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BrentRootFinder.cxx
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1// @(#)root/mathcore:$Id$
2// Authors: David Gonzalez Maline 01/2008
3
4/**********************************************************************
5 * *
6 * Copyright (c) 2006 , LCG ROOT MathLib Team *
7 * *
8 * *
9 **********************************************************************/
10
12#include "Math/BrentMethods.h"
13#include "Math/IFunctionfwd.h"
14#include <cmath>
15
16#include "Math/Error.h"
17
18namespace ROOT {
19namespace Math {
20
21
22static int gDefaultNpx = 100; // default nunmber of points used in the grid to bracked the root
23static int gDefaultNSearch = 10; // number of time the iteration (bracketing -Brent ) is repeted
24
26 fLogScan(false), fNIter(0),
27 fNpx(0), fStatus(-1),
28 fXMin(0), fXMax(0), fRoot(0)
29{
30 // default constructor (number of points used to bracket value is set to 100)
32}
33
35
37
38
39bool BrentRootFinder::SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup)
40{
41// Set function to solve and the interval in where to look for the root.
42
43 fFunction = &f;
44 // invalid previous status
45 fStatus = -1;
46
47 if (xlow >= xup)
48 {
49 double tmp = xlow;
50 xlow = xup;
51 xup = tmp;
52 }
53 fXMin = xlow;
54 fXMax = xup;
55
56 return true;
57}
58
59const char* BrentRootFinder::Name() const
60{ return "BrentRootFinder"; }
61
62
63bool BrentRootFinder::Solve(int maxIter, double absTol, double relTol)
64{
65 // Returns the X value corresponding to the function value fy for (xmin<x<xmax).
66
67 if (!fFunction) {
68 MATH_ERROR_MSG("BrentRootFinder::Solve", "Function has not been set");
69 return false;
70 }
71
72 if (fLogScan && fXMin <= 0) {
73 MATH_ERROR_MSG("BrentRootFinder::Solve", "xmin is <=0 and log scan is set - disable it");
74 fLogScan = false;
75 }
76
77
78 const double fy = 0; // To find the root
79 fNIter = 0;
80 fStatus = -1;
81
82 double xmin = fXMin;
83 double xmax = fXMax;
84 fRoot = 0;
85
86 int maxIter1 = gDefaultNSearch; // external loop (number of search )
87 int maxIter2 = maxIter; // internal loop inside the Brent algorithm
88
89 int niter1 = 0;
90 int niter2 = 0;
91 bool ok = false;
92 while (!ok){
93 if (niter1 > maxIter1){
94 MATH_ERROR_MSG("BrentRootFinder::Solve", "Search didn't converge");
95 fStatus = -2;
96 return false;
97 }
99 if (xmin > xmax) {
100 // interval does not contain minimum - return
101 MATH_ERROR_MSG("BrentRootFinder", "Interval does not contain a root");
102 return false;
103 }
104 x = BrentMethods::MinimBrent(fFunction, 4, xmin, xmax, x, fy, ok, niter2, absTol, relTol, maxIter2);
105 fNIter += niter2; // count the total number of iterations
106 niter1++;
107 fRoot = x;
108 }
109
110 fStatus = 0;
111 return true;
112}
113
114} // namespace Math
115} // namespace ROOT
#define MATH_ERROR_MSG(loc, str)
Definition Error.h:83
#define f(i)
Definition RSha256.hxx:104
float xmin
float xmax
const char * Name() const
Return name of root finder algorithm ("BrentRootFinder").
BrentRootFinder()
Default Constructor.
const IGenFunction * fFunction
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).
static void SetDefaultNpx(int npx)
set number of default Npx used at construction time (when SetNpx is not called) Default value is 100
static void SetDefaultNSearch(int n)
set number of times the bracketing search in combination with is done to find a good interval Default...
bool SetFunction(const ROOT::Math::IGenFunction &f, double xlow, double xup)
Sets the function for the rest of the algorithms.
Interface (abstract class) for generic functions objects of one-dimension Provides a method to evalua...
Definition IFunction.h:135
Double_t x[n]
Definition legend1.C:17
const Int_t n
Definition legend1.C:16
Namespace for new Math classes and functions.
double MinimStep(const IGenFunction *f, int type, double &xmin, double &xmax, double fy, int npx=100, bool useLog=false)
Grid search implementation, used to bracket the minimum and later use Brent's method with the bracket...
double MinimBrent(const IGenFunction *f, int type, double &xmin, double &xmax, double xmiddle, double fy, bool &ok, int &niter, double epsabs=1.E-8, double epsrel=1.E-10, int maxiter=100)
Finds a minimum of a function, if the function is unimodal between xmin and xmax This method uses a c...
static int gDefaultNpx
static int gDefaultNSearch
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...