mirror of https://github.com/jlizier/jidt
122 lines
5.5 KiB
Java
122 lines
5.5 KiB
Java
/*
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* Java Information Dynamics Toolkit (JIDT)
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* Copyright (C) 2017, Joseph T. Lizier
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*
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* This program is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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/*
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* This class was originally distributed as part of the Apache Commons
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* Math3 library (3.6.1), under the Apache License Version 2.0, which is
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* copied below. This Apache 2 software is now included as a derivative
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* work in the GPLv3 licensed JIDT project, as per:
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* http://www.apache.org/licenses/GPL-compatibility.html
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*
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* The original Apache source code has been modified as follows:
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* -- We have modified package names to sit inside the JIDT structure.
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*/
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package infodynamics.utils.commonsmath3.analysis.solvers;
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import infodynamics.utils.commonsmath3.analysis.UnivariateFunction;
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/** Interface for {@link UnivariateSolver (univariate real) root-finding
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* algorithms} that maintain a bracketed solution. There are several advantages
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* to having such root-finding algorithms:
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* <ul>
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* <li>The bracketed solution guarantees that the root is kept within the
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* interval. As such, these algorithms generally also guarantee
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* convergence.</li>
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* <li>The bracketed solution means that we have the opportunity to only
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* return roots that are greater than or equal to the actual root, or
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* are less than or equal to the actual root. That is, we can control
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* whether under-approximations and over-approximations are
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* {@link AllowedSolution allowed solutions}. Other root-finding
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* algorithms can usually only guarantee that the solution (the root that
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* was found) is around the actual root.</li>
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* </ul>
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*
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* <p>For backwards compatibility, all root-finding algorithms must have
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* {@link AllowedSolution#ANY_SIDE ANY_SIDE} as default for the allowed
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* solutions.</p>
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* @param <FUNC> Type of function to solve.
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*
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* @see AllowedSolution
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* @since 3.0
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*/
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public interface BracketedUnivariateSolver<FUNC extends UnivariateFunction>
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extends BaseUnivariateSolver<FUNC> {
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/**
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* Solve for a zero in the given interval.
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* A solver may require that the interval brackets a single zero root.
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* Solvers that do require bracketing should be able to handle the case
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* where one of the endpoints is itself a root.
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*
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* @param maxEval Maximum number of evaluations.
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* @param f Function to solve.
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* @param min Lower bound for the interval.
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* @param max Upper bound for the interval.
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* @param allowedSolution The kind of solutions that the root-finding algorithm may
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* accept as solutions.
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* @return A value where the function is zero.
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* @throws infodynamics.utils.commonsmath3.exception.MathIllegalArgumentException
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* if the arguments do not satisfy the requirements specified by the solver.
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* @throws infodynamics.utils.commonsmath3.exception.TooManyEvaluationsException if
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* the allowed number of evaluations is exceeded.
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*/
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double solve(int maxEval, FUNC f, double min, double max,
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AllowedSolution allowedSolution);
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/**
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* Solve for a zero in the given interval, start at {@code startValue}.
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* A solver may require that the interval brackets a single zero root.
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* Solvers that do require bracketing should be able to handle the case
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* where one of the endpoints is itself a root.
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*
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* @param maxEval Maximum number of evaluations.
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* @param f Function to solve.
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* @param min Lower bound for the interval.
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* @param max Upper bound for the interval.
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* @param startValue Start value to use.
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* @param allowedSolution The kind of solutions that the root-finding algorithm may
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* accept as solutions.
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* @return A value where the function is zero.
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* @throws infodynamics.utils.commonsmath3.exception.MathIllegalArgumentException
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* if the arguments do not satisfy the requirements specified by the solver.
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* @throws infodynamics.utils.commonsmath3.exception.TooManyEvaluationsException if
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* the allowed number of evaluations is exceeded.
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*/
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double solve(int maxEval, FUNC f, double min, double max, double startValue,
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AllowedSolution allowedSolution);
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}
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