mirror of
https://github.com/boostorg/math.git
synced 2026-01-31 08:22:09 +00:00
665 lines
62 KiB
HTML
665 lines
62 KiB
HTML
<html>
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
|
|
<title>Root Finding Without Derivatives: Bisection, Bracket and TOMS748</title>
|
|
<link rel="stylesheet" href="../math.css" type="text/css">
|
|
<meta name="generator" content="DocBook XSL Stylesheets V1.78.1">
|
|
<link rel="home" href="../index.html" title="Math Toolkit 2.1.0">
|
|
<link rel="up" href="../roots.html" title="Chapter 12. Root Finding Algorithms">
|
|
<link rel="prev" href="roots.html" title="Root Finding With Derivatives: Newton-Raphson, Halley & Schroeder">
|
|
<link rel="next" href="../toolkit.html" title="Chapter 13. Series, Rationals and Continued Fractions, Function Minimization, Testing, and Development Tools">
|
|
</head>
|
|
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
|
|
<table cellpadding="2" width="100%"><tr>
|
|
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
|
|
<td align="center"><a href="../../../../../index.html">Home</a></td>
|
|
<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
|
|
<td align="center"><a href="../../../../../more/index.htm">More</a></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="roots.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../roots.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../toolkit.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
<div class="section">
|
|
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
|
|
<a name="math_toolkit.roots2"></a><a class="link" href="roots2.html" title="Root Finding Without Derivatives: Bisection, Bracket and TOMS748">Root Finding Without Derivatives:
|
|
Bisection, Bracket and TOMS748</a>
|
|
</h2></div></div></div>
|
|
<h5>
|
|
<a name="math_toolkit.roots2.h0"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.synopsis"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.synopsis">Synopsis</a>
|
|
</h5>
|
|
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special"><</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tools</span><span class="special">/</span><span class="identifier">roots</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">></span>
|
|
</pre>
|
|
<pre class="programlisting"><span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span><span class="special">{</span>
|
|
<span class="keyword">namespace</span> <span class="identifier">tools</span><span class="special">{</span>
|
|
<span class="comment">// Bisection</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="comment">// Bracket and Solve Root</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bracket_and_solve_root</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">guess</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">factor</span><span class="special">,</span>
|
|
<span class="keyword">bool</span> <span class="identifier">rising</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bracket_and_solve_root</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">guess</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">factor</span><span class="special">,</span>
|
|
<span class="keyword">bool</span> <span class="identifier">rising</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="comment">// TOMS 748 algorithm</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fa</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fb</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fa</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fb</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="comment">// Termination conditions:</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="keyword">struct</span> <span class="identifier">eps_tolerance</span><span class="special">;</span>
|
|
|
|
<span class="keyword">struct</span> <span class="identifier">equal_floor</span><span class="special">;</span>
|
|
<span class="keyword">struct</span> <span class="identifier">equal_ceil</span><span class="special">;</span>
|
|
<span class="keyword">struct</span> <span class="identifier">equal_nearest_integer</span><span class="special">;</span>
|
|
|
|
<span class="special">}}}</span> <span class="comment">// namespaces</span>
|
|
</pre>
|
|
<h5>
|
|
<a name="math_toolkit.roots2.h1"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.description"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.description">Description</a>
|
|
</h5>
|
|
<p>
|
|
These functions <code class="computeroutput"><span class="identifier">bisect</span><span class="special">,</span>
|
|
<span class="identifier">bracket_and_solve_root</span></code>, and <code class="computeroutput"><span class="identifier">toms748_solve</span></code> solve the root of some function
|
|
<span class="emphasis"><em>f(x)</em></span> <span class="bold"><strong>without the need for any derivatives
|
|
of <span class="emphasis"><em>f(x)</em></span></strong></span>.
|
|
</p>
|
|
<p>
|
|
(Algorithms that can use the derivative of <span class="emphasis"><em>f(x)</em></span> are nearly
|
|
always faster and <a class="link" href="roots.html" title="Root Finding With Derivatives: Newton-Raphson, Halley & Schroeder">root-finding with derivatives</a>
|
|
should be used whenever possible).
