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MathUtils
MathUtils
root
SecantMethod.h
Go to the documentation of this file.
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/*
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* Copyright (C) 2022 Euclid Science Ground Segment
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*
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* This library is free software; you can redistribute it and/or modify it under
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* the terms of the GNU Lesser General Public License as published by the Free
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* Software Foundation; either version 3.0 of the License, or (at your option)
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* any later version.
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*
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* This library is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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* FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more
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* details.
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*
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* You should have received a copy of the GNU Lesser General Public License
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* along with this library; if not, write to the Free Software Foundation, Inc.,
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* 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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*/
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#ifndef _FUNCTIONUTILS_SECANTMETHOD_H
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#define _FUNCTIONUTILS_SECANTMETHOD_H
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#include "
MathUtils/function/Function.h
"
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#include <limits>
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namespace
Euclid {
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namespace
MathUtils {
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enum class
SecantEndReason
{
SUCCESS
,
MAX_ITER
,
GRADIENT
,
OUT_OF_BOUNDS
,
VALUE_ERROR
};
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struct
SecantParams
{
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std::size_t
max_iter
= 1000;
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double
atol
= 1
e
-8;
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double
min
= -
std::numeric_limits<double>::infinity
();
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double
max
=
std::numeric_limits<double>::infinity
();
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};
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struct
SecantReturn
{
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double
root
;
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SecantEndReason
reason
;
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std::size_t
iterations
;
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};
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SecantReturn
secantMethod
(
const
Function
& func,
double
x0,
double
x1,
const
SecantParams
& params =
SecantParams
{});
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}
// namespace MathUtils
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}
// namespace Euclid
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#endif // _FUNCTIONUTILS_SECANTMETHOD_H
Euclid::MathUtils::SecantReturn::iterations
std::size_t iterations
Number of iterations.
Definition:
SecantMethod.h:42
Euclid::MathUtils::SecantParams
Definition:
SecantMethod.h:30
Euclid::MathUtils::SecantEndReason
SecantEndReason
Definition:
SecantMethod.h:28
Euclid::MathUtils::secantMethod
SecantReturn secantMethod(const Function &func, double x0, double x1, const SecantParams ¶ms=SecantParams{})
Definition:
SecantMethod.cpp:25
Euclid::MathUtils::SecantEndReason::GRADIENT
Euclid::MathUtils::SecantParams::atol
double atol
Definition:
SecantMethod.h:32
std::size_t
Euclid::MathUtils::NAryFunction
Interface class representing a function with an arbitrary number of parameters.
Definition:
Function.h:104
Euclid::MathUtils::SecantParams::max
double max
If the gradient moves the next iteration above this limit, clip the result.
Definition:
SecantMethod.h:36
e
constexpr double e
Euclid::MathUtils::SecantParams::max_iter
std::size_t max_iter
Maximum number of iterations.
Definition:
SecantMethod.h:31
std::numeric_limits::infinity
T infinity(T...args)
Euclid::MathUtils::SecantReturn::root
double root
Solution for the function.
Definition:
SecantMethod.h:40
Euclid::MathUtils::SecantParams::min
double min
If the gradient moves the next iteration below this limit, clip the result.
Definition:
SecantMethod.h:34
Euclid::MathUtils::SecantEndReason::OUT_OF_BOUNDS
Function.h
Euclid::MathUtils::SecantEndReason::MAX_ITER
Euclid::MathUtils::SecantEndReason::SUCCESS
Euclid::MathUtils::SecantReturn::reason
SecantEndReason reason
End reason.
Definition:
SecantMethod.h:41
Euclid::MathUtils::SecantReturn
Definition:
SecantMethod.h:39
Euclid::MathUtils::SecantEndReason::VALUE_ERROR
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