/**
* Copyright (C) 2009 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.math.rootfinding;
import org.apache.commons.lang.Validate;
import com.opengamma.analytics.math.MathException;
import com.opengamma.analytics.math.function.RealPolynomialFunction1D;
/**
* Class that calculates the real roots of a quadratic function.
* <p>
* The roots can be found analytically. For a quadratic $ax^2 + bx + c = 0$, the roots are given by:
* $$
* \begin{align*}
* x_{1, 2} = \frac{-b \pm \sqrt{b^2 - 4ac}}{2a}
* \end{align*}
* $$
* If no real roots exist (i.e. $b^2 - 4ac < 0$) then an exception is thrown.
*/
public class QuadraticRealRootFinder implements Polynomial1DRootFinder<Double> {
/**
* {@inheritDoc}
* @throws IllegalArgumentException If the function is not a quadratic
* @throws MathException If the roots are not real
*/
@Override
public Double[] getRoots(final RealPolynomialFunction1D function) {
Validate.notNull(function, "function");
final double[] coefficients = function.getCoefficients();
Validate.isTrue(coefficients.length == 3, "Function is not a quadratic");
final double c = coefficients[0];
final double b = coefficients[1];
final double a = coefficients[2];
final double discriminant = b * b - 4 * a * c;
if (discriminant < 0) {
throw new MathException("No real roots for quadratic");
}
final double q = -0.5 * (b + Math.signum(b) * discriminant);
return new Double[] {q / a, c / q};
}
}