SimpleEquationSolver Class Reference

Simple algorithm to solve the equation f==0 over a box. More...

#include <sampling.h>

Inheritance diagram for SimpleEquationSolver:

Collaboration diagram for SimpleEquationSolver:

Public Member Functions
	SimpleEquationSolver (const Func &f_, const UserVector< double > &lower_, const UserVector< double > &upper_, Pointer< Param > param=NULL)
int	solve (dvector &start)
	Solves the problem for a starting point.
int	solve ()
	Solves the problem.
Private Member Functions
int	run (const dvector &start, double val, dvector &dir)
	Determines point at other extreme of box and tries bisections-algorithm, to find zero between them.
Private Attributes
const Func &	f
const UserVector< double > &	lower
const UserVector< double > &	upper
int	bisection_iter_max

Detailed Description

Simple algorithm to solve the equation f==0 over a box.

Starting from a point, finds the other extreme of the box towards gradient direction, and do bisection to find the zero inside the box.

Parameters:

	SimpleEquationSolver	max iter options integer $ 0$ default 4 Maximum number of gradient steps.
	SimpleEquationSolver	tolerance options double $ 0$ default 1E-4 Function value tolerance. If absolut value of point is <1E-4, we accept the point.
	SimpleEquationSolver	bisection max iter options integer $ 0$ default 1000 Maximum number of iterations in bisection algorithm.

Definition at line 179 of file sampling.h.

SimpleEquationSolver::SimpleEquationSolver	(	const Func &	f_,
		const UserVector< double > &	lower_,
		const UserVector< double > &	upper_,
		Pointer< Param >	param = `NULL`
	)			`[inline]`

Definition at line 196 of file sampling.h.

int SimpleEquationSolver::run	(	const dvector &	start,
		double	val,
		dvector &	dir
	)			`[private]`

Determines point at other extreme of box and tries bisections-algorithm, to find zero between them.

Parameters:

Returns:: 0, if we found a zero; 1, if functions values of current point and point at other side of the box have the same sign; 2, if we got a nan in the gradient or as function value; 3, if the iteration limit of the bisection method was reached; 4, if we couldn't compute an initial steplength

int SimpleEquationSolver::solve ( dvector & x ) [virtual]

Solves the problem for a starting point.

Sets sol_point to x. Calls solve().

Parameters:

x

The dvector to start the solver with.