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* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
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*
* http://www.apache.org/licenses/LICENSE-2.0
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* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
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package org.apache.commons.math4.analysis.solvers;
import org.apache.commons.math4.analysis.FunctionUtils;
import org.apache.commons.math4.analysis.MonitoredFunction;
import org.apache.commons.math4.analysis.QuinticFunction;
import org.apache.commons.math4.analysis.UnivariateFunction;
import org.apache.commons.math4.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math4.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math4.analysis.function.Constant;
import org.apache.commons.math4.analysis.function.Inverse;
import org.apache.commons.math4.analysis.function.Sin;
import org.apache.commons.math4.analysis.function.Sqrt;
import org.apache.commons.math4.analysis.solvers.BrentSolver;
import org.apache.commons.math4.analysis.solvers.UnivariateSolver;
import org.apache.commons.math4.exception.NoBracketingException;
import org.apache.commons.math4.exception.NumberIsTooLargeException;
import org.apache.commons.math4.exception.TooManyEvaluationsException;
import org.apache.commons.math4.util.FastMath;
import org.junit.Assert;
import org.junit.Test;
/**
* Test case for {@link BrentSolver Brent} solver.
* Because Brent-Dekker is guaranteed to converge in less than the default
* maximum iteration count due to bisection fallback, it is quite hard to
* debug. I include measured iteration counts plus one in order to detect
* regressions. On average Brent-Dekker should use 4..5 iterations for the
* default absolute accuracy of 10E-8 for sinus and the quintic function around
* zero, and 5..10 iterations for the other zeros.
*
*/
public final class BrentSolverTest {
@Test
public void testSinZero() {
// The sinus function is behaved well around the root at pi. The second
// order derivative is zero, which means linar approximating methods will
// still converge quadratically.
UnivariateFunction f = new Sin();
double result;
UnivariateSolver solver = new BrentSolver();
// Somewhat benign interval. The function is monotone.
result = solver.solve(100, f, 3, 4);
// System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, FastMath.PI, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 7);
// Larger and somewhat less benign interval. The function is grows first.
result = solver.solve(100, f, 1, 4);
// System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, FastMath.PI, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 8);
}
@Test
public void testQuinticZero() {
// The quintic function has zeros at 0, +-0.5 and +-1.
// Around the root of 0 the function is well behaved, with a second derivative
// of zero a 0.
// The other roots are less well to find, in particular the root at 1, because
// the function grows fast for x>1.
// The function has extrema (first derivative is zero) at 0.27195613 and 0.82221643,
// intervals containing these values are harder for the solvers.
UnivariateFunction f = new QuinticFunction();
double result;
// Brent-Dekker solver.
UnivariateSolver solver = new BrentSolver();
// Symmetric bracket around 0. Test whether solvers can handle hitting
// the root in the first iteration.
result = solver.solve(100, f, -0.2, 0.2);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 3);
// 1 iterations on i586 JDK 1.4.1.
// Asymmetric bracket around 0, just for fun. Contains extremum.
result = solver.solve(100, f, -0.1, 0.3);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0, solver.getAbsoluteAccuracy());
// 5 iterations on i586 JDK 1.4.1.
Assert.assertTrue(solver.getEvaluations() <= 7);
// Large bracket around 0. Contains two extrema.
result = solver.solve(100, f, -0.3, 0.45);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0, solver.getAbsoluteAccuracy());
// 6 iterations on i586 JDK 1.4.1.
Assert.assertTrue(solver.getEvaluations() <= 8);
// Benign bracket around 0.5, function is monotonous.
result = solver.solve(100, f, 0.3, 0.7);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
// 6 iterations on i586 JDK 1.4.1.
Assert.assertTrue(solver.getEvaluations() <= 9);
// Less benign bracket around 0.5, contains one extremum.
result = solver.solve(100, f, 0.2, 0.6);
// System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 10);
// Large, less benign bracket around 0.5, contains both extrema.
result = solver.solve(100, f, 0.05, 0.95);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 0.5, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 11);
// Relatively benign bracket around 1, function is monotonous. Fast growth for x>1
// is still a problem.
result = solver.solve(100, f, 0.85, 1.25);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 11);
// Less benign bracket around 1 with extremum.
result = solver.solve(100, f, 0.8, 1.2);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 11);
// Large bracket around 1. Monotonous.
result = solver.solve(100, f, 0.85, 1.75);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 13);
// Large bracket around 1. Interval contains extremum.
result = solver.solve(100, f, 0.55, 1.45);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 10);
// Very large bracket around 1 for testing fast growth behaviour.
result = solver.solve(100, f, 0.85, 5);
//System.out.println(
// "Root: " + result + " Evaluations: " + solver.getEvaluations());
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(solver.getEvaluations() <= 15);
try {
result = solver.solve(5, f, 0.85, 5);
Assert.fail("Expected TooManyEvaluationsException");
} catch (TooManyEvaluationsException e) {
// Expected.
