// @(#)root/mathmore:$Id$
// Authors: L. Moneta, A. Zsenei 08/2005
/**********************************************************************
* *
* Copyright (c) 2004 CERN *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
* *
**********************************************************************/
// Header file for class RootFinder
//
// Created by: moneta at Sun Nov 14 16:59:55 2004
//
// Last update: Sun Nov 14 16:59:55 2004
//
#ifndef ROOT_Math_RootFinder
#define ROOT_Math_RootFinder
#include "Math/IFunctionfwd.h"
#include "Math/IRootFinderMethod.h"
/**
@defgroup RootFinders One-dimensional Root-Finding
Classes implementing algorithms for finding the roots of a one-dimensional function.
Various implementations exist in MathCore and MathMore
The user interacts with a proxy class ROOT::Math::RootFinder which creates behind
the chosen algorithms which are implemented using the ROOT::Math::IRootFinderMethod interface
@ingroup NumAlgo
*/
namespace ROOT {
namespace Math {
//_____________________________________________________________________________________
/**
User Class to find the Root of one dimensional functions.
The GSL Methods are implemented in MathMore and they are loaded automatically
via the plug-in manager
The possible types of Root-finding algorithms are:
- Root Bracketing Algorithms which do not require function derivatives
- RootFinder::kBRENT (default method implemented in MathCore)
- RootFinder::kGSL_BISECTION
- RootFinder::kGSL_FALSE_POS
- RootFinder::kGSL_BRENT
- Root Finding Algorithms using Derivatives
- RootFinder::kGSL_NEWTON
- RootFinder::kGSL_SECANT
- RootFinder::kGSL_STEFFENSON
This class does not cupport copying
@ingroup RootFinders
*/
class RootFinder {
public:
enum EType { kBRENT, // Methods from MathCore
kGSL_BISECTION, kGSL_FALSE_POS, kGSL_BRENT, // GSL Normal
kGSL_NEWTON, kGSL_SECANT, kGSL_STEFFENSON // GSL Derivatives
};
/**
Construct a Root-Finder algorithm
*/
RootFinder(RootFinder::EType type = RootFinder::kBRENT);
virtual ~RootFinder();
private:
// usually copying is non trivial, so we make this unaccessible
RootFinder(const RootFinder & ) {}
RootFinder & operator = (const RootFinder & rhs)
{
if (this == &rhs) return *this; // time saving self-test
return *this;
}
public:
bool SetMethod(RootFinder::EType type = RootFinder::kBRENT);
/**
Provide to the solver the function and the initial search interval [xlow, xup]
for algorithms not using derivatives (bracketing algorithms)
The templated function f must be of a type implementing the \a operator() method,
double operator() ( double x )
Returns non zero if interval is not valid (i.e. does not contains a root)
*/
bool SetFunction( const IGenFunction & f, double xlow, double xup) {
return fSolver->SetFunction( f, xlow, xup);
}
/**
Provide to the solver the function and an initial estimate of the root,
for algorithms using derivatives.
The templated function f must be of a type implementing the \a operator()
and the \a Gradient() methods.
double operator() ( double x )
Returns non zero if starting point is not valid
*/
bool SetFunction( const IGradFunction & f, double xstart) {
return fSolver->SetFunction( f, xstart);
}
template
bool Solve(Function &f, Derivative &d, double start,
int maxIter = 100, double absTol = 1E-8, double relTol = 1E-10);
template
bool Solve(Function &f, double min, double max,
int maxIter = 100, double absTol = 1E-8, double relTol = 1E-10);
/**
Compute the roots iterating until the estimate of the Root is within the required tolerance returning
the iteration Status
*/
bool Solve( int maxIter = 100, double absTol = 1E-8, double relTol = 1E-10) {
return fSolver->Solve( maxIter, absTol, relTol );
}
/**
Return the number of iteration performed to find the Root.
*/
int Iterations() const {
return fSolver->Iterations();
}
/**
Perform a single iteration and return the Status
*/
int Iterate() {
return fSolver->Iterate();
}
/**
Return the current and latest estimate of the Root
*/
double Root() const {
return fSolver->Root();
}
/**
Return the status of the last estimate of the Root
= 0 OK, not zero failure
*/
int Status() const {
return fSolver->Status();
}
/**
Return the current and latest estimate of the lower value of the Root-finding interval (for bracketing algorithms)
*/
/* double XLower() const { */
/* return fSolver->XLower(); */
/* } */
/**
Return the current and latest estimate of the upper value of the Root-finding interval (for bracketing algorithms)
*/
/* double XUpper() const { */
/* return fSolver->XUpper(); */
/* } */
/**
Get Name of the Root-finding solver algorithm
*/
const char * Name() const {
return fSolver->Name();
}
protected:
private:
IRootFinderMethod* fSolver; // type of algorithm to be used
};
} // namespace Math
} // namespace ROOT
#include "Math/WrappedFunction.h"
#include "Math/Functor.h"
/**
* Solve `f(x) = 0`, given a derivative `d`.
* @param f Function whose root should be found.
* @param d Derivative of the function.
* @param start Starting point for iteration.
* @param maxIter Maximum number of iterations, passed to Solve(int,double,double)
* @param absTol Absolute tolerance, as in Solve(int,double,double)
* @param relTol Relative tolerance, passed to Solve(int,double,double)
* @return true if a root was found. Retrieve the result using Root().
*/
template
bool ROOT::Math::RootFinder::Solve(Function &f, Derivative &d, double start,
int maxIter, double absTol, double relTol)
{
if (!fSolver) return false;
ROOT::Math::GradFunctor1D wf(f, d);
bool ret = fSolver->SetFunction(wf, start);
if (!ret) return false;
return Solve(maxIter, absTol, relTol);
}
/**
* Solve `f(x) = 0` numerically.
* @param f Function whose root should be found.
* @param min Minimum allowed value of `x`.
* @param max Maximum allowed value of `x`.
* @param maxIter Maximum number of iterations, passed to Solve(int,double,double)
* @param absTol Absolute tolerance, as in Solve(int,double,double)
* @param relTol Relative tolerance, passed to Solve(int,double,double)
* @return true if a root was found. Retrieve the result using Root().
*/
template
bool ROOT::Math::RootFinder::Solve(Function &f, double min, double max,
int maxIter, double absTol, double relTol)
{
if (!fSolver) return false;
ROOT::Math::WrappedFunction wf(f);
bool ret = fSolver->SetFunction(wf, min, max);
if (!ret) return false;
return Solve(maxIter, absTol, relTol);
}
#endif /* ROOT_Math_RootFinder */