068 | }
|
---|
1069 | else{
|
---|
1070 | // Bisection procedure
|
---|
1071 | fm=fmB;
|
---|
1072 | mid=lastMidB;
|
---|
1073 | if(fm*fl>0.0D){
|
---|
1074 | lower=mid;
|
---|
1075 | fl=fm;
|
---|
1076 | }
|
---|
1077 | else{
|
---|
1078 | upper=mid;
|
---|
1079 | fu=fm;
|
---|
1080 | }
|
---|
1081 | lastMid=mid;
|
---|
1082 | mid=(lower+upper)/2.0D;
|
---|
1083 | fm=g.function(mid);
|
---|
1084 | diff=mid-lastMid;
|
---|
1085 | fmB=fm;
|
---|
1086 | lastMidB=mid;
|
---|
1087 | }
|
---|
1088 | }
|
---|
1089 | iterN++;
|
---|
1090 | if(iterN>RealRoot.staticIterMax){
|
---|
1091 | System.out.println("Class: RealRoot; method: brent; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
1092 | System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + tol);
|
---|
1093 | root = mid;
|
---|
1094 | testConv = false;
|
---|
1095 | }
|
---|
1096 | }
|
---|
1097 | return root;
|
---|
1098 | }
|
---|
1099 |
|
---|
1100 |
|
---|
1101 | // bisection method
|
---|
1102 | // tolerance supplied
|
---|
1103 | public static double bisect(RealRootFunction g, double lower, double upper, double tol){
|
---|
1104 |
|
---|
1105 | // check upper>lower
|
---|
1106 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
1107 | if(upper<lower){
|
---|
1108 | double temp = upper;
|
---|
1109 | upper = lower;
|
---|
1110 | lower = temp;
|
---|
1111 | }
|
---|
1112 |
|
---|
1113 | double root = Double.NaN; // variable to hold the returned root
|
---|
1114 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
1115 | int iterN = 0; // number of iterations
|
---|
1116 | double diff = 1e300; // abs(difference between the last two successive mid-pint x values)
|
---|
1117 |
|
---|
1118 | // calculate the function value at the estimate of the higher bound to x
|
---|
1119 | double fu = g.function(upper);
|
---|
1120 | // calculate the function value at the estimate of the lower bound of x
|
---|
1121 | double fl = g.function(lower);
|
---|
1122 | if(Double.isNaN(fl)){
|
---|
1123 | if(RealRoot.staticReturnNaN){
|
---|
1124 | System.out.println("RealRoot: bisect: lower bound returned NaN as the function value - NaN returned as root");
|
---|
1125 | return Double.NaN;
|
---|
1126 | }
|
---|
1127 | else{
|
---|
1128 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
1129 | }
|
---|
1130 | }
|
---|
1131 | if(Double.isNaN(fu)){
|
---|
1132 | if(RealRoot.staticReturnNaN){
|
---|
1133 | System.out.println("RealRoot: bisect: upper bound returned NaN as the function value - NaN returned as root");
|
---|
1134 | return Double.NaN;
|
---|
1135 | }
|
---|
1136 | else{
|
---|
1137 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
1138 | }
|
---|
1139 | }
|
---|
1140 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
1141 | boolean testBounds = true;
|
---|
1142 | int numberOfBoundsExtension = 0;
|
---|
1143 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
1144 | while(testBounds){
|
---|
1145 | if(fu*fl<=0.0D){
|
---|
1146 | testBounds = false;
|
---|
1147 | }
|
---|
1148 | else{
|
---|
1149 | if(RealRoot.noStaticBoundExtensions){
|
---|
1150 | String message = "RealRoot.bisect: root not bounded and no extension to bounds allowed\n";
|
---|
1151 | message += "NaN returned";
|
---|
1152 | System.out.println(message);
|
---|
1153 | return Double.NaN;
|
---|
1154 |
|
---|
1155 | }
|
---|
1156 | else{
|
---|
1157 | numberOfBoundsExtension++;
|
---|
1158 | if(numberOfBoundsExtension>RealRoot.maximumStaticBoundsExtension){
|
---|
1159 | String message = "RealRoot.bisect: root not bounded and maximum number of extension to bounds allowed, " + RealRoot.maximumStaticBoundsExtension + ", exceeded\n";
