umontreal.iro.lecuyer.util

Class RootFinder

java.lang.Object

umontreal.iro.lecuyer.util.RootFinder

public class RootFinder
extends java.lang.Object

This class provides methods to solve non-linear equations.

Method Summary

Methods

Modifier and Type	Method and Description
static double	brentDekker(double a, double b, MathFunction f, double tol) Computes a root x of the function in f using the Brent-Dekker method.

Methods inherited from class java.lang.Object

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

Method Detail

brentDekker

public static double brentDekker(double a,
                 double b,
                 MathFunction f,
                 double tol)

Computes a root x of the function in f using the Brent-Dekker method. The interval [a, b] must contain the root x. The calculations are done with an approximate relative precision tol. Returns x such that f (x) = 0.

Parameters:

a - left endpoint of initial interval

b - right endpoint of initial interval

f - the function which is evaluated

tol - accuracy goal

Returns:

the root x