Example usage for org.apache.commons.math.analysis.solvers BrentSolver BrentSolver

Introduction

In this page you can find the example usage for org.apache.commons.math.analysis.solvers BrentSolver BrentSolver.

Prototype

@Deprecated
public BrentSolver() 

Source Link

Document

Construct a solver with default properties.

Usage

From source file:com.opengamma.analytics.math.interpolation.LogLinearWithSeasonalitiesInterpolator1D.java

@Override
public Double interpolate(final Interpolator1DDataBundle model, final Double value) {
    Validate.notNull(value, "value");
    Validate.notNull(model, "data bundle");
    final InterpolationBoundedValues boundedValues = model.getBoundedValues(value);
    final Double x1 = boundedValues.getLowerBoundKey();
    final Double y1 = boundedValues.getLowerBoundValue();
    if (model.getLowerBoundIndex(value) == model.size() - 1) {
        return y1;
    }/*from   www .j av  a 2  s.c om*/
    final Double x2 = boundedValues.getHigherBoundKey();
    final Double y2 = boundedValues.getHigherBoundValue();

    // nodes and values for the step interpolator
    final double[] nodes = new double[12];
    final double[] values = new double[12];
    nodes[0] = x1;
    values[0] = y1;

    // solver used to find the growth
    final BrentSolver solver = new BrentSolver();

    // definition of the function to minimize
    final Function1D<Double, Double> function = new Function1D<Double, Double>() {
        @SuppressWarnings("synthetic-access")
        @Override
        public Double evaluate(final Double x) {
            double result = y1;
            for (int loopmonth = 0; loopmonth < NB_MONTH; loopmonth++) {
                result = result * (1 + x + _seasonalValues[loopmonth]);
            }
            return result - y2;
        }
    };

    // the initial guess for the solver is the solution when all seasonal values are set to 0.
    final double initialGuess = Math.pow(y2 / y1, 1 / 12.0) - 1.0;

    // We solve the equation define by the function and use the result to calculate values, nodes are also calculates.
    final UnivariateRealFunction f = CommonsMathWrapper.wrapUnivariate(function);
    double growth;
    try {
        growth = solver.solve(f, -.5, .5, initialGuess);

        for (int loopmonth = 1; loopmonth < NB_MONTH; loopmonth++) {
            nodes[loopmonth] = x1 + loopmonth * (x2 - x1) / 12.0;
            values[loopmonth] = values[loopmonth - 1] * (1 + growth + _seasonalValues[loopmonth]);
        }
    } catch (final MaxIterationsExceededException ex) {
        // TODO Auto-generated catch block
        ex.printStackTrace();
    } catch (final FunctionEvaluationException ex) {
        // TODO Auto-generated catch block
        ex.printStackTrace();
    }

    final Interpolator1DDataBundle dataBundle = getDataBundleFromSortedArrays(nodes, values);
    final StepInterpolator1D stepInterpolator = new StepInterpolator1D();

    return stepInterpolator.interpolate(dataBundle, value);

}

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From source file:com.cloudera.science.pig.EBCI.java

public double eval(int n, double e) {
    GammaDistribution g1 = new GammaDistributionImpl(alpha1 + n, beta1 + e);
    GammaDistribution g2 = new GammaDistributionImpl(alpha2 + n, beta2 + e);
    PiFunction pi = new PiFunction(q.eval(n, e), g1, g2);
    PiFunctionIntegral ipi = new PiFunctionIntegral(pi, target);

    try {/*from  www.j a  v  a  2s  . c o  m*/
        return (new BrentSolver()).solve(ipi, 0.0, 10.0, 0.01);
    } catch (ConvergenceException e1) {
        e1.printStackTrace();
    } catch (FunctionEvaluationException e1) {
        e1.printStackTrace();
    } catch (RuntimeException e1) {
        //MathRuntimeException function values at endpoints do not have different signs 
        e1.printStackTrace();

    }
    return -1.0;
}

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