Base class for 1-D solvers. More...
#include <ql/math/solver1d.hpp>
 Inheritance diagram for Solver1D< Impl >:
 Inheritance diagram for Solver1D< Impl >:| Public Member Functions | |
| Modifiers | |
| template<class F > | |
| Real | solve (const F &f, Real accuracy, Real guess, Real step) const | 
| template<class F > | |
| Real | solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const | 
| void | setMaxEvaluations (Size evaluations) | 
| void | setLowerBound (Real lowerBound) | 
| sets the lower bound for the function domain | |
| void | setUpperBound (Real upperBound) | 
| sets the upper bound for the function domain | |
| Protected Attributes | |
| Real | root_ | 
| Real | xMin_ | 
| Real | xMax_ | 
| Real | fxMin_ | 
| Real | fxMax_ | 
| Size | maxEvaluations_ | 
| Size | evaluationNumber_ | 
| Additional Inherited Members | |
|  Protected Member Functions inherited from CuriouslyRecurringTemplate< Impl > | |
| Impl & | impl () | 
| const Impl & | impl () const | 
Base class for 1-D solvers.
The implementation of this class uses the so-called "Barton-Nackman trick", also known as "the curiously recurring template pattern". Concrete solvers will be declared as:
 Before calling solveImpl, the base class will set its protected data members so that:
xMin_ and xMax_ form a valid bracket;fxMin_ and fxMax_ contain the values of the function in xMin_ and xMax_;root_ is a valid initial guess. The implementation of solveImpl can safely assume all of the above.This method returns the zero of the function \( f \), determined with the given accuracy \( \epsilon \); depending on the particular solver, this might mean that the returned \( x \) is such that \( |f(x)| < \epsilon \), or that \( |x-\xi| < \epsilon \) where \( \xi \) is the real zero.
This method contains a bracketing routine to which an initial guess must be supplied as well as a step used to scan the range of the possible bracketing values.
This method returns the zero of the function \( f \), determined with the given accuracy \( \epsilon \); depending on the particular solver, this might mean that the returned \( x \) is such that \( |f(x)| < \epsilon \), or that \( |x-\xi| < \epsilon \) where \( \xi \) is the real zero.
An initial guess must be supplied, as well as two values \( x_\mathrm{min} \) and \( x_\mathrm{max} \) which must bracket the zero (i.e., either \( f(x_\mathrm{min}) \leq 0 \leq f(x_\mathrm{max}) \), or \( f(x_\mathrm{max}) \leq 0 \leq f(x_\mathrm{min}) \) must be true).
| void setMaxEvaluations | ( | Size | evaluations | ) | 
This method sets the maximum number of function evaluations for the bracketing routine. An error is thrown if a bracket is not found after this number of evaluations.