Interface StochasticRootFinderUsingDerivative

All Known Implementing Classes:
StochasticNewtonMethod
public interface StochasticRootFinderUsingDerivative
Interface for root finders for stochastic maps \( y = f(x) \) where \( x,y \) are random variables, the map is pathwise and the pathwise derivative is known.
Version:
1.0
Author:
Christian Fries, Stefan Sedlmair

  • Method Details

    • getNextPoint

      RandomVariable getNextPoint()
      Returns:
      Next point for which a value should be set using setValue.

    • setValueAndDerivative

      void setValueAndDerivative(RandomVariable value, RandomVariable derivative)
      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

      int getNumberOfIterations()
      Returns:
      Returns the numberOfIterations.

    • getBestPoint

      RandomVariable getBestPoint()
      Returns:
      Best point obtained so far

    • getAccuracy

      double getAccuracy()
      Returns:
      Returns the accuracy.

    • isDone

      boolean isDone()
      Returns:
      Returns true if further improvement is not possible.