gov.sandia.cognition.learning.algorithm.root

Class RootFinderSecantMethod

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm<ResultType>

gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner<Evaluator<java.lang.Double,java.lang.Double>,InputOutputPair<java.lang.Double,java.lang.Double>>

gov.sandia.cognition.learning.algorithm.root.AbstractRootFinder

gov.sandia.cognition.learning.algorithm.root.AbstractBracketedRootFinder

gov.sandia.cognition.learning.algorithm.root.RootFinderSecantMethod

All Implemented Interfaces:

AnytimeAlgorithm<InputOutputPair<java.lang.Double,java.lang.Double>>, IterativeAlgorithm, MeasurablePerformanceAlgorithm, StoppableAlgorithm, AnytimeBatchLearner<Evaluator<java.lang.Double,java.lang.Double>,InputOutputPair<java.lang.Double,java.lang.Double>>, BatchLearner<Evaluator<java.lang.Double,java.lang.Double>,InputOutputPair<java.lang.Double,java.lang.Double>>, RootFinder, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

@PublicationReference(author="Wikipedia",
                      title="Secant method",
                      type=WebPage,
                      year=2009,
                      url="http://en.wikipedia.org/wiki/Secant_method")
public class RootFinderSecantMethod
extends AbstractBracketedRootFinder

The secant algorithm for root finding. This is a fast method but it is known to fail even in real-world cases, when a function's slope tends to zero the secant method will take near-infinite leaps. This version of the algorithm limits the maximum step size to ameliorate this problem. The algorithm works like a derivative-free approximation to the Newton-Raphson root-finding method. This is one of the fastest root-finding methods, but may fail to find a root on real-world cases. I would suggest using Ridders's method.

Since:

3.0

Author:

Kevin R. Dixon

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
static double	MAX_STEP Maximum step size allowed, 1.0

Fields inherited from class gov.sandia.cognition.learning.algorithm.root.AbstractBracketedRootFinder

DEFAULT_ROOT_BRACKETER

Fields inherited from class gov.sandia.cognition.learning.algorithm.root.AbstractRootFinder

DEFAULT_MAX_ITERATIONS, DEFAULT_TOLERANCE

Fields inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner

data, keepGoing

Fields inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm

maxIterations

Fields inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

DEFAULT_ITERATION, iteration

Constructor Summary

Constructors

Constructor and Description
RootFinderSecantMethod() Creates a new instance of RootFinderSecantMethod

Method Summary

Modifier and Type	Method and Description
InputOutputPair<java.lang.Double,java.lang.Double>	getResult() Gets the current result of the algorithm.
protected boolean	initializeAlgorithm() Called to initialize the learning algorithm's state based on the data that is stored in the data field.
protected boolean	step() Called to take a single step of the learning algorithm.

Methods inherited from class gov.sandia.cognition.learning.algorithm.root.AbstractBracketedRootFinder

cleanupAlgorithm, getBracketer, getRootBracket, setBracketer, setRootBracket

Methods inherited from class gov.sandia.cognition.learning.algorithm.root.AbstractRootFinder

clone, getInitialGuess, getPerformance, getTolerance, setInitialGuess, setTolerance

Methods inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner

getData, getKeepGoing, learn, setData, setKeepGoing, stop

Methods inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm

getMaxIterations, isResultValid, setMaxIterations

Methods inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

addIterativeAlgorithmListener, fireAlgorithmEnded, fireAlgorithmStarted, fireStepEnded, fireStepStarted, getIteration, getListeners, removeIterativeAlgorithmListener, setIteration, setListeners

Methods inherited from class java.lang.Object

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

Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchLearner

learn

Methods inherited from interface gov.sandia.cognition.algorithm.AnytimeAlgorithm

getMaxIterations, setMaxIterations

Methods inherited from interface gov.sandia.cognition.algorithm.IterativeAlgorithm

addIterativeAlgorithmListener, getIteration, removeIterativeAlgorithmListener

Methods inherited from interface gov.sandia.cognition.algorithm.StoppableAlgorithm

isResultValid, stop

Field Detail

MAX_STEP

public static final double MAX_STEP

Maximum step size allowed, 1.0

See Also:

Constant Field Values

Constructor Detail

RootFinderSecantMethod

public RootFinderSecantMethod()

Creates a new instance of RootFinderSecantMethod

Method Detail

initializeAlgorithm

protected boolean initializeAlgorithm()

Description copied from class: AbstractAnytimeBatchLearner

Called to initialize the learning algorithm's state based on the data that is stored in the data field. The return value indicates if the algorithm can be run or not based on the initialization.

Overrides:

initializeAlgorithm in class AbstractBracketedRootFinder

Returns:

True if the learning algorithm can be run and false if it cannot.

step

protected boolean step()

Description copied from class: AbstractAnytimeBatchLearner

Called to take a single step of the learning algorithm.

Specified by:

step in class AbstractAnytimeBatchLearner<Evaluator<java.lang.Double,java.lang.Double>,InputOutputPair<java.lang.Double,java.lang.Double>>

Returns:

True if another step can be taken and false it the algorithm should halt.

getResult

public InputOutputPair<java.lang.Double,java.lang.Double> getResult()

Description copied from interface: AnytimeAlgorithm

Gets the current result of the algorithm.

Specified by:

getResult in interface AnytimeAlgorithm<InputOutputPair<java.lang.Double,java.lang.Double>>

Overrides:

getResult in class AbstractBracketedRootFinder

Returns:

Current result of the algorithm.