net.finmath.rootfinder

Class SecantMethod

java.lang.Object

net.finmath.rootfinder.NewtonsMethod

net.finmath.rootfinder.SecantMethod

All Implemented Interfaces:

RootFinder, RootFinderWithDerivative

public class SecantMethod
extends NewtonsMethod
implements RootFinder

This class implements a root finder as question-and-answer algorithm using the secant method.

Version:

1.3

Author:

Christian Fries

Date:

2008-04-06

Constructor Summary

Constructors

Constructor and Description
SecantMethod(double firstGuess, double secondGuess)

Method Summary

Modifier and Type	Method and Description
double	getNextPoint()
void	setValue(double value)
void	setValueAndDerivative(double value, double derivative)

Methods inherited from class net.finmath.rootfinder.NewtonsMethod

getAccuracy, getBestPoint, getNumberOfIterations, isDone

Methods inherited from class java.lang.Object

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

Methods inherited from interface net.finmath.rootfinder.RootFinder

getAccuracy, getBestPoint, getNumberOfIterations, isDone

Constructor Detail

SecantMethod

public SecantMethod(double firstGuess,
                    double secondGuess)

Parameters:

firstGuess - The first guess for the solver to use.

secondGuess - A second guess for the solver to use (different from first guess).

Method Detail

getNextPoint

public double getNextPoint()

Specified by:

getNextPoint in interface RootFinder

Specified by:

getNextPoint in interface RootFinderWithDerivative

Overrides:

getNextPoint in class NewtonsMethod

Returns:

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

setValue

public void setValue(double value)

Specified by:

setValue in interface RootFinder

Parameters:

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

setValueAndDerivative

public void setValueAndDerivative(double value,
                                  double derivative)

Specified by:

setValueAndDerivative in interface RootFinderWithDerivative

Overrides:

setValueAndDerivative in class NewtonsMethod

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.