|
---|
1160 | message += "NaN returned";
|
---|
1161 | System.out.println(message);
|
---|
1162 | return Double.NaN;
|
---|
1163 | }
|
---|
1164 | if(!RealRoot.noStaticLowerBoundExtensions){
|
---|
1165 | lower -= initialBoundsDifference;
|
---|
1166 | fl = g.function(lower);
|
---|
1167 | }
|
---|
1168 | if(!RealRoot.noStaticUpperBoundExtensions){
|
---|
1169 | upper += initialBoundsDifference;
|
---|
1170 | fu = g.function(upper);
|
---|
1171 | }
|
---|
1172 | }
|
---|
1173 | }
|
---|
1174 | }
|
---|
1175 |
|
---|
1176 | // check initial values for true root value
|
---|
1177 | if(fl==0.0D){
|
---|
1178 | root=lower;
|
---|
1179 | testConv = false;
|
---|
1180 | }
|
---|
1181 | if(fu==0.0D){
|
---|
1182 | root=upper;
|
---|
1183 | testConv = false;
|
---|
1184 | }
|
---|
1185 |
|
---|
1186 | // start search
|
---|
1187 | double mid = (lower+upper)/2.0D; // mid-point
|
---|
1188 | double lastMid = 1e300; // previous mid-point
|
---|
1189 | double fm = g.function(mid);
|
---|
1190 | while(testConv){
|
---|
1191 | if(fm==0.0D || diff<tol){
|
---|
1192 | testConv=false;
|
---|
1193 | root=mid;
|
---|
1194 | }
|
---|
1195 | if(fm*fl>0.0D){
|
---|
1196 | lower = mid;
|
---|
1197 | fl=fm;
|
---|
1198 | }
|
---|
1199 | else{
|
---|
1200 | upper = mid;
|
---|
1201 | fu=fm;
|
---|
1202 | }
|
---|
1203 | lastMid = mid;
|
---|
1204 | mid = (lower+upper)/2.0D;
|
---|
1205 | fm = g.function(mid);
|
---|
1206 | diff = Math.abs(mid-lastMid);
|
---|
1207 | iterN++;
|
---|
1208 | if(iterN>RealRoot.staticIterMax){
|
---|
1209 | System.out.println("Class: RealRoot; method: bisect; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
1210 | System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + tol);
|
---|
1211 | root = mid;
|
---|
1212 | testConv = false;
|
---|
1213 | }
|
---|
1214 | }
|
---|
1215 | return root;
|
---|
1216 | }
|
---|
1217 |
|
---|
1218 |
|
---|
1219 |
|
---|
1220 |
|
---|
1221 |
|
---|
1222 |
|
---|
1223 | // false position method
|
---|
1224 | // tolerance supplied
|
---|
1225 | public static double falsePosition(RealRootFunction g, double lower, double upper, double tol){
|
---|
1226 |
|
---|
1227 | // check upper>lower
|
---|
1228 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
1229 | if(upper<lower){
|
---|
1230 | double temp = upper;
|
---|
1231 | upper = lower;
|
---|
1232 | lower = temp;
|
---|
1233 | }
|
---|
1234 |
|
---|
1235 | double root = Double.NaN; // variable to hold the returned root
|
---|
1236 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
1237 | int iterN = 0; // number of iterations
|
---|
1238 | double diff = 1e300; // abs(difference between the last two successive mid-pint x values)
|
---|
1239 |
|
---|
1240 | // calculate the function value at the estimate of the higher bound to x
|
---|
1241 | double fu = g.function(upper);
|
---|
1242 | // calculate the function value at the estimate of the lower bound of x
|
---|
1243 | double fl = g.function(lower);
|
---|
1244 | if(Double.isNaN(fl)){
|
---|
1245 | if(RealRoot.staticReturnNaN){
|
---|
1246 | System.out.println("RealRoot: fals: ePositionlower bound returned NaN as the function value - NaN returned as root");
|
---|
1247 | return Double.NaN;
|
---|
1248 | }
|
---|
1249 | else{
|
---|
1250 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
1251 | }
|
---|
1252 | }
|
---|
1253 | if(Double.isNaN(fu)){
|
---|
1254 | if(RealRoot.staticReturnNaN){
|
---|