|
|
</p>
|
|
<p>
|
|
Variants of these functions allow control via a tolerance for stopping iteration,
|
|
setting a maximum number of iterations, or provision of a guess.
|
|
</p>
|
|
<p>
|
|
Variants with and without <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> are provided
|
|
to allow:
|
|
</p>
|
|
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
|
|
<li class="listitem">
|
|
Control of the precision used via <a class="link" href="pol_ref/precision_pol.html" title="Precision Policies">precision
|
|
policy</a>.
|
|
</li>
|
|
<li class="listitem">
|
|
Handling of errors via <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
|
|
handling policies</a>.
|
|
</li>
|
|
</ul></div>
|
|
<p>
|
|
The <code class="computeroutput"><span class="identifier">bracket_and_solve_root</span></code>
|
|
functions use <a href="http://portal.acm.org/citation.cfm?id=210111" target="_top">TOMS
|
|
Algorithm 748: enclosing zeros of continuous functions</a> that is asymptotically
|
|
the most efficient known, and have been shown to be optimal for a certain classes
|
|
of smooth functions.
|
|
</p>
|
|
<p>
|
|
Alternatively, there is a simple <a href="http://en.wikipedia.org/wiki/Bisection_method" target="_top">bisection</a>
|
|
routine <code class="computeroutput"><span class="identifier">bisect</span></code> which can be
|
|
useful in its own right in some situations, or alternatively for narrowing
|
|
down the range containing the root, to get a good guess prior to calling a
|
|
more advanced algorithm.
|
|
</p>
|
|
<p>
|
|
All the algorithms in this section reduce the diameter of the enclosing interval
|
|
with the same asymptotic efficiency with which they locate the root. This is
|
|
in contrast to the derivative based methods which may <span class="emphasis"><em>never</em></span>
|
|
significantly reduce the enclosing interval, even though they rapidly approach
|
|
the root. This is also in contrast to some other derivative-free methods (for
|
|
example the methods of <a href="http://en.wikipedia.org/wiki/Brent%27s_method" target="_top">Brent
|
|
or Dekker)</a> which only reduce the enclosing interval on the final step.
|
|
</p>
|
|
<p>
|
|
Therefore, these methods return a <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span></code> containing
|
|
the enclosing interval found, and accept a function object specifying the termination
|
|
condition. Three function objects are provided for ready-made termination conditions:
|
|
</p>
|
|
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
|
|
<li class="listitem">
|
|
<span class="emphasis"><em>eps_tolerance</em></span> causes termination when the relative
|
|
error in the enclosing interval is below a certain threshold,
|
|
</li>
|
|
<li class="listitem">
|
|
<span class="emphasis"><em>equal_floor</em></span>, <span class="emphasis"><em>equal_ceil</em></span> and
|
|
<span class="emphasis"><em>equal_nearest_integer</em></span> are useful for certain statistical
|
|
applications where the result is known to be an integer.
|
|
</li>
|
|
</ul></div>
|
|
<p>
|
|
Other user-defined termination conditions are likely to be used only rarely,
|
|
but might be useful in some specific circumstances.
|
|
</p>
|
|
<h3>
|
|
<a name="math_toolkit.roots2.h2"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.bisection"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.bisection">Bisection</a>
|
|
</h3>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bisect</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">min</span><span class="special">,</span>
|
|
<span class="identifier">T</span> <span class="identifier">max</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
</pre>
|
|
<p>
|
|
These functions locate the root using <a href="http://en.wikipedia.org/wiki/Bisection_method" target="_top">bisection</a>:
|
|
their function arguments are:
|
|
</p>
|
|
<div class="variablelist">
|
|
<p class="title"><b></b></p>
|
|
<dl class="variablelist">
|
|
<dt><span class="term">f</span></dt>
|
|
<dd><p>
|
|
A unary functor which is the function whose root is to be found.
