程序包 cn.nkpro.elcube.utils.xirr

类 NewtonRaphson

java.lang.Object

cn.nkpro.elcube.utils.xirr.NewtonRaphson

public class NewtonRaphson
extends Object

Simple implementation of the Newton-Raphson method for finding roots or inverses of a function.

The function and its derivative must be supplied as instances of DoubleUnaryOperator and the answers are computed as doubles.

For examples of usage, see the source of the test class or the Xirr class.

The iterations parameter is used as an upper bound on the number of iterations to run the method for.

The tolerance parameter is used to determine when the method has been successful. If the value of the function at the candidate input is within the tolerance of the desired target value, the method terminates.

嵌套类概要

嵌套类

修饰符和类型	类	说明
static class	NewtonRaphson.Builder	Builder for NewtonRaphson instances.

字段概要

字段

修饰符和类型	字段	说明
static double	TOLERANCE	Default tolerance.

构造器概要

构造器

构造器	说明
NewtonRaphson(DoubleUnaryOperator func, DoubleUnaryOperator derivative, double tolerance, long iterations)	Construct an instance of the NewtonRaphson method for masochists who do not want to use builder().

方法概要

修饰符和类型	方法	说明
static NewtonRaphson.Builder	builder()	Convenience method for getting an instance of a NewtonRaphson.Builder.
double	findRoot(double guess)	Equivalent to inverse(0, guess).
double	inverse(double target, double guess)	Find the input value to the function which yields the given target, starting at the guess.

从类继承的方法 java.lang.Object

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

字段详细资料

TOLERANCE

public static final double TOLERANCE

Default tolerance.

另请参阅:

常量字段值

构造器详细资料

NewtonRaphson

public NewtonRaphson(DoubleUnaryOperator func,
 DoubleUnaryOperator derivative,
 double tolerance,
 long iterations)

Construct an instance of the NewtonRaphson method for masochists who do not want to use builder().

参数:

func - the function

derivative - the derivative of the function

tolerance - the tolerance

iterations - maximum number of iterations

方法详细资料

builder

public static NewtonRaphson.Builder builder()

Convenience method for getting an instance of a NewtonRaphson.Builder.

返回:

new Builder

findRoot

public double findRoot(double guess)

Equivalent to inverse(0, guess).

Find a root of the function starting at the given guess. Equivalent to invoking inverse(0, guess). Finds the input value x such that |f(x)| < tolerance.

参数:

guess - the value to start at

返回:

an input to the function which yields zero within the given tolerance

另请参阅:

inverse(double, double)

inverse

public double inverse(double target,
 double guess)

Find the input value to the function which yields the given target, starting at the guess. More precisely, finds an input value x such that |f(x) - target| < tolerance

参数:

target - the target value of the function

guess - value to start the algorithm with

返回:

the inverse of the function at target within the given tolerance

抛出:

ZeroValuedDerivativeException - if the derivative is 0 while executing the Newton-Raphson method

OverflowException - when a value involved is infinite or NaN

NonconvergenceException - if the method fails to converge in the given number of iterations