1255 | System.out.println("RealRoot: falsePosition: upper bound returned NaN as the function value - NaN returned as root");
|
---|
1256 | return Double.NaN;
|
---|
1257 | }
|
---|
1258 | else{
|
---|
1259 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
1260 | }
|
---|
1261 | }
|
---|
1262 |
|
---|
1263 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
1264 | boolean testBounds = true;
|
---|
1265 | int numberOfBoundsExtension = 0;
|
---|
1266 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
1267 | while(testBounds){
|
---|
1268 | if(fu*fl<=0.0D){
|
---|
1269 | testBounds=false;
|
---|
1270 | }
|
---|
1271 | else{
|
---|
1272 | if(RealRoot.noStaticBoundExtensions){
|
---|
1273 | String message = "RealRoot.falsePosition: root not bounded and no extension to bounds allowed\n";
|
---|
1274 | message += "NaN returned";
|
---|
1275 | System.out.println(message);
|
---|
1276 | return Double.NaN;
|
---|
1277 | }
|
---|
1278 | else{
|
---|
1279 | numberOfBoundsExtension++;
|
---|
1280 | if(numberOfBoundsExtension>RealRoot.maximumStaticBoundsExtension){
|
---|
1281 | String message = "RealRoot.falsePosition: root not bounded and maximum number of extension to bounds allowed, " + RealRoot.maximumStaticBoundsExtension + ", exceeded\n";
|
---|
1282 | message += "NaN returned";
|
---|
1283 | System.out.println(message);
|
---|
1284 | return Double.NaN;
|
---|
1285 | }
|
---|
1286 | if(!RealRoot.noStaticLowerBoundExtensions){
|
---|
1287 | lower -= initialBoundsDifference;
|
---|
1288 | fl = g.function(lower);
|
---|
1289 | }
|
---|
1290 | if(!RealRoot.noStaticUpperBoundExtensions){
|
---|
1291 | upper += initialBoundsDifference;
|
---|
1292 | fu = g.function(upper);
|
---|
1293 | }
|
---|
1294 | }
|
---|
1295 | }
|
---|
1296 | }
|
---|
1297 |
|
---|
1298 | // check initial values for true root value
|
---|
1299 | if(fl==0.0D){
|
---|
1300 | root=lower;
|
---|
1301 | testConv = false;
|
---|
1302 | }
|
---|
1303 | if(fu==0.0D){
|
---|
1304 | root=upper;
|
---|
1305 | testConv = false;
|
---|
1306 | }
|
---|
1307 |
|
---|
1308 | // start search
|
---|
1309 | double mid = lower+(upper-lower)*Math.abs(fl)/(Math.abs(fl)+Math.abs(fu)); // mid-point
|
---|
1310 | double lastMid = 1e300; // previous mid-point
|
---|
1311 | double fm = g.function(mid);
|
---|
1312 | while(testConv){
|
---|
1313 | if(fm==0.0D || diff<tol){
|
---|
1314 | testConv=false;
|
---|
1315 | root=mid;
|
---|
1316 | }
|
---|
1317 | if(fm*fl>0.0D){
|
---|
1318 | lower = mid;
|
---|
1319 | fl=fm;
|
---|
1320 | }
|
---|
1321 | else{
|
---|
1322 | upper = mid;
|
---|
1323 | fu=fm;
|
---|
1324 | }
|
---|
1325 | lastMid = mid;
|
---|
1326 | mid = lower+(upper-lower)*Math.abs(fl)/(Math.abs(fl)+Math.abs(fu)); // mid-point
|
---|
1327 | fm = g.function(mid);
|
---|
1328 | diff = Math.abs(mid-lastMid);
|
---|
1329 | iterN++;
|
---|
1330 | if(iterN>RealRoot.staticIterMax){
|
---|
1331 | System.out.println("Class: RealRoot; method: falsePostion; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
1332 | System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + tol);
|
---|
1333 | root = mid;
|
---|
1334 | testConv = false;
|
---|
1335 | }
|
---|
1336 | }
|
---|
1337 | return root;
|
---|
1338 | }
|
---|
1339 |
|
---|
1340 |
|
---|
1341 |
|
---|
1342 |
|
---|
1343 |
|
---|
1344 |
|
---|
1345 | // Combined bisection and Newton Raphson method
|
---|
1346 | // tolerance supplied
|
---|
1347 | public static double bisectNewtonRaphson(RealRootDerivFunction g, double lower, double upper, double tol){
|
---|
1348 |
|
---|
1349 | // check upper>lower
|
---|
