org.broadinstitute.hellbender.utils.solver

Class RobustBrentSolver

java.lang.Object

org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<org.apache.commons.math3.analysis.UnivariateFunction>

org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver

org.broadinstitute.hellbender.utils.solver.RobustBrentSolver

All Implemented Interfaces:

org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver<org.apache.commons.math3.analysis.UnivariateFunction>, org.apache.commons.math3.analysis.solvers.UnivariateSolver

public final class RobustBrentSolver
extends org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver

A robust version of the Brent solver that tries to avoid spurious non-bracketing conditions. The root is bracketed by searching the solution search interval. If multiple roots are found and a non-null merit function is provided, the root with maximum merit is chosen. If no merit function is provided or if merits are equal, the leftmost root is chosen by convention.

Constructor Summary

Constructors

Constructor and Description
RobustBrentSolver(double relativeAccuracy, double absoluteAccuracy, double functionValueAccuracy, org.apache.commons.math3.analysis.UnivariateFunction meritFunc, int numBisections, int depth)

Method Summary

Modifier and Type	Method and Description
protected double	doSolve()
double	solve(int maxEval, org.apache.commons.math3.analysis.UnivariateFunction objFunc, double min, double max)

Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, verifyBracketing, verifyInterval, verifySequence

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve

Constructor Detail

RobustBrentSolver

public RobustBrentSolver(double relativeAccuracy,
                         double absoluteAccuracy,
                         double functionValueAccuracy,
                         @Nullable
                         org.apache.commons.math3.analysis.UnivariateFunction meritFunc,
                         int numBisections,
                         int depth)

Method Detail

solve

public double solve(int maxEval,
                    org.apache.commons.math3.analysis.UnivariateFunction objFunc,
                    double min,
                    double max)
             throws org.apache.commons.math3.exception.TooManyEvaluationsException,
                    org.apache.commons.math3.exception.NoBracketingException

Specified by:

solve in interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver<org.apache.commons.math3.analysis.UnivariateFunction>

Overrides:

solve in class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<org.apache.commons.math3.analysis.UnivariateFunction>

Throws:

org.apache.commons.math3.exception.TooManyEvaluationsException

org.apache.commons.math3.exception.NoBracketingException

doSolve

protected double doSolve()
                  throws org.apache.commons.math3.exception.TooManyEvaluationsException,
                         org.apache.commons.math3.exception.NoBracketingException

Specified by:

doSolve in class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<org.apache.commons.math3.analysis.UnivariateFunction>

Throws:

org.apache.commons.math3.exception.TooManyEvaluationsException

org.apache.commons.math3.exception.NoBracketingException