buggy files form Math #85

projects/Math/85/org/apache/commons/math/analysis/solvers/UnivariateRealSolverUtils.java

@@ -0,0 +1,241 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.analysis.solvers;
+
+import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.ConvergenceException;
+import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+
+/**
+ * Utility routines for {@link UnivariateRealSolver} objects.
+ * 
+ * @version $Revision$ $Date$
+ */
+public class UnivariateRealSolverUtils {
+    /**
+     * Default constructor.
+     */
+    private UnivariateRealSolverUtils() {
+        super();
+    }
+
+    /**
+     * Convenience method to find a zero of a univariate real function.  A default
+     * solver is used. 
+     * 
+     * @param f the function.
+     * @param x0 the lower bound for the interval.
+     * @param x1 the upper bound for the interval.
+     * @return a value where the function is zero.
+     * @throws ConvergenceException if the iteration count was exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating
+     * the function
+     * @throws IllegalArgumentException if f is null or the endpoints do not
+     * specify a valid interval
+     */
+    public static double solve(UnivariateRealFunction f, double x0, double x1)
+    throws ConvergenceException, FunctionEvaluationException {
+        setup(f);
+        return LazyHolder.FACTORY.newDefaultSolver().solve(f, x0, x1);
+    }
+
+    /**
+     * Convenience method to find a zero of a univariate real function.  A default
+     * solver is used. 
+     * 
+     * @param f the function
+     * @param x0 the lower bound for the interval
+     * @param x1 the upper bound for the interval
+     * @param absoluteAccuracy the accuracy to be used by the solver
+     * @return a value where the function is zero
+     * @throws ConvergenceException if the iteration count is exceeded
+     * @throws FunctionEvaluationException if an error occurs evaluating the
+     * function
+     * @throws IllegalArgumentException if f is null, the endpoints do not 
+     * specify a valid interval, or the absoluteAccuracy is not valid for the
+     * default solver
+     */
+    public static double solve(UnivariateRealFunction f, double x0, double x1,
+            double absoluteAccuracy) throws ConvergenceException, 
+            FunctionEvaluationException {    
+
+        setup(f);
+        UnivariateRealSolver solver = LazyHolder.FACTORY.newDefaultSolver();
+        solver.setAbsoluteAccuracy(absoluteAccuracy);
+        return solver.solve(f, x0, x1);
+    }
+
+    /**
+     * This method attempts to find two values a and b satisfying <ul>
+    * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
+     * <li> <code> f(a) * f(b) < 0 </code></li>
+     * </ul>
+     * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
+     * and <code>b</code> bracket a root of f.
+     * <p>
+     * The algorithm starts by setting 
+     * <code>a := initial -1; b := initial +1,</code> examines the value of the
+     * function at <code>a</code> and <code>b</code> and keeps moving
+     * the endpoints out by one unit each time through a loop that terminates 
+     * when one of the following happens: <ul>
+     * <li> <code> f(a) * f(b) < 0 </code> --  success!</li>
+     * <li> <code> a = lower </code> and <code> b = upper</code> 
+     * -- ConvergenceException </li>
+     * <li> <code> Integer.MAX_VALUE</code> iterations elapse 
+     * -- ConvergenceException </li>
+     * </ul></p>
+     * <p>
+     * <strong>Note: </strong> this method can take 
+     * <code>Integer.MAX_VALUE</code> iterations to throw a 
+     * <code>ConvergenceException.</code>  Unless you are confident that there
+     * is a root between <code>lowerBound</code> and <code>upperBound</code>
+     * near <code>initial,</code> it is better to use 
+     * {@link #bracket(UnivariateRealFunction, double, double, double, int)}, 
+     * explicitly specifying the maximum number of iterations.</p>
+     *
+     * @param function the function
+     * @param initial initial midpoint of interval being expanded to
+     * bracket a root
+     * @param lowerBound lower bound (a is never lower than this value)
+     * @param upperBound upper bound (b never is greater than this
+     * value)
+     * @return a two element array holding {a, b}
+     * @throws ConvergenceException if a root can not be bracketted
+     * @throws FunctionEvaluationException if an error occurs evaluating the
+     * function
+     * @throws IllegalArgumentException if function is null, maximumIterations
+     * is not positive, or initial is not between lowerBound and upperBound
+     */
+    public static double[] bracket(UnivariateRealFunction function, 
+            double initial, double lowerBound, double upperBound) 
+    throws ConvergenceException, FunctionEvaluationException {
+        return bracket( function, initial, lowerBound, upperBound,
+            Integer.MAX_VALUE ) ;
+    }
+
+     /**
+     * This method attempts to find two values a and b satisfying <ul>
+     * <li> <code> lowerBound <= a < initial < b <= upperBound</code> </li>
+     * <li> <code> f(a) * f(b) <= 0 </code> </li>
+     * </ul>
+     * If f is continuous on <code>[a,b],</code> this means that <code>a</code>
+     * and <code>b</code> bracket a root of f.