1350 | if(upper==lower)throw new IllegalArgumentException("upper cannot equal lower");
|
---|
1351 |
|
---|
1352 | double root = Double.NaN;
|
---|
1353 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
1354 | int iterN = 0; // number of iterations
|
---|
1355 | double temp = 0.0D;
|
---|
1356 |
|
---|
1357 | if(upper<lower){
|
---|
1358 | temp = upper;
|
---|
1359 | upper = lower;
|
---|
1360 | lower = temp;
|
---|
1361 | }
|
---|
1362 |
|
---|
1363 | // calculate the function value at the estimate of the higher bound to x
|
---|
1364 | double[] f = g.function(upper);
|
---|
1365 | double fu=f[0];
|
---|
1366 | // calculate the function value at the estimate of the lower bound of x
|
---|
1367 | f = g.function(lower);
|
---|
1368 | double fl=f[0];
|
---|
1369 | if(Double.isNaN(fl)){
|
---|
1370 | if(RealRoot.staticReturnNaN){
|
---|
1371 | System.out.println("RealRoot: bisectNewtonRaphson: lower bound returned NaN as the function value - NaN returned as root");
|
---|
1372 | return Double.NaN;
|
---|
1373 | }
|
---|
1374 | else{
|
---|
1375 | throw new ArithmeticException("lower bound returned NaN as the function value");
|
---|
1376 | }
|
---|
1377 | }
|
---|
1378 | if(Double.isNaN(fu)){
|
---|
1379 | if(RealRoot.staticReturnNaN){
|
---|
1380 | System.out.println("RealRoot: bisectNewtonRaphson: upper bound returned NaN as the function value - NaN returned as root");
|
---|
1381 | return Double.NaN;
|
---|
1382 | }
|
---|
1383 | else{
|
---|
1384 | throw new ArithmeticException("upper bound returned NaN as the function value");
|
---|
1385 | }
|
---|
1386 | }
|
---|
1387 |
|
---|
1388 | // check that the root has been bounded and extend bounds if not and extension allowed
|
---|
1389 | boolean testBounds = true;
|
---|
1390 | int numberOfBoundsExtension = 0;
|
---|
1391 | double initialBoundsDifference = (upper - lower)/2.0D;
|
---|
1392 | while(testBounds){
|
---|
1393 | if(fu*fl<=0.0D){
|
---|
1394 | testBounds=false;
|
---|
1395 | }
|
---|
1396 | else{
|
---|
1397 | if(RealRoot.noStaticBoundExtensions){
|
---|
1398 | String message = "RealRoot.bisectNewtonRaphson: root not bounded and no extension to bounds allowed\n";
|
---|
1399 | message += "NaN returned";
|
---|
1400 | System.out.println(message);
|
---|
1401 | return Double.NaN;
|
---|
1402 | }
|
---|
1403 | else{
|
---|
1404 | numberOfBoundsExtension++;
|
---|
1405 | if(numberOfBoundsExtension>RealRoot.maximumStaticBoundsExtension){
|
---|
1406 | String message = "RealRoot.bisectNewtonRaphson: root not bounded and maximum number of extension to bounds allowed, " + RealRoot.maximumStaticBoundsExtension + ", exceeded\n";
|
---|
1407 | message += "NaN returned";
|
---|
1408 | System.out.println(message);
|
---|
1409 | return Double.NaN;
|
---|
1410 | }
|
---|
1411 | if(!RealRoot.noStaticLowerBoundExtensions){
|
---|
1412 | lower -= initialBoundsDifference;
|
---|
1413 | f = g.function(lower);
|
---|
1414 | fl = f[0];
|
---|
1415 | }
|
---|
1416 | if(!RealRoot.noStaticUpperBoundExtensions){
|
---|
1417 | upper += initialBoundsDifference;
|
---|
1418 | f = g.function(upper);
|
---|
1419 | fu = f[0];
|
---|
1420 | }
|
---|
1421 | }
|
---|
1422 | }
|
---|
1423 | }
|
---|
1424 |
|
---|
1425 | // check initial values for true root value
|
---|
1426 | if(fl==0.0D){
|
---|
1427 | root=lower;
|
---|
1428 | testConv = false;
|
---|
1429 | }
|
---|
1430 | if(fu==0.0D){
|
---|
1431 | root=upper;
|
---|
1432 | testConv = false;
|
---|
1433 | }
|
---|
1434 |
|
---|
1435 | // Function at mid-point of initial estimates
|
---|
1436 | double mid=(lower+upper)/2.0D; // mid point (bisect) or new x estimate (Newton-Raphson)
