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org.apache.commons.math3.analysis.solvers

public Class IllinoisSolver

extends BaseSecantSolver
Class Inheritance

Implements the Illinois method for root-finding (approximating a zero of a univariate real function). It is a modified Regula Falsi method.

Like the Regula Falsi method, convergence is guaranteed by maintaining a bracketed solution. The Illinois method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Illinois method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases.

The Illinois method assumes that the function is continuous, but not necessarily smooth.

Implementation based on the following article: M. Dowell and P. Jarratt, A modified regula falsi method for computing the root of an equation, BIT Numerical Mathematics, volume 11, number 2, pages 168-174, Springer, 1971.

Since
3.0

Field Summary

Inherited from org.apache.commons.math3.analysis.solvers.BaseSecantSolver:
DEFAULT_ABSOLUTE_ACCURACY

Constructor Summary

AccessConstructor and Description
public
IllinoisSolver()

Construct a solver with default accuracy (1e-6).

public
IllinoisSolver(final double
Absolute accuracy.
absoluteAccuracy
)

Construct a solver.

public
IllinoisSolver(final double
Relative accuracy.
relativeAccuracy
,
final double
Absolute accuracy.
absoluteAccuracy
)

Construct a solver.

public
IllinoisSolver(final double
Relative accuracy.
relativeAccuracy
,
final double
Absolute accuracy.
absoluteAccuracy
,
final double
Maximum function value error.
functionValueAccuracy
)

Construct a solver.

Method Summary

Inherited from org.apache.commons.math3.analysis.solvers.BaseSecantSolver:
doSolvesolvesolvesolve

Constructor Detail

IllinoisSolverback to summary
public IllinoisSolver()

Construct a solver with default accuracy (1e-6).

IllinoisSolverback to summary
public IllinoisSolver(final double absoluteAccuracy)

Construct a solver.

Parameters
absoluteAccuracy:double

Absolute accuracy.

IllinoisSolverback to summary
public IllinoisSolver(final double relativeAccuracy, final double absoluteAccuracy)

Construct a solver.

Parameters
relativeAccuracy:double

Relative accuracy.

absoluteAccuracy:double

Absolute accuracy.

IllinoisSolverback to summary
public IllinoisSolver(final double relativeAccuracy, final double absoluteAccuracy, final double functionValueAccuracy)

Construct a solver.

Parameters
relativeAccuracy:double

Relative accuracy.

absoluteAccuracy:double

Absolute accuracy.

functionValueAccuracy:double

Maximum function value error.