dwvisser.statistics
Class BrentMethod

java.lang.Object
  |
  +--dwvisser.statistics.BrentMethod

public class BrentMethod

extends java.lang.Object

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

BrentMethod

public BrentMethod(Function f)

Creates an instance of BrentMethod with the function f.

Parameters:

f - the function to minimize

Method Detail

xmin

public double xmin(double ax,
                   double bx,
                   double cx,
                   double tol)
            throws StatisticsException

Find minimum of the function in the interval given to a certain tolerance.

Parameters:

ax - one endpoint of initial bracket

bx - initial guess between bracket limits, f(bx)cx - other endpoint of initial bracket

tol - fractional precision to which minimum is to be found

Returns:

value at which function is minimized

StatisticsException