com.opengamma.strata.math.impl.rootfinding

Class RidderSingleRootFinder

java.lang.Object

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

com.opengamma.strata.math.impl.rootfinding.RidderSingleRootFinder

All Implemented Interfaces:

SingleRootFinder<Double,Double>

public class RidderSingleRootFinder
extends RealSingleRootFinder

Finds a single root of a function using Ridder's method. This class is a wrapper for the Commons Math library implementation of Ridder's method.

Constructor Summary

Constructors

Constructor and Description
RidderSingleRootFinder() Sets the accuracy to 10-15.
RidderSingleRootFinder(double functionValueAccuracy)
RidderSingleRootFinder(double functionValueAccuracy, double absoluteAccurary)

Method Summary

Modifier and Type	Method and Description
Double	getRoot(Function<Double,Double> function, Double xLow, Double xHigh)

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

RidderSingleRootFinder

public RidderSingleRootFinder()

Sets the accuracy to 10^-15.

RidderSingleRootFinder

public RidderSingleRootFinder(double functionValueAccuracy)

Parameters:

functionValueAccuracy - The accuracy of the function evaluations.

RidderSingleRootFinder

public RidderSingleRootFinder(double functionValueAccuracy,
                              double absoluteAccurary)

Parameters:

functionValueAccuracy - The accuracy of the function evaluations.

absoluteAccurary - The maximum absolute error of the variable.

Method Detail

getRoot

public Double getRoot(Function<Double,Double> function,
                      Double xLow,
                      Double xHigh)

Specified by:

getRoot in class RealSingleRootFinder

Throws:

MathException - If the Commons method could not evaluate the function; if the Commons method could not converge.