|
|
</p></dd>
|
|
<dt><span class="term">min</span></dt>
|
|
<dd><p>
|
|
The left bracket of an interval known to contain the root.
|
|
</p></dd>
|
|
<dt><span class="term">max</span></dt>
|
|
<dd><p>
|
|
The right bracket of an interval known to contain the root. It is a precondition
|
|
that <span class="emphasis"><em>min < max</em></span> and <span class="emphasis"><em>f(min) * f(max)
|
|
<= 0</em></span>. The function signals <a class="link" href="error_handling.html#math_toolkit.error_handling.evaluation_error">evaluation_error</a>
|
|
if these preconditions are violated. The action taken is controlled by
|
|
the <a class="link" href="pol_ref/error_handling_policies.html" title="Error Handling Policies">error
|
|
handling policies</a>. A best guess may be returned, perhaps significantly
|
|
wrong.
|
|
</p></dd>
|
|
<dt><span class="term">tol</span></dt>
|
|
<dd><p>
|
|
A binary functor that specifies the termination condition: the function
|
|
will return the current brackets enclosing the root when <span class="emphasis"><em>tol(min,max)</em></span>
|
|
becomes <code class="computeroutput"><span class="keyword">true</span></code>.
|
|
</p></dd>
|
|
<dt><span class="term">max_iter</span></dt>
|
|
<dd><p>
|
|
The maximum number of invocations of <span class="emphasis"><em>f(x)</em></span> to make
|
|
while searching for the root. <br> On exit this is set to actual number
|
|
of invocations performed.
|
|
</p></dd>
|
|
</dl>
|
|
</div>
|
|
<p>
|
|
The final <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
|
|
be used to control the behaviour of the function: how it handles errors, what
|
|
level of precision to use etc. Refer to the <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy documentation
|
|
for more details</a>.
|
|
</p>
|
|
<p>
|
|
Returns: a pair of values <span class="emphasis"><em>r</em></span> that bracket the root so that:
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">)</span> <span class="special">*</span> <span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special"><=</span> <span class="number">0</span>
|
|
</pre>
|
|
<p>
|
|
and either
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">tol</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">,</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special">==</span> <span class="keyword">true</span>
|
|
</pre>
|
|
<p>
|
|
or
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">max_iter</span> <span class="special">>=</span> <span class="identifier">m</span>
|
|
</pre>
|
|
<p>
|
|
where <span class="emphasis"><em>m</em></span> is the initial value of <span class="emphasis"><em>max_iter</em></span>
|
|
passed to the function.
|
|
</p>
|
|
<p>
|
|
In other words, it's up to the caller to verify whether termination occurred
|
|
as a result of exceeding <span class="emphasis"><em>max_iter</em></span> function invocations
|
|
(easily done by checking the updated value of <span class="emphasis"><em>max_iter</em></span>
|
|
when the function returns), rather than because the termination condition
|
|
<span class="emphasis"><em>tol</em></span> was satisfied.
|
|
</p>
|
|
<h3>
|
|
<a name="math_toolkit.roots2.h3"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.bracket_and_solve"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.bracket_and_solve">Bracket
|
|
and solve</a>
|
|
</h3>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bracket_and_solve_root</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">guess</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">factor</span><span class="special">,</span>
|
|
<span class="keyword">bool</span> <span class="identifier">rising</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">bracket_and_solve_root</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">guess</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">factor</span><span class="special">,</span>
|
|
<span class="keyword">bool</span> <span class="identifier">rising</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
</pre>
|
|
<p>
|
|
<code class="computeroutput"><span class="identifier">bracket_and_solve_root</span></code> is a
|
|
convenience function that calls <a href="http://portal.acm.org/citation.cfm?id=210111" target="_top">TOMS
|
|
Algorithm 748: enclosing zeros of continuous functions</a> internally to
|
|
find the root of <span class="emphasis"><em>f(x)</em></span>. It's usable only when:
|
|
</p>
|
|
<div class="itemizedlist"><ul class="itemizedlist" style="list-style-type: disc; ">
|
|
<li class="listitem">
|
|
Derivative of <span class="emphasis"><em>f(x)</em></span> is a monotonic function.
