1 | /*
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2 | * Licensed to the Apache Software Foundation (ASF) under one or more
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3 | * contributor license agreements. See the NOTICE file distributed with
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4 | * this work for additional information regarding copyright ownership.
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5 | * The ASF licenses this file to You under the Apache License, Version 2.0
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6 | * (the "License"); you may not use this file except in compliance with
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7 | * the License. You may obtain a copy of the License at
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8 | *
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9 | * http://www.apache.org/licenses/LICENSE-2.0
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10 | *
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11 | * Unless required by applicable law or agreed to in writing, software
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12 | * distributed under the License is distributed on an "AS IS" BASIS,
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13 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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14 | * See the License for the specific language governing permissions and
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15 | * limitations under the License.
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16 | */
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17 | package agents.anac.y2019.harddealer.math3.dfp;
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18 |
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19 |
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20 | import agents.anac.y2019.harddealer.math3.analysis.RealFieldUnivariateFunction;
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21 | import agents.anac.y2019.harddealer.math3.analysis.solvers.AllowedSolution;
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22 | import agents.anac.y2019.harddealer.math3.analysis.solvers.FieldBracketingNthOrderBrentSolver;
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23 | import agents.anac.y2019.harddealer.math3.exception.NoBracketingException;
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24 | import agents.anac.y2019.harddealer.math3.exception.NullArgumentException;
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25 | import agents.anac.y2019.harddealer.math3.exception.NumberIsTooSmallException;
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26 | import agents.anac.y2019.harddealer.math3.util.MathUtils;
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27 |
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28 | /**
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29 | * This class implements a modification of the <a
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30 | * href="http://mathworld.wolfram.com/BrentsMethod.html"> Brent algorithm</a>.
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31 | * <p>
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32 | * The changes with respect to the original Brent algorithm are:
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33 | * <ul>
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34 | * <li>the returned value is chosen in the current interval according
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35 | * to user specified {@link AllowedSolution},</li>
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36 | * <li>the maximal order for the invert polynomial root search is
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37 | * user-specified instead of being invert quadratic only</li>
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38 | * </ul>
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39 | * </p>
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40 | * The given interval must bracket the root.
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41 | * @deprecated as of 3.6 replaced with {@link FieldBracketingNthOrderBrentSolver}
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42 | */
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43 | @Deprecated
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44 | public class BracketingNthOrderBrentSolverDFP extends FieldBracketingNthOrderBrentSolver<Dfp> {
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45 |
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46 | /**
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47 | * Construct a solver.
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48 | *
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49 | * @param relativeAccuracy Relative accuracy.
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50 | * @param absoluteAccuracy Absolute accuracy.
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51 | * @param functionValueAccuracy Function value accuracy.
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52 | * @param maximalOrder maximal order.
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53 | * @exception NumberIsTooSmallException if maximal order is lower than 2
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54 | */
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55 | public BracketingNthOrderBrentSolverDFP(final Dfp relativeAccuracy,
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56 | final Dfp absoluteAccuracy,
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57 | final Dfp functionValueAccuracy,
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58 | final int maximalOrder)
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59 | throws NumberIsTooSmallException {
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60 | super(relativeAccuracy, absoluteAccuracy, functionValueAccuracy, maximalOrder);
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61 | }
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62 |
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63 | /**
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64 | * Get the absolute accuracy.
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65 | * @return absolute accuracy
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66 | */
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67 | @Override
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68 | public Dfp getAbsoluteAccuracy() {
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69 | return super.getAbsoluteAccuracy();
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70 | }
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71 |
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72 | /**
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73 | * Get the relative accuracy.
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74 | * @return relative accuracy
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75 | */
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76 | @Override
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77 | public Dfp getRelativeAccuracy() {
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78 | return super.getRelativeAccuracy();
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79 | }
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80 |
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81 | /**
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82 | * Get the function accuracy.
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83 | * @return function accuracy
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84 | */
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85 | @Override
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86 | public Dfp getFunctionValueAccuracy() {
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87 | return super.getFunctionValueAccuracy();
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88 | }
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89 |
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90 | /**
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91 | * Solve for a zero in the given interval.
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92 | * A solver may require that the interval brackets a single zero root.
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93 | * Solvers that do require bracketing should be able to handle the case
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94 | * where one of the endpoints is itself a root.
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95 | *
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96 | * @param maxEval Maximum number of evaluations.
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97 | * @param f Function to solve.
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98 | * @param min Lower bound for the interval.
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99 | * @param max Upper bound for the interval.
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100 | * @param allowedSolution The kind of solutions that the root-finding algorithm may
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101 | * accept as solutions.
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102 | * @return a value where the function is zero.
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103 | * @exception NullArgumentException if f is null.
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104 | * @exception NoBracketingException if root cannot be bracketed
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105 | */
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106 | public Dfp solve(final int maxEval, final UnivariateDfpFunction f,
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107 | final Dfp min, final Dfp max, final AllowedSolution allowedSolution)
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108 | throws NullArgumentException, NoBracketingException {
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109 | return solve(maxEval, f, min, max, min.add(max).divide(2), allowedSolution);
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110 | }
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111 |
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112 | /**
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113 | * Solve for a zero in the given interval, start at {@code startValue}.
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114 | * A solver may require that the interval brackets a single zero root.
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115 | * Solvers that do require bracketing should be able to handle the case
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116 | * where one of the endpoints is itself a root.
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117 | *
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118 | * @param maxEval Maximum number of evaluations.
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119 | * @param f Function to solve.
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120 | * @param min Lower bound for the interval.
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121 | * @param max Upper bound for the interval.
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122 | * @param startValue Start value to use.
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123 | * @param allowedSolution The kind of solutions that the root-finding algorithm may
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124 | * accept as solutions.
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125 | * @return a value where the function is zero.
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126 | * @exception NullArgumentException if f is null.
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127 | * @exception NoBracketingException if root cannot be bracketed
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128 | */
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129 | public Dfp solve(final int maxEval, final UnivariateDfpFunction f,
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130 | final Dfp min, final Dfp max, final Dfp startValue,
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131 | final AllowedSolution allowedSolution)
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132 | throws NullArgumentException, NoBracketingException {
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133 |
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134 | // checks
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135 | MathUtils.checkNotNull(f);
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136 |
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137 | // wrap the function
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138 | RealFieldUnivariateFunction<Dfp> fieldF = new RealFieldUnivariateFunction<Dfp>() {
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139 |
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140 | /** {@inheritDoc} */
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141 | public Dfp value(final Dfp x) {
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142 | return f.value(x);
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143 | }
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144 | };
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145 |
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146 | // delegate to general field solver
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147 | return solve(maxEval, fieldF, min, max, startValue, allowedSolution);
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148 |
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149 | }
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150 |
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151 | }
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