// @(#)root/mathcore:$Id$ // Authors: David Gonzalez Maline 01/2008 /********************************************************************** * * * Copyright (c) 2006 , LCG ROOT MathLib Team * * * * This library is free software; you can redistribute it and/or * * modify it under the terms of the GNU General Public License * * as published by the Free Software Foundation; either version 2 * * of the License, or (at your option) any later version. * * * * This library is distributed in the hope that it will be useful, * * but WITHOUT ANY WARRANTY; without even the implied warranty of * * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * * General Public License for more details. * * * * You should have received a copy of the GNU General Public License * * along with this library (see file COPYING); if not, write * * to the Free Software Foundation, Inc., 59 Temple Place, Suite * * 330, Boston, MA 02111-1307 USA, or contact the author. * * * **********************************************************************/ // Header for the RootFinder // // Created by: David Gonzalez Maline : Wed Jan 21 2008 // #ifndef ROOT_Math_BrentRootFinder #define ROOT_Math_BrentRootFinder #ifndef ROOT_Math_IFunctionfwd #include "Math/IFunctionfwd.h" #endif #ifndef ROOT_Math_IRootFinderMethod #include "Math/IRootFinderMethod.h" #endif namespace ROOT { namespace Math { //___________________________________________________________________________________________ /** Class for finding the root of a one dimensional function using the Brent algorithm. It will use the Brent Method for finding function roots in a given interval. First, a grid search is used to bracket the root value with the a step size = (xmax-xmin)/npx. The step size can be controlled via the SetNpx() function. A default value of npx = 100 is used. The default value con be changed using the static method SetDefaultNpx. If the function is unimodal or if its extrema are far apart, setting the fNpx to a small value speeds the algorithm up many times. Then, Brent's method is applied on the bracketed interval. It will use the Brent Method for finding function roots in a given interval. If the Brent method fails to converge the bracketing is repeted on the latest best estimate of the interval. The procedure is repeted with a maximum value (default =10) which can be set for all BrentRootFinder classes with the method SetDefaultNSearch This class is implemented from TF1::GetX() method. @ingroup RootFinders */ class BrentRootFinder: public IRootFinderMethod { public: /** Default Constructor. */ BrentRootFinder(); /** Default Destructor. */ virtual ~BrentRootFinder() {} /** Set function to solve and the interval in where to look for the root. \@param f Function to be minimized. \@param xlow Lower bound of the search interval. \@param xup Upper bound of the search interval. */ using IRootFinderMethod::SetFunction; bool SetFunction(const ROOT::Math::IGenFunction& f, double xlow, double xup); /** Returns the X value corresponding to the function value fy for (xmin 0 */ void SetLogScan(bool on) { fLogScan = on; } /** Returns root value. Need to call first Solve(). */ double Root() const { return fRoot; } /** Returns status of last estimate. If = 0 is OK */ int Status() const { return fStatus; } /** Return number of iteration used to find minimum */ int Iterations() const { return fNIter; } /** Return name of root finder algorithm ("BrentRootFinder"). */ const char* Name() const; // static function used to modify the default parameters /** set number of default Npx used at construction time (when SetNpx is not called) Default value is 100 */ static void SetDefaultNpx(int npx); /** set number of times the bracketing search in combination with is done to find a good interval Default value is 10 */ static void SetDefaultNSearch(int n); private: const IGenFunction* fFunction; // Pointer to the function. bool fLogScan; // flag to control usage of a log scan int fNIter; // Number of iterations needed for the last estimation. int fNpx; // Number of points to bracket root with initial grid (def is 100) int fStatus; // Status of code of the last estimate double fXMin; // Lower bound of the search interval. double fXMax; // Upper bound of the search interval double fRoot; // Current stimation of the function root. }; } // namespace Math } // namespace ROOT #endif /* ROOT_Math_BrentRootFinder */