|
|
</li>
|
|
<li class="listitem">
|
|
The location of the root is known approximately (a guess).
|
|
</li>
|
|
<li class="listitem">
|
|
It is known whether the root occurs for positive or negative <span class="emphasis"><em>x</em></span>.
|
|
</li>
|
|
</ul></div>
|
|
<p>
|
|
The parameters are:
|
|
</p>
|
|
<div class="variablelist">
|
|
<p class="title"><b></b></p>
|
|
<dl class="variablelist">
|
|
<dt><span class="term">f</span></dt>
|
|
<dd><p>
|
|
A unary functor that is the function whose root is to be solved. <span class="emphasis"><em>f(x)</em></span>
|
|
must be uniformly increasing or decreasing on <span class="emphasis"><em>x</em></span>.
|
|
</p></dd>
|
|
<dt><span class="term">guess</span></dt>
|
|
<dd><p>
|
|
An initial approximation to the root.
|
|
</p></dd>
|
|
<dt><span class="term">factor</span></dt>
|
|
<dd><p>
|
|
A scaling factor that is used to bracket the root: the value <span class="emphasis"><em>guess</em></span>
|
|
is multiplied (or divided as appropriate) by <span class="emphasis"><em>factor</em></span>
|
|
until two values are found that bracket the root. A value such as 2 is
|
|
a typical choice for <span class="emphasis"><em>factor</em></span>.
|
|
</p></dd>
|
|
<dt><span class="term">rising</span></dt>
|
|
<dd><p>
|
|
Set to <span class="emphasis"><em>true</em></span> if <span class="emphasis"><em>f(x)</em></span> is rising
|
|
on <span class="emphasis"><em>x</em></span> and <span class="emphasis"><em>false</em></span> if <span class="emphasis"><em>f(x)</em></span>
|
|
is falling on <span class="emphasis"><em>x</em></span>. This value is used along with the
|
|
result of <span class="emphasis"><em>f(guess)</em></span> to determine if <span class="emphasis"><em>guess</em></span>
|
|
is above or below the root.
|
|
</p></dd>
|
|
<dt><span class="term">tol</span></dt>
|
|
<dd><p>
|
|
A binary functor that determines the termination condition for the search
|
|
for the root. <span class="emphasis"><em>tol</em></span> is passed the current brackets
|
|
at each step, when it returns <code class="computeroutput"><span class="keyword">true</span></code>
|
|
then the current brackets are returned as the result.
|
|
</p></dd>
|
|
<dt><span class="term">max_iter</span></dt>
|
|
<dd><p>
|
|
The maximum number of function invocations to perform in the search for
|
|
the root. <br> On exit <span class="emphasis"><em>max_iter</em></span> is set to the
|
|
actual number of invocations performed.
|
|
</p></dd>
|
|
</dl>
|
|
</div>
|
|
<p>
|
|
The final <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
|
|
be used to control the behaviour of the function: how it handles errors, what
|
|
level of precision to use etc. Refer to the <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy documentation
|
|
for more details</a>.
|
|
</p>
|
|
<p>
|
|
Returns: a pair of values <span class="emphasis"><em>r</em></span> that bracket the root so that:
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">)</span> <span class="special">*</span> <span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special"><=</span> <span class="number">0</span>
|
|
</pre>
|
|
<p>
|
|
and either
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">tol</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">,</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special">==</span> <span class="keyword">true</span>
|
|
</pre>
|
|
<p>
|
|
or
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">max_iter</span> <span class="special">>=</span> <span class="identifier">m</span>
|
|
</pre>
|
|
<p>
|
|
where <span class="emphasis"><em>m</em></span> is the initial value of <span class="emphasis"><em>max_iter</em></span>
|
|
passed to the function.
