/* * NewtonZeroFinder.java * * Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard * * This file is part of BEAST. * See the NOTICE file distributed with this work for additional * information regarding copyright ownership and licensing. * * BEAST is free software; you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as * published by the Free Software Foundation; either version 2 * of the License, or (at your option) any later version. * * BEAST is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with BEAST; if not, write to the * Free Software Foundation, Inc., 51 Franklin St, Fifth Floor, * Boston, MA 02110-1301 USA */ package dr.math.iterations; import dr.math.functionEval.DrMath; import dr.math.functionEval.FunctionDerivative; import dr.math.interfaces.OneVariableFunction; /** * Finds the zeroes of a function using Newton approximation. * Note: the zero of a function if the value at which the function's * value is zero. * * @author Didier H. Besset */ public class NewtonZeroFinder extends FunctionalIterator { /** * Derivative of the function for which the zero will be found. */ private OneVariableFunction df; /** * Constructor method. * @param func the function for which the zero will be found. * @param start the initial value for the search. */ public NewtonZeroFinder( OneVariableFunction func, double start) { super( func); setStartingValue( start); } /** * Constructor method. * @param func the function for which the zero will be found. * @param dFunc derivative of func. * @param start the initial value for the search. */ public NewtonZeroFinder( OneVariableFunction func, OneVariableFunction dFunc, double start) throws IllegalArgumentException { this( func, start); setDerivative( dFunc); } /** * Evaluate the result of the current interation. * @return the estimated precision of the result. */ public double evaluateIteration() { double delta = f.value( result) / df.value( result); result -= delta; return relativePrecision( Math.abs( delta)); } /** * Initializes internal parameters to start the iterative process. * Assigns default derivative if necessary. */ public void initializeIterations() { if ( df == null) df = new FunctionDerivative( f); if ( Double.isNaN( result) ) result = 0; int n = 0; while ( DrMath.equal( df.value( result), 0) ) { if ( ++n > getMaximumIterations() ) break; result += Math.random(); } } /** * (c) Copyrights Didier BESSET, 1999, all rights reserved. * @param dFunc DhbInterfaces.OneVariableFunction * @exception java.lang.IllegalArgumentException * if the derivative is not accurate. */ public void setDerivative( OneVariableFunction dFunc) throws IllegalArgumentException { df = new FunctionDerivative( f); if ( !DrMath.equal( df.value( result), dFunc.value( result), 0.001) ) throw new IllegalArgumentException ( "Supplied derative function is inaccurate"); df = dFunc; } /** * (c) Copyrights Didier BESSET, 1999, all rights reserved. */ public void setFunction( OneVariableFunction func) { super.setFunction( func); df = null; } /** * Defines the initial value for the search. */ public void setStartingValue( double start) { result = start; } }