org.drip.function.r1tor1solver

Class FixedPointFinderZheng

java.lang.Object

org.drip.function.r1tor1solver.FixedPointFinder

org.drip.function.r1tor1solver.FixedPointFinderBracketing

org.drip.function.r1tor1solver.FixedPointFinderZheng

public class FixedPointFinderZheng
extends FixedPointFinderBracketing

FixedPointFinderZheng implements the fixed point locator using Zheng's improvement to Brent's method. FixedPointFinderZheng overrides the iterateCompoundVariate method to achieve the desired simplification in the iterative variate selection.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
FixedPointFinderZheng(double dblOFGoal, R1ToR1 of, boolean bWhine) FixedPointFinderZheng constructor

Method Summary

Methods inherited from class org.drip.function.r1tor1solver.FixedPointFinder

findRoot, findRoot

Methods inherited from class java.lang.Object

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

Constructor Detail

FixedPointFinderZheng

public FixedPointFinderZheng(double dblOFGoal,
                             R1ToR1 of,
                             boolean bWhine)
                      throws java.lang.Exception

FixedPointFinderZheng constructor

Parameters:

dblOFGoal - OF Goal

of - Objective Function

bWhine - TRUE - Balk on Encountering Exception

Throws:

java.lang.Exception - Propogated from below