|
---|
1437 | double lastMidB = mid; // last succesful mid point
|
---|
1438 | f = g.function(mid);
|
---|
1439 | double diff = f[0]/f[1]; // difference between successive estimates of the root
|
---|
1440 | double fm = f[0];
|
---|
1441 | double fmB = fm; // last succesful mid value function value
|
---|
1442 | double lastMid=mid;
|
---|
1443 | mid = mid-diff;
|
---|
1444 | boolean lastMethod = true; // true; last method = Newton Raphson, false; last method = bisection method
|
---|
1445 | boolean nextMethod = true; // true; next method = Newton Raphson, false; next method = bisection method
|
---|
1446 |
|
---|
1447 | // search
|
---|
1448 | while(testConv){
|
---|
1449 | // test for convergence
|
---|
1450 | if(fm==0.0D || Math.abs(diff)<tol){
|
---|
1451 | testConv=false;
|
---|
1452 | if(fm==0.0D){
|
---|
1453 | root=lastMid;
|
---|
1454 | }
|
---|
1455 | else{
|
---|
1456 | if(Math.abs(diff)<tol)root=mid;
|
---|
1457 | }
|
---|
1458 | }
|
---|
1459 | else{
|
---|
1460 | lastMethod=nextMethod;
|
---|
1461 | // test for succesfull Newton-Raphson
|
---|
1462 | if(lastMethod){
|
---|
1463 | if(mid<lower || mid>upper){
|
---|
1464 | // Newton Raphson failed
|
---|
1465 | nextMethod=false;
|
---|
1466 | }
|
---|
1467 | else{
|
---|
1468 | fmB=fm;
|
---|
1469 | lastMidB=mid;
|
---|
1470 | }
|
---|
1471 | }
|
---|
1472 | else{
|
---|
1473 | nextMethod=true;
|
---|
1474 | }
|
---|
1475 | if(nextMethod){
|
---|
1476 | // Newton-Raphson procedure
|
---|
1477 | f=g.function(mid);
|
---|
1478 | fm=f[0];
|
---|
1479 | diff=f[0]/f[1];
|
---|
1480 | lastMid=mid;
|
---|
1481 | mid=mid-diff;
|
---|
1482 | }
|
---|
1483 | else{
|
---|
1484 | // Bisection procedure
|
---|
1485 | fm=fmB;
|
---|
1486 | mid=lastMidB;
|
---|
1487 | if(fm*fl>0.0D){
|
---|
1488 | lower=mid;
|
---|
1489 | fl=fm;
|
---|
1490 | }
|
---|
1491 | else{
|
---|
1492 | upper=mid;
|
---|
1493 | fu=fm;
|
---|
1494 | }
|
---|
1495 | lastMid=mid;
|
---|
1496 | mid=(lower+upper)/2.0D;
|
---|
1497 | f=g.function(mid);
|
---|
1498 | fm=f[0];
|
---|
1499 | diff=mid-lastMid;
|
---|
1500 | fmB=fm;
|
---|
1501 | lastMidB=mid;
|
---|
1502 | }
|
---|
1503 | }
|
---|
1504 | iterN++;
|
---|
1505 | if(iterN>RealRoot.staticIterMax){
|
---|
1506 | System.out.println("Class: RealRoot; method: bisectNewtonRaphson; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(mid, 4) + ", returned");
|
---|
1507 | System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + tol);
|
---|
1508 | root = mid;
|
---|
1509 | testConv = false;
|
---|
1510 | }
|
---|
1511 | }
|
---|
1512 | return root;
|
---|
1513 | }
|
---|
1514 |
|
---|
1515 |
|
---|
1516 |
|
---|
1517 |
|
---|
1518 |
|
---|
1519 | // Newton Raphson method
|
---|
1520 | public static double newtonRaphson(RealRootDerivFunction g, double x, double tol){
|
---|
1521 | double root = Double.NaN;
|
---|
1522 | boolean testConv = true; // convergence test: becomes false on convergence
|
---|
1523 | int iterN = 0; // number of iterations
|
---|
1524 | double diff = 1e300; // difference between the last two successive mid-pint x values
|
---|
1525 |
|
---|
1526 | // calculate the function and derivative value at the initial estimate x
|
---|
1527 | double[] f = g.function(x);
|
---|
1528 | if(Double.isNaN(f[0])){
|
---|
1529 | if(RealRoot.staticReturnNaN){
|
---|
1530 | System.out.println("RealRoot: newtonRaphson: NaN returned as the function value - NaN returned as root");
|
---|
1531 | return Double.NaN;
|
---|
1532 | }
|
---|
1533 | else{
|
---|
