com.opengamma.strata.math.impl.rootfinding

Class BisectionSingleRootFinder

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

com.opengamma.strata.math.impl.rootfinding.BisectionSingleRootFinder

All Implemented Interfaces:

SingleRootFinder<Double,Double>

public class BisectionSingleRootFinder
extends RealSingleRootFinder

Finds a single root of a function using the bisection method.

If a root of a function $f(x)$ is bounded by two values $x_1$ and $x_2$, then $f(x_1)f(x_2) < 0$. The function is evaluated at the midpoint of these values and the bound that gives the same sign in the function evaluation is replaced. The bisection is stopped when the change in the value of $x$ is below the accuracy, or the evaluation of the function at $x$ is zero.

Constructor Summary

Constructors

Constructor and Description
BisectionSingleRootFinder() Creates an instance.
BisectionSingleRootFinder(double accuracy) Creates an instance.

Method Summary

Modifier and Type	Method and Description
Double	getRoot(Function<Double,Double> function, Double x1, Double x2)

Methods inherited from class com.opengamma.strata.math.impl.rootfinding.RealSingleRootFinder

checkInputs, checkInputs, getRoot

Methods inherited from class java.lang.Object

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

Constructor Detail

BisectionSingleRootFinder

public BisectionSingleRootFinder()

Creates an instance. Sets the accuracy to 10^-15.

BisectionSingleRootFinder

public BisectionSingleRootFinder(double accuracy)

Creates an instance.

Parameters:

accuracy - The required accuracy of the $x$-position of the root

Method Detail

getRoot

public Double getRoot(Function<Double,Double> function,
                      Double x1,
                      Double x2)

Specified by:

getRoot in class RealSingleRootFinder

Throws:

MathException - If the root is not found to the required accuracy in 100 attempts