+     * <p>
+     * The algorithm starts by setting 
+     * <code>a := initial -1; b := initial +1,</code> examines the value of the
+     * function at <code>a</code> and <code>b</code> and keeps moving
+     * the endpoints out by one unit each time through a loop that terminates 
+     * when one of the following happens: <ul>
+     * <li> <code> f(a) * f(b) <= 0 </code> --  success!</li>
+     * <li> <code> a = lower </code> and <code> b = upper</code> 
+     * -- ConvergenceException </li>
+     * <li> <code> maximumIterations</code> iterations elapse 
+     * -- ConvergenceException </li></ul></p>
+     * 
+     * @param function the function
+     * @param initial initial midpoint of interval being expanded to
+     * bracket a root
+     * @param lowerBound lower bound (a is never lower than this value)
+     * @param upperBound upper bound (b never is greater than this
+     * value)
+     * @param maximumIterations maximum number of iterations to perform
+     * @return a two element array holding {a, b}.
+     * @throws ConvergenceException if the algorithm fails to find a and b
+     * satisfying the desired conditions
+     * @throws FunctionEvaluationException if an error occurs evaluating the 
+     * function
+     * @throws IllegalArgumentException if function is null, maximumIterations
+     * is not positive, or initial is not between lowerBound and upperBound
+     */
+    public static double[] bracket(UnivariateRealFunction function,
+            double initial, double lowerBound, double upperBound, 
+            int maximumIterations) throws ConvergenceException, 
+            FunctionEvaluationException {
+
+        if (function == null) {
+            throw MathRuntimeException.createIllegalArgumentException("function is null");
+        }
+        if (maximumIterations <= 0)  {
+            throw MathRuntimeException.createIllegalArgumentException(
+                  "bad value for maximum iterations number: {0}", maximumIterations);
+        }
+        if (initial < lowerBound || initial > upperBound || lowerBound >= upperBound) {
+            throw MathRuntimeException.createIllegalArgumentException(
+                  "invalid bracketing parameters:  lower bound={0},  initial={1}, upper bound={2}",
+                  lowerBound, initial, upperBound);
+        }
+        double a = initial;
+        double b = initial;
+        double fa;
+        double fb;
+        int numIterations = 0 ;
+
+        do {
+            a = Math.max(a - 1.0, lowerBound);
+            b = Math.min(b + 1.0, upperBound);
+            fa = function.value(a);
+
+            fb = function.value(b);
+            numIterations++ ;
+        } while ((fa * fb > 0.0) && (numIterations < maximumIterations) && 
+                ((a > lowerBound) || (b < upperBound)));
+
+        if (fa * fb >= 0.0 ) {
+            throw new ConvergenceException(
+                      "number of iterations={0}, maximum iterations={1}, " +
+                      "initial={2}, lower bound={3}, upper bound={4}, final a value={5}, " +
+                      "final b value={6}, f(a)={7}, f(b)={8}",
+                      numIterations, maximumIterations, initial,
+                      lowerBound, upperBound, a, b, fa, fb);
+        }
+
+        return new double[]{a, b};
+    }
+
+    /**
+     * Compute the midpoint of two values.
+     * 
+     * @param a first value.
+     * @param b second value.
+     * @return the midpoint. 
+     */
+    public static double midpoint(double a, double b) {
+        return (a + b) * .5;
+    }
+
+    /**
+     * Checks to see if f is null, throwing IllegalArgumentException if so.
+     * @param f  input function
+     * @throws IllegalArgumentException if f is null
+     */
+    private static void setup(UnivariateRealFunction f) {
+        if (f == null) {
+            throw MathRuntimeException.createIllegalArgumentException("function is null");
+        }
+    }
+
+    /** Holder for the factory.
+     * <p>We use here the Initialization On Demand Holder Idiom.</p>
+     */
+    private static class LazyHolder {
+        /** Cached solver factory */
+        private static final UnivariateRealSolverFactory FACTORY =
+            UnivariateRealSolverFactory.newInstance();
+    }
+
+}