1534 | throw new ArithmeticException("NaN returned as the function value");
|
---|
1535 | }
|
---|
1536 | }
|
---|
1537 | if(Double.isNaN(f[1])){
|
---|
1538 | if(RealRoot.staticReturnNaN){
|
---|
1539 | System.out.println("RealRoot: newtonRaphson: NaN returned as the derivative function value - NaN returned as root");
|
---|
1540 | return Double.NaN;
|
---|
1541 | }
|
---|
1542 | else{
|
---|
1543 | throw new ArithmeticException("NaN returned as the derivative function value");
|
---|
1544 | }
|
---|
1545 | }
|
---|
1546 |
|
---|
1547 |
|
---|
1548 | // search
|
---|
1549 | while(testConv){
|
---|
1550 | diff = f[0]/f[1];
|
---|
1551 | if(f[0]==0.0D || Math.abs(diff)<tol){
|
---|
1552 | root = x;
|
---|
1553 | testConv=false;
|
---|
1554 | }
|
---|
1555 | else{
|
---|
1556 | x -= diff;
|
---|
1557 | f = g.function(x);
|
---|
1558 | if(Double.isNaN(f[0]))throw new ArithmeticException("NaN returned as the function value");
|
---|
1559 | if(Double.isNaN(f[1]))throw new ArithmeticException("NaN returned as the derivative function value");
|
---|
1560 | if(Double.isNaN(f[0])){
|
---|
1561 | if(RealRoot.staticReturnNaN){
|
---|
1562 | System.out.println("RealRoot: NewtonRaphson: NaN as the function value - NaN returned as root");
|
---|
1563 | return Double.NaN;
|
---|
1564 | }
|
---|
1565 | else{
|
---|
1566 | throw new ArithmeticException("NaN as the function value");
|
---|
1567 | }
|
---|
1568 | }
|
---|
1569 | if(Double.isNaN(f[1])){
|
---|
1570 | if(RealRoot.staticReturnNaN){
|
---|
1571 | System.out.println("NaN as the function value - NaN returned as root");
|
---|
1572 | return Double.NaN;
|
---|
1573 | }
|
---|
1574 | else{
|
---|
1575 | throw new ArithmeticException("NaN as the function value");
|
---|
1576 | }
|
---|
1577 | }
|
---|
1578 | }
|
---|
1579 | iterN++;
|
---|
1580 | if(iterN>RealRoot.staticIterMax){
|
---|
1581 | System.out.println("Class: RealRoot; method: newtonRaphson; maximum number of iterations exceeded - root at this point, " + Fmath.truncate(x, 4) + ", returned");
|
---|
1582 | System.out.println("Last mid-point difference = " + Fmath.truncate(diff, 4) + ", tolerance = " + tol);
|
---|
1583 | root = x;
|
---|
1584 | testConv = false;
|
---|
1585 | }
|
---|
1586 | }
|
---|
1587 | return root;
|
---|
1588 | }
|
---|
1589 |
|
---|
1590 | // ROOTS OF A QUADRATIC EQUATION
|
---|
1591 | // c + bx + ax^2 = 0
|
---|
1592 | // roots returned in root[]
|
---|
1593 | // 4ac << b*b accomodated by these methods
|
---|
1594 | // roots returned as Double in an ArrayList if roots are real
|
---|
1595 | // roots returned as Complex in an ArrayList if any root is complex
|
---|
1596 | public static ArrayList<Object> quadratic(double c, double b, double a){
|
---|
1597 |
|
---|
1598 | ArrayList<Object> roots = new ArrayList<Object>(2);
|
---|
1599 |
|
---|
1600 | double bsquared = b*b;
|
---|
1601 | double fourac = 4.0*a*c;
|
---|
1602 | if(bsquared<fourac){
|
---|
1603 | Complex[] croots = ComplexPoly.quadratic(c, b, a);
|
---|
1604 | roots.add("complex");
|
---|
1605 | roots.add(croots);
|
---|
1606 | }
|
---|
1607 | else{
|
---|
1608 | double[] droots = new double[2];
|
---|
1609 | double bsign = Fmath.sign(b);
|
---|
1610 | double qsqrt = Math.sqrt(bsquared - fourac);
|
---|
1611 | qsqrt = -0.5*(b + bsign*qsqrt);
|
---|
1612 | droots[0] = qsqrt/a;
|
---|
1613 | droots[1] = c/qsqrt;
|
---|
1614 | roots.add("real");
|
---|
1615 | roots.add(droots);
|
---|
1616 | }
|
---|
1617 | return roots;
|
---|
1618 | }
|
---|
1619 |
|
---|
1620 |
|
---|
1621 | // ROOTS OF A CUBIC EQUATION
|
---|
