edu.northwestern.at.utils.math.rootfinders
Class Bisection

java.lang.Object
  edu.northwestern.at.utils.math.rootfinders.Bisection

All Implemented Interfaces:

MonadicFunctionRootFinder

public class Bisection
extends java.lang.Object
implements MonadicFunctionRootFinder

Find roots of equations using Bisection.

The Method of Bisection is a root-finding method which requires an initial interval [x0,x1] bracketing a root and that the function be continuous in that interval.

An updated estimate of the root value is computed by using the midpoint of the two previous values. Depending upon the sign of the function at the interval midpoint, the midpoint replaces either the lower interval value (if f(midpoint) < 0) or the upper interval value (if f(midpoint) > 0). This bisection process halves the search interval on each iteration

If the function whose root is being sought has a derivative at each point in the interval, the Method of Secants or Brent's Method is a better choice.

Constructor Summary

Bisection()
Constructor if RootFinder interface used.

Method Summary

static double	bisection(double x0, double x1, double tol, int maxIter, MonadicFunction function) Find root using the Method of Bisection.
static double	bisection(double x0, double x1, double tol, int maxIter, MonadicFunction function, RootFinderConvergenceTest convergenceTest, RootFinderIterationInformation iterationInformation) Find root using the Method of Bisection.
static double	bisection(double x0, double x1, MonadicFunction function) Find root using the Method of Bisection.
double	findRoot(double x0, double x1, double tol, int maxIter, MonadicFunction function, MonadicFunction derivativeFunction, RootFinderConvergenceTest convergenceTest, RootFinderIterationInformation iterationInformation) Implementation for MonadicFunctionRootFinder interface.

Methods inherited from class java.lang.Object

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

Constructor Detail

Bisection

public Bisection()

Constructor if RootFinder interface used.

Method Detail

bisection

public static double bisection(double x0,
                               double x1,
                               double tol,
                               int maxIter,
                               MonadicFunction function,
                               RootFinderConvergenceTest convergenceTest,
                               RootFinderIterationInformation iterationInformation)
                        throws java.lang.IllegalArgumentException

Find root using the Method of Bisection.

Parameters:

x0 - First approximation to root value.

x1 - Second approximation to root value.

tol - Desired accuracy for root value.

maxIter - Maximum number of iterations.

function - Class implementing MonadicFunction interface to provide function values.

convergenceTest - RootFinderConvergenceTest which tests for convergence of the root-finding process.

iterationInformation - Class implementing RootFinderIterationInformation for retrieving information about each iteration of root finding process. Set to null if you don't want this information.

Returns:

Approximation to root of function.

Throws:

java.lang.IllegalArgumentException - if [x0,x1] cannot be expanded to bracket a root or function is null.

This implementation always starts by attempting to expand the root bracketing interval to enclose a root.

bisection

public static double bisection(double x0,
                               double x1,
                               double tol,
                               int maxIter,
                               MonadicFunction function)
                        throws java.lang.IllegalArgumentException

Find root using the Method of Bisection.

Parameters:

x0 - First approximation to root value.

x1 - Second approximation to root value.

tol - Desired accuracy for root value.

maxIter - Maximum number of iterations.

function - Class implementing MonadicFunction interface to provide function values.

Returns:

Approximation to root of function.

Throws:

java.lang.IllegalArgumentException - if [x0,x1] cannot be expanded to bracket a root or function is null.

This implementation always starts by attempting to expand the root bracketing interval to enclose a root.

bisection

public static double bisection(double x0,
                               double x1,
                               MonadicFunction function)
                        throws java.lang.IllegalArgumentException

Find root using the Method of Bisection.

Parameters:

x0 - First approximation to root value.

x1 - Second approximation to root value.

function - Class implementing MonadicFunction interface to provide function values.

Returns:

Approximation to root of function.

Throws:

java.lang.IllegalArgumentException - if [x0,x1] cannot be expanded to bracket a root or function is null.

This implementation always starts by attempting to expand the root bracketing interval to enclose a root. Up to 250 iterations are attempted with the convergence tolerance set to Constants.MACHEPS .

findRoot

public double findRoot(double x0,
                       double x1,
                       double tol,
                       int maxIter,
                       MonadicFunction function,
                       MonadicFunction derivativeFunction,
                       RootFinderConvergenceTest convergenceTest,
                       RootFinderIterationInformation iterationInformation)
                throws java.lang.IllegalArgumentException

Implementation for MonadicFunctionRootFinder interface.

Specified by:

findRoot in interface MonadicFunctionRootFinder

Parameters:

x0 - Left bracket value for root.

x1 - Right bracket value for root. Not used by some root-finder (e.g., Newton/Raphson), set to same value as x0 in those cases.

tol - Convergence tolerance.

maxIter - Maximum number of iterations.

function - MonadicFunction computes value for function whose root is being sought.

derivativeFunction - MonadicFunction computes derivative value for function whose root is being sought. Currently used only by Newton/Raphson, set to null for other methods.

convergenceTest - RootFinderConvergenceTest which tests for convergence of the root-finding process.

iterationInformation - Method implementing the RootFinderIterationInformation interace. Allows retrieval of function, function derivative, and iteration number for each iteration in the root-finding process. Can be set to null if you don't want to get that information.

Throws:

java.lang.IllegalArgumentException