|
|
</p>
|
|
<p>
|
|
In other words, it's up to the caller to verify whether termination occurred
|
|
as a result of exceeding <span class="emphasis"><em>max_iter</em></span> function invocations
|
|
(easily done by checking the value of <span class="emphasis"><em>max_iter</em></span> when the
|
|
function returns), rather than because the termination condition <span class="emphasis"><em>tol</em></span>
|
|
was satisfied.
|
|
</p>
|
|
<h3>
|
|
<a name="math_toolkit.roots2.h4"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.algorithm_toms_748_alefeld_potra"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.algorithm_toms_748_alefeld_potra">Algorithm
|
|
TOMS 748: Alefeld, Potra and Shi: Enclosing zeros of continuous functions</a>
|
|
</h3>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fa</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fb</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">);</span>
|
|
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">F</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">T</span><span class="special">,</span> <span class="keyword">class</span> <span class="identifier">Tol</span><span class="special">,</span> <span class="keyword">class</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">></span>
|
|
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special"><</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="identifier">toms748_solve</span><span class="special">(</span>
|
|
<span class="identifier">F</span> <span class="identifier">f</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fa</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">fb</span><span class="special">,</span>
|
|
<span class="identifier">Tol</span> <span class="identifier">tol</span><span class="special">,</span>
|
|
<span class="identifier">boost</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&</span> <span class="identifier">max_iter</span><span class="special">,</span>
|
|
<span class="keyword">const</span> <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a><span class="special">&);</span>
|
|
</pre>
|
|
<p>
|
|
The functions <code class="computeroutput"><span class="identifier">toms748_solve</span></code>
|
|
implement <a href="http://portal.acm.org/citation.cfm?id=210111" target="_top">TOMS Algorithm
|
|
748: enclosing zeros of continuous functions</a> : using a mixture of cubic,
|
|
quadratic and linear (secant) interpolation to locate the root of <span class="emphasis"><em>f(x)</em></span>.
|
|
Function variants differ only by whether values for <span class="emphasis"><em>f(a)</em></span>
|
|
and <span class="emphasis"><em>f(b)</em></span> are already available, and if special policies
|
|
apply.
|
|
</p>
|
|
<p>
|
|
The <code class="computeroutput"><span class="identifier">toms748_solve</span></code> parameters
|
|
are:
|
|
</p>
|
|
<div class="variablelist">
|
|
<p class="title"><b></b></p>
|
|
<dl class="variablelist">
|
|
<dt><span class="term">f</span></dt>
|
|
<dd><p>
|
|
A unary functor that is the function whose root is to be solved. f(x)
|
|
need not be uniformly increasing or decreasing on <span class="emphasis"><em>x</em></span>
|
|
and may have multiple roots.
|
|
</p></dd>
|
|
<dt><span class="term">a</span></dt>
|
|
<dd><p>
|
|
The lower bound for the initial bracket of the root.
|
|
</p></dd>
|
|
<dt><span class="term">b</span></dt>
|
|
<dd><p>
|
|
The upper bound for the initial bracket of the root. It is a precondition
|
|
that <span class="emphasis"><em>a < b</em></span> and that <span class="emphasis"><em>a</em></span> and
|
|
<span class="emphasis"><em>b</em></span> bracket the root to find so that <span class="emphasis"><em>f(a)
|
|
* f(b) < 0</em></span>.
|
|
</p></dd>
|
|
<dt><span class="term">fa</span></dt>
|
|
<dd><p>
|
|
Optional: the value of <span class="emphasis"><em>f(a)</em></span>.
|
|
</p></dd>
|
|
<dt><span class="term">fb</span></dt>
|
|
<dd><p>
|
|
Optional: the value of <span class="emphasis"><em>f(b)</em></span>.
