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java.lang.Object | +--dwvisser.statistics.BrentMethod
This class is based on the routine brent
in Numerical Recipes
in C, 2nd ed. It is for finding a function minimum given values known
to bracket it.
Constructor Summary | |
BrentMethod(Function f)
Creates an instance of BrentMethod with the function f. |
Method Summary | |
double |
xmin(double ax,
double bx,
double cx,
double tol)
Find minimum of the function in the interval given to a certain tolerance. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public BrentMethod(Function f)
f
- the function to minimizeMethod Detail |
public double xmin(double ax, double bx, double cx, double tol) throws StatisticsException
ax
- one endpoint of initial bracketbx
- initial guess between bracket limits, f(bx)cx
- other endpoint of initial brackettol
- fractional precision to which minimum is to be found
StatisticsException
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