}
}
@Test
public void testRootEndpoints() {
UnivariateFunction f = new Sin();
BrentSolver solver = new BrentSolver();
// endpoint is root
double result = solver.solve(100, f, FastMath.PI, 4);
Assert.assertEquals(FastMath.PI, result, solver.getAbsoluteAccuracy());
result = solver.solve(100, f, 3, FastMath.PI);
Assert.assertEquals(FastMath.PI, result, solver.getAbsoluteAccuracy());
result = solver.solve(100, f, FastMath.PI, 4, 3.5);
Assert.assertEquals(FastMath.PI, result, solver.getAbsoluteAccuracy());
result = solver.solve(100, f, 3, FastMath.PI, 3.07);
Assert.assertEquals(FastMath.PI, result, solver.getAbsoluteAccuracy());
}
@Test
public void testBadEndpoints() {
UnivariateFunction f = new Sin();
BrentSolver solver = new BrentSolver();
try { // bad interval
solver.solve(100, f, 1, -1);
Assert.fail("Expecting NumberIsTooLargeException - bad interval");
} catch (NumberIsTooLargeException ex) {
// expected
}
try { // no bracket
solver.solve(100, f, 1, 1.5);
Assert.fail("Expecting NoBracketingException - non-bracketing");
} catch (NoBracketingException ex) {
// expected
}
try { // no bracket
solver.solve(100, f, 1, 1.5, 1.2);
Assert.fail("Expecting NoBracketingException - non-bracketing");
} catch (NoBracketingException ex) {
// expected
}
}
@Test
public void testInitialGuess() {
MonitoredFunction f = new MonitoredFunction(new QuinticFunction());
BrentSolver solver = new BrentSolver();
double result;
// no guess
result = solver.solve(100, f, 0.6, 7.0);
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
int referenceCallsCount = f.getCallsCount();
Assert.assertTrue(referenceCallsCount >= 13);
// invalid guess (it *is* a root, but outside of the range)
try {
result = solver.solve(100, f, 0.6, 7.0, 0.0);
Assert.fail("a NumberIsTooLargeException was expected");
} catch (NumberIsTooLargeException iae) {
// expected behaviour
}
// bad guess
f.setCallsCount(0);
result = solver.solve(100, f, 0.6, 7.0, 0.61);
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(f.getCallsCount() > referenceCallsCount);
// good guess
f.setCallsCount(0);
result = solver.solve(100, f, 0.6, 7.0, 0.999999);
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertTrue(f.getCallsCount() < referenceCallsCount);
// perfect guess
f.setCallsCount(0);
result = solver.solve(100, f, 0.6, 7.0, 1.0);
Assert.assertEquals(result, 1.0, solver.getAbsoluteAccuracy());
Assert.assertEquals(1, solver.getEvaluations());
Assert.assertEquals(1, f.getCallsCount());
}
@Test
public void testMath832() {
final UnivariateFunction f = new UnivariateFunction() {
private final UnivariateDifferentiableFunction sqrt = new Sqrt();
private final UnivariateDifferentiableFunction inv = new Inverse();
private final UnivariateDifferentiableFunction func
= FunctionUtils.add(FunctionUtils.multiply(new Constant(1e2), sqrt),
FunctionUtils.multiply(new Constant(1e6), inv),
FunctionUtils.multiply(new Constant(1e4),
FunctionUtils.compose(inv, sqrt)));
@Override
public double value(double x) {
return func.value(new DerivativeStructure(1, 1, 0, x)).getPartialDerivative(1);
}
};
BrentSolver solver = new BrentSolver();
final double result = solver.solve(99, f, 1, 1e30, 1 + 1e-10);
Assert.assertEquals(804.93558250, result, 1e-8);
}
}