com.opengamma.strata.math.impl.rootfinding

Class BracketRoot

java.lang.Object

com.opengamma.strata.math.impl.rootfinding.BracketRoot

public class BracketRoot
extends Object

Class that brackets single root of a function. For a 1-D function (Function) $f(x)$, initial values for the interval, $x_1$ and $x_2$, are supplied.

A root is assumed to be bracketed if $f(x_1)f(x_2) < 0$. If this condition is not satisfied, then either $|f(x_1)| < |f(x_2)|$, in which case the lower value $x_1$ is shifted in the negative $x$ direction, or the upper value $x_2$ is shifted in the positive $x$ direction. The amount by which to shift is the difference between the two $x$ values multiplied by a constant ratio (1.6). If a root is not bracketed after 50 attempts, an exception is thrown.

Constructor Summary

Constructors

Constructor and Description
BracketRoot()

Method Summary

Modifier and Type	Method and Description
double[]	getBracketedPoints(Function<Double,Double> f, double xLower, double xUpper) Gets the bracketed roots.
double[]	getBracketedPoints(Function<Double,Double> f, double xLower, double xUpper, double minX, double maxX) Gets the bracketed roots.

Methods inherited from class java.lang.Object

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

Constructor Detail

BracketRoot

public BracketRoot()

Method Detail

getBracketedPoints

public double[] getBracketedPoints(Function<Double,Double> f,
                                   double xLower,
                                   double xUpper)

Gets the bracketed roots.

Parameters:

f - The function, not null

xLower - Initial value of lower bracket

xUpper - Initial value of upper bracket

Returns:

The bracketed points as an array, where the first element is the lower bracket and the second the upper bracket.

Throws:

MathException - If a root is not bracketed in 50 attempts.

getBracketedPoints

public double[] getBracketedPoints(Function<Double,Double> f,
                                   double xLower,
                                   double xUpper,
                                   double minX,
                                   double maxX)

Gets the bracketed roots.

Parameters:

f - The function, not null

xLower - Initial value of lower bracket

xUpper - Initial value of upper bracket

minX - the minimum x

maxX - the maximum x

Returns:

The bracketed points as an array, where the first element is the lower bracket and the second the upper bracket.

Throws:

MathException - If a root is not bracketed in 50 attempts.