1622 | // a + bx + cx^2 + dx^3 = 0
|
---|
1623 | // roots returned as Double in an ArrayList if roots are real
|
---|
1624 | // roots returned as Complex in an ArrayList if any root is complex
|
---|
1625 | public static ArrayList<Object> cubic(double a, double b, double c, double d){
|
---|
1626 |
|
---|
1627 | ArrayList<Object> roots = new ArrayList<Object>(2);
|
---|
1628 |
|
---|
1629 | double aa = c/d;
|
---|
1630 | double bb = b/d;
|
---|
1631 | double cc = a/d;
|
---|
1632 | double bigQ = (aa*aa - 3.0*bb)/9.0;
|
---|
1633 | double bigQcubed = bigQ*bigQ*bigQ;
|
---|
1634 | double bigR = (2.0*aa*aa*aa - 9.0*aa*bb + 27.0*cc)/54.0;
|
---|
1635 | double bigRsquared = bigR*bigR;
|
---|
1636 |
|
---|
1637 | if(bigRsquared>=bigQcubed){
|
---|
1638 | Complex[] croots = ComplexPoly.cubic(a, b, c, d);
|
---|
1639 | roots.add("complex");
|
---|
1640 | roots.add(croots);
|
---|
1641 | }
|
---|
1642 | else{
|
---|
1643 | double[] droots = new double[3];
|
---|
1644 | double theta = Math.acos(bigR/Math.sqrt(bigQcubed));
|
---|
1645 | double aover3 = aa/3.0;
|
---|
1646 | double qterm = -2.0*Math.sqrt(bigQ);
|
---|
1647 |
|
---|
1648 | droots[0] = qterm*Math.cos(theta/3.0) - aover3;
|
---|
1649 | droots[1] = qterm*Math.cos((theta + 2.0*Math.PI)/3.0) - aover3;
|
---|
1650 | droots[2] = qterm*Math.cos((theta - 2.0*Math.PI)/3.0) - aover3;
|
---|
1651 | roots.add("real");
|
---|
1652 | roots.add(droots);
|
---|
1653 | }
|
---|
1654 | return roots;
|
---|
1655 | }
|
---|
1656 |
|
---|
1657 | // ROOTS OF A POLYNOMIAL
|
---|
1658 | // For general details of root searching and a discussion of the rounding errors
|
---|
1659 | // see Numerical Recipes, The Art of Scientific Computing
|
---|
1660 | // by W H Press, S A Teukolsky, W T Vetterling & B P Flannery
|
---|
1661 | // Cambridge University Press, http://www.nr.com/
|
---|
1662 |
|
---|
1663 | // Calculate the roots of a real polynomial
|
---|
1664 | // initial root estimate is zero [for deg>3]
|
---|
1665 | // roots are not olished [for deg>3]
|
---|
1666 | public static ArrayList<Object> polynomial(double[] coeff){
|
---|
1667 | boolean polish=true;
|
---|
1668 | double estx = 0.0;
|
---|
1669 | return RealRoot.polynomial(coeff, polish, estx);
|
---|
1670 | }
|
---|
1671 |
|
---|
1672 | // Calculate the roots of a real polynomial
|
---|
1673 | // initial root estimate is zero [for deg>3]
|
---|
1674 | // roots are polished [for deg>3]
|
---|
1675 | public static ArrayList<Object> polynomial(double[] coeff, boolean polish){
|
---|
1676 | double estx = 0.0;
|
---|
1677 | return RealRoot.polynomial (coeff, polish, estx);
|
---|
1678 | }
|
---|
1679 |
|
---|
1680 | // Calculate the roots of a real polynomial
|
---|
1681 | // initial root estimate is estx [for deg>3]
|
---|
1682 | // roots are not polished [for deg>3]
|
---|
1683 | public static ArrayList<Object> polynomial(double[] coeff, double estx){
|
---|
1684 | boolean polish=true;
|
---|
1685 | return RealRoot.polynomial(coeff, polish, estx);
|
---|
1686 | }
|
---|
1687 |
|
---|
1688 | // Calculate the roots of a real polynomial
|
---|
1689 | // initial root estimate is estx [for deg>3]
|
---|
1690 | // roots are polished [for deg>3]
|
---|
1691 | public static ArrayList<Object> polynomial (double[] coeff, boolean polish, double estx){
|
---|
1692 |
|
---|
1693 | int nCoeff = coeff.length;
|
---|
1694 | if(nCoeff<2)throw new IllegalArgumentException("a minimum of two coefficients is required");
|
---|
1695 | ArrayList<Object> roots = new ArrayList<Object>(nCoeff);
|
---|
1696 | boolean realRoots = true;