|
|
</p></dd>
|
|
<dt><span class="term">tol</span></dt>
|
|
<dd><p>
|
|
A binary functor that determines the termination condition for the search
|
|
for the root. <span class="emphasis"><em>tol</em></span> is passed the current brackets
|
|
at each step, when it returns <code class="computeroutput"><span class="keyword">true</span></code>,
|
|
then the current brackets are returned as the result.
|
|
</p></dd>
|
|
<dt><span class="term">max_iter</span></dt>
|
|
<dd><p>
|
|
The maximum number of function invocations to perform in the search for
|
|
the root. <br> On exit <span class="emphasis"><em>max_iter</em></span> is set to actual
|
|
number of function invocations used.
|
|
</p></dd>
|
|
</dl>
|
|
</div>
|
|
<p>
|
|
The final <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">Policy</a> argument is optional and can
|
|
be used to control the behaviour of the function: how it handles errors, what
|
|
level of precision to use etc. Refer to the <a class="link" href="../policy.html" title="Chapter 15. Policies: Controlling Precision, Error Handling etc">policy documentation
|
|
for more details</a>.
|
|
</p>
|
|
<p>
|
|
<code class="computeroutput"><span class="identifier">toms748_solve</span></code> returns a pair
|
|
of values <span class="emphasis"><em>r</em></span> that bracket the root so that:
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">)</span> <span class="special">*</span> <span class="identifier">f</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special"><=</span> <span class="number">0</span>
|
|
</pre>
|
|
<p>
|
|
and either
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">tol</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">,</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special">==</span> <span class="keyword">true</span>
|
|
</pre>
|
|
<p>
|
|
or
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">max_iter</span> <span class="special">>=</span> <span class="identifier">m</span>
|
|
</pre>
|
|
<p>
|
|
where <span class="emphasis"><em>m</em></span> is the initial value of <span class="emphasis"><em>max_iter</em></span>
|
|
passed to the function.
|
|
</p>
|
|
<p>
|
|
In other words, it's up to the caller to verify whether termination occurred
|
|
as a result of exceeding <span class="emphasis"><em>max_iter</em></span> function invocations
|
|
(easily done by checking the updated value of <span class="emphasis"><em>max_iter</em></span>
|
|
against its previous value passed as parameter), rather than because the termination
|
|
condition <span class="emphasis"><em>tol</em></span> was satisfied.
|
|
</p>
|
|
<pre class="programlisting"><span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span>
|
|
<span class="keyword">struct</span> <span class="identifier">eps_tolerance</span>
|
|
<span class="special">{</span>
|
|
<span class="identifier">eps_tolerance</span><span class="special">(</span><span class="keyword">int</span> <span class="identifier">bits</span><span class="special">);</span>
|
|
<span class="keyword">bool</span> <span class="keyword">operator</span><span class="special">()(</span><span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">)</span><span class="keyword">const</span><span class="special">;</span>
|
|
<span class="special">};</span>
|
|
</pre>
|
|
<p>
|
|
<code class="computeroutput"><span class="identifier">eps_tolerance</span></code> is the usual
|
|
termination condition used with these root-finding functions. Its <code class="computeroutput"><span class="keyword">operator</span><span class="special">()</span></code> will
|
|
return true when the relative distance between <span class="emphasis"><em>a</em></span> and
|
|
<span class="emphasis"><em>b</em></span> is less than twice the <a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">machine
|
|
epsilon</a> for T, or 2<sup>1-bits</sup>, whichever is the larger. In other words,
|
|
you set <span class="emphasis"><em>bits</em></span> to the number of bits of precision you want
|
|
in the result. The minimal tolerance of twice the <a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">machine
|
|
epsilon</a> of <code class="computeroutput"><span class="identifier">T</span></code>, typically
|
|
<code class="computeroutput"><span class="number">2</span> <span class="special">*</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special"><</span><span class="identifier">T</span><span class="special">>::</span><span class="identifier">epsilon</span></code>, is required to ensure that we get
|
|
back a bracketing interval > zero, since this must clearly be at least 1
|
|
<a href="http://en.wikipedia.org/wiki/Machine_epsilon" target="_top">machine epsilon</a>
|
|
in size.
