Class for finding the root of a one dimensional function using the Brent algorithm.
It will use the Brent Method for finding function roots in a given interval. First, a grid search is used to bracket the root value with the a step size = (xmax-xmin)/npx. The step size can be controlled via the SetNpx() function. A default value of npx = 100 is used. The default value con be changed using the static method SetDefaultNpx. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval. It will use the Brent Method for finding function roots in a given interval. If the Brent method fails to converge the bracketing is repeted on the latest best estimate of the interval. The procedure is repeted with a maximum value (default =10) which can be set for all BrentRootFinder classes with the method SetDefaultNSearch
This class is implemented from TF1::GetX() method.
Definition at line 62 of file BrentRootFinder.h.
Public Member Functions | |
BrentRootFinder () | |
Default Constructor. More... | |
virtual | ~BrentRootFinder () |
Default Destructor. More... | |
int | Iterations () const |
Return number of iteration used to find minimum. More... | |
const char * | Name () const |
Return name of root finder algorithm ("BrentRootFinder"). More... | |
double | Root () const |
Returns root value. More... | |
virtual bool | SetFunction (const ROOT::Math::IGenFunction &, double, double) |
Set function to solve and the interval in where to look for the root. More... | |
bool | SetFunction (const ROOT::Math::IGenFunction &f, double xlow, double xup) |
Sets the function for the rest of the algorithms. More... | |
virtual bool | SetFunction (const ROOT::Math::IGradFunction &, double) |
Set function to solve and the interval in where to look for the root. More... | |
void | SetLogScan (bool on) |
Set a log grid scan (default is equidistant bins) will work only if xlow > 0. More... | |
void | SetNpx (int npx) |
Set the number of point used to bracket root using a grid. More... | |
bool | Solve (int maxIter=100, double absTol=1E-8, double relTol=1E-10) |
Returns the X value corresponding to the function value fy for (xmin<x<xmax). More... | |
int | Status () const |
Returns status of last estimate. More... | |
Public Member Functions inherited from ROOT::Math::IRootFinderMethod | |
IRootFinderMethod () | |
Default Constructor. More... | |
virtual | ~IRootFinderMethod () |
Default Destructor. More... | |
virtual int | Iterate () |
This method is implemented only by the GSLRootFinder and GSLRootFinderDeriv classes and will return an error if it's not one of them. More... | |
virtual int | Iterations () const |
Return number of iterations used to find the root Must be implemented by derived classes. More... | |
virtual const char * | Name () const =0 |
Return name of root finder algorithm. More... | |
virtual double | Root () const =0 |
Returns the previously calculated root. More... | |
virtual bool | SetFunction (const ROOT::Math::IGenFunction &, double, double) |
Sets the function for the rest of the algorithms. More... | |
virtual bool | SetFunction (const ROOT::Math::IGradFunction &, double) |
Sets the function for algorithms using derivatives. More... | |
virtual bool | Solve (int maxIter=100, double absTol=1E-8, double relTol=1E-10)=0 |
Stimates the root for the function. More... | |
virtual int | Status () const =0 |
Returns the status of the previous estimate. More... | |
Static Public Member Functions | |
static void | SetDefaultNpx (int npx) |
set number of default Npx used at construction time (when SetNpx is not called) Default value is 100 More... | |
static void | SetDefaultNSearch (int n) |
set number of times the bracketing search in combination with is done to find a good interval Default value is 10 More... | |
Private Attributes | |
const IGenFunction * | fFunction |
bool | fLogScan |
int | fNIter |
int | fNpx |
double | fRoot |
int | fStatus |
double | fXMax |
double | fXMin |
#include <Math/BrentRootFinder.h>
ROOT::Math::BrentRootFinder::BrentRootFinder | ( | ) |
Default Constructor.
Definition at line 25 of file BrentRootFinder.cxx.
|
inlinevirtual |
Default Destructor.
Definition at line 71 of file BrentRootFinder.h.
|
inlinevirtual |
Return number of iteration used to find minimum.
Reimplemented from ROOT::Math::IRootFinderMethod.
Definition at line 115 of file BrentRootFinder.h.
|
virtual |
Return name of root finder algorithm ("BrentRootFinder").
Implements ROOT::Math::IRootFinderMethod.
Definition at line 59 of file BrentRootFinder.cxx.
|
inlinevirtual |
Returns root value.
Need to call first Solve().
Implements ROOT::Math::IRootFinderMethod.
Definition at line 109 of file BrentRootFinder.h.
set number of default Npx used at construction time (when SetNpx is not called) Default value is 100
Definition at line 34 of file BrentRootFinder.cxx.
set number of times the bracketing search in combination with is done to find a good interval Default value is 10
Definition at line 36 of file BrentRootFinder.cxx.
|
inlinevirtual |
Set function to solve and the interval in where to look for the root.
@param f Function to be minimized. @param xlow Lower bound of the search interval. @param xup Upper bound of the search interval.
Reimplemented from ROOT::Math::IRootFinderMethod.
Definition at line 53 of file IRootFinderMethod.h.
|
virtual |
Sets the function for the rest of the algorithms.
The parameters set the interval where the root has to be calculated.
Reimplemented from ROOT::Math::IRootFinderMethod.
Definition at line 39 of file BrentRootFinder.cxx.
|
inlinevirtual |
Set function to solve and the interval in where to look for the root.
@param f Function to be minimized. @param xlow Lower bound of the search interval. @param xup Upper bound of the search interval.
Reimplemented from ROOT::Math::IRootFinderMethod.
Definition at line 45 of file IRootFinderMethod.h.
Set a log grid scan (default is equidistant bins) will work only if xlow > 0.
Definition at line 106 of file BrentRootFinder.h.
Set the number of point used to bracket root using a grid.
Definition at line 100 of file BrentRootFinder.h.
|
virtual |
Returns the X value corresponding to the function value fy for (xmin<x<xmax).
Method: First, the grid search is used to bracket the maximum with the step size = (xmax-xmin)/fNpx. This way, the step size can be controlled via the SetNpx() function. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval.
@param maxIter maximum number of iterations. @param absTol desired absolute error in the minimum position. @param absTol desired relative error in the minimum position.
Implements ROOT::Math::IRootFinderMethod.
Definition at line 63 of file BrentRootFinder.cxx.
|
inlinevirtual |
Returns status of last estimate.
If = 0 is OK
Implements ROOT::Math::IRootFinderMethod.
Definition at line 112 of file BrentRootFinder.h.
|
private |
Definition at line 135 of file BrentRootFinder.h.
|
private |
Definition at line 136 of file BrentRootFinder.h.
|
private |
Definition at line 137 of file BrentRootFinder.h.
|
private |
Definition at line 138 of file BrentRootFinder.h.
|
private |
Definition at line 142 of file BrentRootFinder.h.
|
private |
Definition at line 139 of file BrentRootFinder.h.
|
private |
Definition at line 141 of file BrentRootFinder.h.
|
private |
Definition at line 140 of file BrentRootFinder.h.