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org.apache.commons.math3.analysis.solvers

public Class PegasusSolver

extends BaseSecantSolver
Class Inheritance

Implements the Pegasus 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 Pegasus method however, should converge much faster than the original Regula Falsi method. Furthermore, this implementation of the Pegasus method should not suffer from the same implementation issues as the Regula Falsi method, which may fail to convergence in certain cases. Also, the Pegasus method should converge faster than the Illinois method, another Regula Falsi-based method.

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

Implementation based on the following article: M. Dowell and P. Jarratt, The "Pegasus" method for computing the root of an equation, BIT Numerical Mathematics, volume 12, number 4, pages 503-508, Springer, 1972.

Since
3.0

Field Summary

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

Constructor Summary

AccessConstructor and Description
public
PegasusSolver()

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

public
PegasusSolver(final double
Absolute accuracy.
absoluteAccuracy
)

Construct a solver.

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

Construct a solver.

public
PegasusSolver(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

PegasusSolverback to summary
public PegasusSolver()

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

PegasusSolverback to summary
public PegasusSolver(final double absoluteAccuracy)

Construct a solver.

Parameters
absoluteAccuracy:double

Absolute accuracy.

PegasusSolverback to summary
public PegasusSolver(final double relativeAccuracy, final double absoluteAccuracy)

Construct a solver.

Parameters
relativeAccuracy:double

Relative accuracy.

absoluteAccuracy:double

Absolute accuracy.

PegasusSolverback to summary
public PegasusSolver(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.