net.finmath.rootfinder

Class NewtonsMethod

java.lang.Object

net.finmath.rootfinder.NewtonsMethod

All Implemented Interfaces:

RootFinderWithDerivative

Direct Known Subclasses:

SecantMethod

public class NewtonsMethod
extends Object
implements RootFinderWithDerivative

This class implements a root finder as question-and-answer algorithm using Newton's method.

Version:

1.3

Author:

Christian Fries

Date:

2008-04-06

Constructor Summary

Constructors

Constructor and Description
NewtonsMethod(double guess)

Method Summary

Modifier and Type	Method and Description
double	getAccuracy()
double	getBestPoint()
double	getNextPoint()
int	getNumberOfIterations()
boolean	isDone()
void	setValueAndDerivative(double value, double derivative)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

NewtonsMethod

public NewtonsMethod(double guess)

Parameters:

guess - initial guess where the solver will start

Method Detail

getBestPoint

public double getBestPoint()

Specified by:

getBestPoint in interface RootFinderWithDerivative

Returns:

Returns the best point optained so far

getNextPoint

public double getNextPoint()

Specified by:

getNextPoint in interface RootFinderWithDerivative

Returns:

Next point for which a value should be set using setValue.

setValueAndDerivative

public void setValueAndDerivative(double value,
                                  double derivative)

Specified by:

setValueAndDerivative in interface RootFinderWithDerivative

Parameters:

value - The value corresponding to the point returned by previous getNextPoint call.

derivative - The derivative corresponding to the point returned by previous getNextPoint call.

getNumberOfIterations

public int getNumberOfIterations()

Specified by:

getNumberOfIterations in interface RootFinderWithDerivative

Returns:

Returns the number of iterations.

getAccuracy

public double getAccuracy()

Specified by:

getAccuracy in interface RootFinderWithDerivative

Returns:

Returns the accuracy.

isDone

public boolean isDone()

Specified by:

isDone in interface RootFinderWithDerivative

Returns:

Returns true if the solver is done (accuracy achieved or unable to improve)