jidt/java/source/infodynamics/utils/commonsmath3/analysis/solvers/BaseUnivariateSolver.java

/*
 *  Java Information Dynamics Toolkit (JIDT)
 *  Copyright (C) 2017, Joseph T. Lizier
 *  
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 *  
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
 *  
 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
*/

/*
 * This class was originally distributed as part of the Apache Commons
 *  Math3 library (3.6.1), under the Apache License Version 2.0, which is 
 *  copied below. This Apache 2 software is now included as a derivative
 *  work in the GPLv3 licensed JIDT project, as per:
 *  http://www.apache.org/licenses/GPL-compatibility.html
 *  
 * The original Apache source code has been modified as follows:
 * -- We have modified package names to sit inside the JIDT structure.
 */

/*
 * 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 infodynamics.utils.commonsmath3.analysis.solvers;

import infodynamics.utils.commonsmath3.analysis.UnivariateFunction;
import infodynamics.utils.commonsmath3.exception.MathIllegalArgumentException;
import infodynamics.utils.commonsmath3.exception.TooManyEvaluationsException;


/**
 * Interface for (univariate real) rootfinding algorithms.
 * Implementations will search for only one zero in the given interval.
 *
 * This class is not intended for use outside of the Apache Commons Math
 * library, regular user should rely on more specific interfaces like
 * {@link UnivariateSolver}, {@link PolynomialSolver} or {@link
 * DifferentiableUnivariateSolver}.
 * @param <FUNC> Type of function to solve.
 *
 * @since 3.0
 * @see UnivariateSolver
 * @see PolynomialSolver
 * @see DifferentiableUnivariateSolver
 */
public interface BaseUnivariateSolver<FUNC extends UnivariateFunction> {
    /**
     * Get the maximum number of function evaluations.
     *
     * @return the maximum number of function evaluations.
     */
    int getMaxEvaluations();

    /**
     * Get the number of evaluations of the objective function.
     * The number of evaluations corresponds to the last call to the
     * {@code optimize} method. It is 0 if the method has not been
     * called yet.
     *
     * @return the number of evaluations of the objective function.
     */
    int getEvaluations();

    /**
     * Get the absolute accuracy of the solver.  Solutions returned by the
     * solver should be accurate to this tolerance, i.e., if &epsilon; is the
     * absolute accuracy of the solver and {@code v} is a value returned by
     * one of the {@code solve} methods, then a root of the function should
     * exist somewhere in the interval ({@code v} - &epsilon;, {@code v} + &epsilon;).
     *
     * @return the absolute accuracy.
     */
    double getAbsoluteAccuracy();

    /**
     * Get the relative accuracy of the solver.  The contract for relative
     * accuracy is the same as {@link #getAbsoluteAccuracy()}, but using
     * relative, rather than absolute error.  If &rho; is the relative accuracy
     * configured for a solver and {@code v} is a value returned, then a root
     * of the function should exist somewhere in the interval
     * ({@code v} - &rho; {@code v}, {@code v} + &rho; {@code v}).
     *
     * @return the relative accuracy.
     */
    double getRelativeAccuracy();

    /**
     * Get the function value accuracy of the solver.  If {@code v} is
     * a value returned by the solver for a function {@code f},
     * then by contract, {@code |f(v)|} should be less than or equal to
     * the function value accuracy configured for the solver.
     *
     * @return the function value accuracy.
     */
    double getFunctionValueAccuracy();

    /**
     * Solve for a zero root in the given interval.
     * A solver may require that the interval brackets a single zero root.
     * Solvers that do require bracketing should be able to handle the case
     * where one of the endpoints is itself a root.
     *
     * @param maxEval Maximum number of evaluations.
     * @param f Function to solve.
     * @param min Lower bound for the interval.
     * @param max Upper bound for the interval.
     * @return a value where the function is zero.
     * @throws MathIllegalArgumentException
     * if the arguments do not satisfy the requirements specified by the solver.
     * @throws TooManyEvaluationsException if
     * the allowed number of evaluations is exceeded.
     */
    double solve(int maxEval, FUNC f, double min, double max)
        throws MathIllegalArgumentException, TooManyEvaluationsException;

    /**
     * Solve for a zero in the given interval, start at {@code startValue}.
     * A solver may require that the interval brackets a single zero root.
     * Solvers that do require bracketing should be able to handle the case
     * where one of the endpoints is itself a root.
     *
     * @param maxEval Maximum number of evaluations.
     * @param f Function to solve.
     * @param min Lower bound for the interval.
     * @param max Upper bound for the interval.
     * @param startValue Start value to use.
     * @return a value where the function is zero.
     * @throws MathIllegalArgumentException
     * if the arguments do not satisfy the requirements specified by the solver.
     * @throws TooManyEvaluationsException if
     * the allowed number of evaluations is exceeded.
     */
    double solve(int maxEval, FUNC f, double min, double max, double startValue)
        throws MathIllegalArgumentException, TooManyEvaluationsException;

    /**
     * Solve for a zero in the vicinity of {@code startValue}.
     *
     * @param f Function to solve.
     * @param startValue Start value to use.
     * @return a value where the function is zero.
     * @param maxEval Maximum number of evaluations.
     * @throws infodynamics.utils.commonsmath3.exception.MathIllegalArgumentException
     * if the arguments do not satisfy the requirements specified by the solver.
     * @throws infodynamics.utils.commonsmath3.exception.TooManyEvaluationsException if
     * the allowed number of evaluations is exceeded.
     */
    double solve(int maxEval, FUNC f, double startValue);
}