com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder.java Source code

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Here is the source code for com.opengamma.strata.math.impl.rootfinding.CubicRealRootFinder.java

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/**
 * Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
 *
 * Please see distribution for license.
 */
package com.opengamma.strata.math.impl.rootfinding;

import java.util.ArrayList;
import java.util.List;

import com.google.common.math.DoubleMath;
import com.opengamma.strata.collect.ArgChecker;
import com.opengamma.strata.math.impl.ComplexNumber;
import com.opengamma.strata.math.impl.function.RealPolynomialFunction1D;

/**
 * Root finder that calculates the roots of a cubic equation using {@link CubicRootFinder}
 * and returns only the real roots. If there are no real roots, an exception is thrown.
 */
public class CubicRealRootFinder implements Polynomial1DRootFinder<Double> {

    private static final Double[] EMPTY_ARRAY = new Double[0];
    private static final Polynomial1DRootFinder<ComplexNumber> ROOT_FINDER = new CubicRootFinder();

    @Override
    public Double[] getRoots(RealPolynomialFunction1D function) {
        ArgChecker.notNull(function, "function");
        double[] coefficients = function.getCoefficients();
        if (coefficients.length != 4) {
            throw new IllegalArgumentException("Function is not a cubic");
        }
        ComplexNumber[] result = ROOT_FINDER.getRoots(function);
        List<Double> reals = new ArrayList<>();
        for (ComplexNumber c : result) {
            if (DoubleMath.fuzzyEquals(c.getImaginary(), 0d, 1e-16)) {
                reals.add(c.getReal());
            }
        }
        ArgChecker.isTrue(reals.size() > 0, "Could not find any real roots");
        return reals.toArray(EMPTY_ARRAY);
    }

}