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-- File: BracketedRoot.cdl
-- Created: Tue May 14 14:10:21 1991
-- Author: Laurent Painnot
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
class BracketedRoot from math
---Purpose: This class implements the Brent method to find the root of a function
-- located within two bounds. No knowledge of the derivative is required.
uses Matrix from math,
Vector from math,
Function from math,
OStream from Standard
raises NotDone
is
Create(F: in out Function;
Bound1, Bound2, Tolerance: Real;
NbIterations: Integer = 100; ZEPS : Real =1.0e-12)
---Purpose:
-- The Brent method is used to find the root of the function F between
-- the bounds Bound1 and Bound2 on the function F.
-- If F(Bound1)*F(Bound2) >0 the Brent method fails.
-- The tolerance required for the root is given by Tolerance.
-- The solution is found when :
-- abs(Xi - Xi-1) <= Tolerance;
-- The maximum number of iterations allowed is given by NbIterations.
returns BracketedRoot;
IsDone(me)
---Purpose: Returns true if the computations are successful, otherwise returns false.
---C++: inline
returns Boolean
is static;
Root(me)
---Purpose: returns the value of the root.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Real
raises NotDone
is static;
Value(me)
---Purpose: returns the value of the function at the root.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Real
raises NotDone
is static;
NbIterations(me)
---Purpose: returns the number of iterations really done during the
-- computation of the Root.
-- Exception NotDone is raised if the minimum was not found.
---C++: inline
returns Integer
raises NotDone
is static;
Dump(me; o: in out OStream)
---Purpose: Prints on the stream o information on the current state
-- of the object.
is static;
fields
Done: Boolean;
TheRoot: Real;
TheError: Real;
NbIter: Integer;
end BracketedRoot;
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