org.apache.commons.math3.analysis.solvers.UnivariateSolver Java Examples
The following examples show how to use
org.apache.commons.math3.analysis.solvers.UnivariateSolver.
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Example #1
| Source File: InversePowerLawLearningCurve.java From AILibs with GNU Affero General Public License v3.0 | 6 votes |
|
@Override
public double getConvergenceValue() {
UnivariateSolver solver = new BrentSolver(0, 1.0d);
double convergencePoint = -1;
int upperIntervalBound = 10000;
int retriesLeft = 8;
while (retriesLeft > 0 && convergencePoint == -1) {
try {
convergencePoint = solver.solve(1000, x -> this.getDerivativeCurveValue(x) - 0.0000001, 1, upperIntervalBound);
} catch (NoBracketingException e) {
this.logger.warn(String.format("No solution could be found in interval [1,%d]", upperIntervalBound));
retriesLeft--;
upperIntervalBound *= 2;
}
}
if (convergencePoint == -1) {
throw new IllegalStateException(String.format("No solution could be found in interval [1,%d]", upperIntervalBound));
}
return this.getCurveValue(convergencePoint);
}
Example #2
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #3
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
expandable = null;
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #4
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #5
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
expandable = null;
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #6
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #7
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
expandable = null;
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #8
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #9
| Source File: EventState.java From astor with GNU General Public License v2.0 | 6 votes |
|
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount,
final UnivariateSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
expandable = null;
t0 = Double.NaN;
g0 = Double.NaN;
g0Positive = true;
pendingEvent = false;
pendingEventTime = Double.NaN;
previousEventTime = Double.NaN;
increasing = true;
nextAction = EventHandler.Action.CONTINUE;
}
Example #10
| Source File: AbstractIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
Example #11
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link Formula#FLETCHER_REEVES} or
* {@link Formula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final Formula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1;
}
Example #12
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link ConjugateGradientFormula#FLETCHER_REEVES} or {@link
* ConjugateGradientFormula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1.0;
}
Example #13
| Source File: AbstractIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
Example #14
| Source File: GraggBulirschStoerIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
@Override
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();
}
Example #15
| Source File: GraggBulirschStoerIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
@Override
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();
}
Example #16
| Source File: GraggBulirschStoerIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
@Override
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();
}
Example #17
| Source File: AbstractIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
Example #18
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link ConjugateGradientFormula#FLETCHER_REEVES} or {@link
* ConjugateGradientFormula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1.0;
}
Example #19
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link ConjugateGradientFormula#FLETCHER_REEVES} or {@link
* ConjugateGradientFormula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1.0;
}
Example #20
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link Formula#FLETCHER_REEVES} or
* {@link Formula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
* @deprecated as of 3.3. Please use
* {@link #NonLinearConjugateGradientOptimizer(Formula,ConvergenceChecker,double,double,double,Preconditioner)} instead.
*/
@Deprecated
public NonLinearConjugateGradientOptimizer(final Formula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
this(updateFormula,
checker,
lineSearchSolver.getRelativeAccuracy(),
lineSearchSolver.getAbsoluteAccuracy(),
lineSearchSolver.getAbsoluteAccuracy(),
preconditioner);
}
Example #21
| Source File: RootFindingUnitTest.java From tutorials with MIT License | 5 votes |
|
@Test
public void whenUnivariateSolverSolver_thenCorrect() {
final UnivariateFunction function = v -> Math.pow(v, 2) - 2;
UnivariateSolver solver = new BracketingNthOrderBrentSolver(1.0e-12, 1.0e-8, 5);
double c = solver.solve(100, function, -10.0, 10.0, 0);
Assert.assertEquals(-Math.sqrt(2), c, 1e-7);
}
Example #22
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link Formula#FLETCHER_REEVES} or
* {@link Formula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final Formula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1;
}
Example #23
| Source File: GraggBulirschStoerIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
@Override
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();
}
Example #24
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link ConjugateGradientFormula#FLETCHER_REEVES} or {@link
* ConjugateGradientFormula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1.0;
}
Example #25
| Source File: AbstractIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
Example #26
| Source File: GraggBulirschStoerIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
@Override
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();
}
Example #27
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link Formula#FLETCHER_REEVES} or
* {@link Formula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final Formula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1;
}
Example #28
| Source File: NonLinearConjugateGradientOptimizer.java From astor with GNU General Public License v2.0 | 5 votes |
|
/**
* @param updateFormula formula to use for updating the β parameter,
* must be one of {@link ConjugateGradientFormula#FLETCHER_REEVES} or {@link
* ConjugateGradientFormula#POLAK_RIBIERE}.
* @param checker Convergence checker.
* @param lineSearchSolver Solver to use during line search.
* @param preconditioner Preconditioner.
*/
public NonLinearConjugateGradientOptimizer(final ConjugateGradientFormula updateFormula,
ConvergenceChecker<PointValuePair> checker,
final UnivariateSolver lineSearchSolver,
final Preconditioner preconditioner) {
super(checker);
this.updateFormula = updateFormula;
solver = lineSearchSolver;
this.preconditioner = preconditioner;
initialStep = 1.0;
}
Example #29
| Source File: AbstractIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
Example #30
| Source File: JGenProg2017_0030_t.java From coming with MIT License | 5 votes |
|
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