|
---|
1697 |
|
---|
1698 | // check for zero roots
|
---|
1699 | int nZeros=0;
|
---|
1700 | int ii=0;
|
---|
1701 | boolean testZero=true;
|
---|
1702 | while(testZero){
|
---|
1703 | if(coeff[ii]==0.0){
|
---|
1704 | nZeros++;
|
---|
1705 | ii++;
|
---|
1706 | }
|
---|
1707 | else{
|
---|
1708 | testZero=false;
|
---|
1709 | }
|
---|
1710 | }
|
---|
1711 |
|
---|
1712 | // Repack coefficients
|
---|
1713 | int nCoeffWz = nCoeff - nZeros;
|
---|
1714 | double[] coeffWz = new double[nCoeffWz];
|
---|
1715 | if(nZeros>0){
|
---|
1716 | for(int i=0; i<nCoeffWz; i++)coeffWz[i] = coeff[i+nZeros];
|
---|
1717 | }
|
---|
1718 | else{
|
---|
1719 | for(int i=0; i<nCoeffWz; i++)coeffWz[i] = coeff[i];
|
---|
1720 | }
|
---|
1721 |
|
---|
1722 | // Calculate non-zero roots
|
---|
1723 | ArrayList<Object> temp = new ArrayList<Object>(2);
|
---|
1724 | double[] cdreal = null;
|
---|
1725 | switch(nCoeffWz){
|
---|
1726 | case 0:
|
---|
1727 | case 1: break;
|
---|
1728 | case 2: temp.add("real");
|
---|
1729 | double[] dtemp = {-coeffWz[0]/coeffWz[1]};
|
---|
1730 | temp.add(dtemp);
|
---|
1731 | break;
|
---|
1732 | case 3: temp = RealRoot.quadratic(coeffWz[0],coeffWz[1],coeffWz[2]);
|
---|
1733 | if(((String)temp.get(0)).equals("complex"))realRoots = false;
|
---|
1734 | break;
|
---|
1735 | case 4: temp = RealRoot.cubic(coeffWz[0],coeffWz[1],coeffWz[2], coeffWz[3]);
|
---|
1736 | if(((String)temp.get(0)).equals("complex"))realRoots = false;
|
---|
1737 | break;
|
---|
1738 | default: ComplexPoly cp = new ComplexPoly(coeffWz);
|
---|
1739 | Complex[] croots = cp.roots(polish, new Complex(estx, 0.0));
|
---|
1740 | cdreal = new double[nCoeffWz-1];
|
---|
1741 | int counter = 0;
|
---|
1742 | for(int i=0; i<(nCoeffWz-1); i++){
|
---|
1743 | if(croots[i].getImag()/croots[i].getReal()<RealRoot.realTol){
|
---|
1744 | cdreal[i] = croots[i].getReal();
|
---|
1745 | counter++;
|
---|
1746 | }
|
---|
1747 | }
|
---|
1748 | if(counter==(nCoeffWz-1)){
|
---|
1749 | temp.add("real");
|
---|
1750 | temp.add(cdreal);
|
---|
1751 | }
|
---|
1752 | else{
|
---|
1753 | temp.add("complex");
|
---|
1754 | temp.add(croots);
|
---|
1755 | realRoots = false;
|
---|
1756 | }
|
---|
1757 | }
|
---|
1758 |
|
---|
1759 | // Pack roots into returned ArrayList
|
---|
1760 | if(nZeros==0){
|
---|
1761 | roots = temp;
|
---|
1762 | }
|
---|
1763 | else{
|
---|
1764 | if(realRoots){
|
---|
1765 | double[] dtemp1 = new double[nCoeff-1];
|
---|
1766 | double[] dtemp2 = (double[])temp.get(1);
|
---|
1767 | for(int i=0; i<nCoeffWz-1; i++)dtemp1[i] = dtemp2[i];
|
---|
1768 | for(int i=0; i<nZeros; i++)dtemp1[i+nCoeffWz-1] = 0.0;
|
---|
1769 | roots.add("real");
|
---|
1770 | roots.add(dtemp1);
|
---|
1771 | }
|
---|
1772 | else{
|
---|
1773 | Complex[] dtemp1 = Complex.oneDarray(nCoeff-1);
|
---|
1774 | Complex[] dtemp2 = (Complex[])temp.get(1);
|
---|
1775 | for(int i=0; i<nCoeffWz-1; i++)dtemp1[i] = dtemp2[i];
|
---|
1776 | for(int i=0; i<nZeros; i++)dtemp1[i+nCoeffWz-1] = new Complex(0.0, 0.0);
|
---|
1777 | roots.add("complex");
|
---|
1778 | roots.add(dtemp1);
|
---|
1779 | }
|
---|
1780 | }
|
---|
1781 |
|
---|
1782 | return roots;
|
---|
1783 | }
|
---|
1784 |
|
---|
1785 | // Reset the criterion for deciding a that a root, calculated as Complex, is real
|
---|
1786 | // Default option; imag/real <1e-14
|
---|
1787 | // this method allows thew value of 1e-14 to be reset
|
---|
1788 | public void resetRealTest(double ratio){
|
---|
1789 | RealRoot.realTol = ratio;
|
---|
1790 | }
|
---|
1791 |
|
---|
1792 | } |
---|