|
|
</p>
|
|
<pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">equal_floor</span>
|
|
<span class="special">{</span>
|
|
<span class="identifier">equal_floor</span><span class="special">();</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span> <span class="keyword">bool</span> <span class="keyword">operator</span><span class="special">()(</span><span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">)</span><span class="keyword">const</span><span class="special">;</span>
|
|
<span class="special">};</span>
|
|
</pre>
|
|
<p>
|
|
This termination condition is used when you want to find an integer result
|
|
that is the <span class="emphasis"><em>floor</em></span> of the true root. It will terminate
|
|
as soon as both ends of the interval have the same <span class="emphasis"><em>floor</em></span>.
|
|
</p>
|
|
<pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">equal_ceil</span>
|
|
<span class="special">{</span>
|
|
<span class="identifier">equal_ceil</span><span class="special">();</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span> <span class="keyword">bool</span> <span class="keyword">operator</span><span class="special">()(</span><span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">)</span><span class="keyword">const</span><span class="special">;</span>
|
|
<span class="special">};</span>
|
|
</pre>
|
|
<p>
|
|
This termination condition is used when you want to find an integer result
|
|
that is the <span class="emphasis"><em>ceil</em></span> of the true root. It will terminate as
|
|
soon as both ends of the interval have the same <span class="emphasis"><em>ceil</em></span>.
|
|
</p>
|
|
<pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">equal_nearest_integer</span>
|
|
<span class="special">{</span>
|
|
<span class="identifier">equal_nearest_integer</span><span class="special">();</span>
|
|
<span class="keyword">template</span> <span class="special"><</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">></span> <span class="keyword">bool</span> <span class="keyword">operator</span><span class="special">()(</span><span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">a</span><span class="special">,</span> <span class="keyword">const</span> <span class="identifier">T</span><span class="special">&</span> <span class="identifier">b</span><span class="special">)</span><span class="keyword">const</span><span class="special">;</span>
|
|
<span class="special">};</span>
|
|
</pre>
|
|
<p>
|
|
This termination condition is used when you want to find an integer result
|
|
that is the <span class="emphasis"><em>closest</em></span> to the true root. It will terminate
|
|
as soon as both ends of the interval round to the same nearest integer.
|
|
</p>
|
|
<h5>
|
|
<a name="math_toolkit.roots2.h5"></a>
|
|
<span class="phrase"><a name="math_toolkit.roots2.implementation"></a></span><a class="link" href="roots2.html#math_toolkit.roots2.implementation">Implementation</a>
|
|
</h5>
|
|
<p>
|
|
The implementation of the bisection algorithm is extremely straightforward
|
|
and not detailed here. <a href="http://portal.acm.org/citation.cfm?id=210111" target="_top">TOMS
|
|
Algorithm 748: enclosing zeros of continuous functions</a> is described
|
|
in detail in:
|
|
</p>
|
|
<p>
|
|
<span class="emphasis"><em>Algorithm 748: Enclosing Zeros of Continuous Functions, G. E. Alefeld,
|
|
F. A. Potra and Yixun Shi, ACM Transactions on Mathematica1 Software, Vol.
|
|
21. No. 3. September 1995. Pages 327-344.</em></span>
|
|
</p>
|
|
<p>
|
|
The implementation here is a faithful translation of this paper into C++.
|
|
</p>
|
|
</div>
|
|
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
|
<td align="left"></td>
|
|
<td align="right"><div class="copyright-footer">Copyright © 2006-2010, 2012-2014 Nikhar Agrawal,
|
|
Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert
|
|
Holin, Bruno Lalande, John Maddock, Johan Råde, Gautam Sewani, Benjamin Sobotta,
|
|
Thijs van den Berg, Daryle Walker and Xiaogang Zhang<p>
|
|
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
|
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
|
</p>
|
|
</div></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="roots.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../roots.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="../toolkit.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
</body>
|
|
</html>
|