    001    /*
    002     * Licensed to the Apache Software Foundation (ASF) under one or more
    003     * contributor license agreements.  See the NOTICE file distributed with
    004     * this work for additional information regarding copyright ownership.
    005     * The ASF licenses this file to You under the Apache License, Version 2.0
    006     * (the "License"); you may not use this file except in compliance with
    007     * the License.  You may obtain a copy of the License at
    008     *
    009     *      http://www.apache.org/licenses/LICENSE-2.0
    010     *
    011     * Unless required by applicable law or agreed to in writing, software
    012     * distributed under the License is distributed on an "AS IS" BASIS,
    013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    014     * See the License for the specific language governing permissions and
    015     * limitations under the License.
    016     */
    017
    018    package org.apache.commons.math3.analysis.solvers;
    019
    020    import org.apache.commons.math3.analysis.DifferentiableUnivariateFunction;
    021    import org.apache.commons.math3.util.FastMath;
    022    import org.apache.commons.math3.exception.TooManyEvaluationsException;
    023
    024    /**
    025     * Implements <a href="http://mathworld.wolfram.com/NewtonsMethod.html">
    026     * Newton's Method</a> for finding zeros of real univariate functions.
    027     * <p>
    028     * The function should be continuous but not necessarily smooth.</p>
    029     *
    030     * @deprecated as of 3.1, replaced by {@link NewtonRaphsonSolver}
    031     * @version $Id: NewtonSolver.java 1395937 2012-10-09 10:04:36Z luc $
    032     */
    033    @Deprecated
    034    public class NewtonSolver extends AbstractDifferentiableUnivariateSolver {
    035        /** Default absolute accuracy. */
    036        private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
    037
    038        /**
    039         * Construct a solver.
    040         */
    041        public NewtonSolver() {
    042            this(DEFAULT_ABSOLUTE_ACCURACY);
    043        }
    044        /**
    045         * Construct a solver.
    046         *
    047         * @param absoluteAccuracy Absolute accuracy.
    048         */
    049        public NewtonSolver(double absoluteAccuracy) {
    050            super(absoluteAccuracy);
    051        }
    052
    053        /**
    054         * Find a zero near the midpoint of {@code min} and {@code max}.
    055         *
    056         * @param f Function to solve.
    057         * @param min Lower bound for the interval.
    058         * @param max Upper bound for the interval.
    059         * @param maxEval Maximum number of evaluations.
    060         * @return the value where the function is zero.
    061         * @throws org.apache.commons.math3.exception.TooManyEvaluationsException
    062         * if the maximum evaluation count is exceeded.
    063         * @throws org.apache.commons.math3.exception.NumberIsTooLargeException
    064         * if {@code min >= max}.
    065         */
    066        @Override
    067        public double solve(int maxEval, final DifferentiableUnivariateFunction f,
    068                            final double min, final double max)
    069            throws TooManyEvaluationsException {
    070            return super.solve(maxEval, f, UnivariateSolverUtils.midpoint(min, max));
    071        }
    072
    073        /**
    074         * {@inheritDoc}
    075         */
    076        @Override
    077        protected double doSolve()
    078            throws TooManyEvaluationsException {
    079            final double startValue = getStartValue();
    080            final double absoluteAccuracy = getAbsoluteAccuracy();
    081
    082            double x0 = startValue;
    083            double x1;
    084            while (true) {
    085                x1 = x0 - (computeObjectiveValue(x0) / computeDerivativeObjectiveValue(x0));
    086                if (FastMath.abs(x1 - x0) <= absoluteAccuracy) {
    087                    return x1;
    088                }
    089
    090                x0 = x1;
    091            }
    092        }
    093    }