Package org.drip.function.r1tor1solver

Class FixedPointFinder

java.lang.Object
org.drip.function.r1tor1solver.FixedPointFinder
Direct Known Subclasses:
FixedPointFinderBracketing, FixedPointFinderNewton
public abstract class FixedPointFinder
extends java.lang.Object
FixedPointFinder is the base abstract class that is implemented by customized invocations, e.g., Newton's method, or any of the bracketing methodologies.

FixedPointFinder invokes the core routine for determining the fixed point from the goal. The ExecutionControl determines the execution termination. The initialization heuristics implements targeted customization of the search.

FixedPointFinder main flow comprises of the following steps:
  • Initialize the fixed point search zone by determining either a) the brackets, or b) the starting variate.
  • Compute the absolute OF tolerance that establishes the attainment of the fixed point.
  • Launch the variate iterator that iterates the variate.
  • Iterate until the desired tolerance has been attained
  • Return the fixed point output.


Fixed point finders that derive from this provide implementations for the following:
  • - Variate initialization: They may choose either bracketing initializer, or the convergence initializer - functionality is provided for both in this module.
  • - Variate Iteration: Variates are iterated using a) any of the standard primitive built-in variate iterators (or custom ones), or b) a variate selector scheme for each iteration.


Author:
Lakshmi Krishnamurthy

  • Method Details

    • findRoot

      public FixedPointFinderOutput findRoot​(InitializationHeuristics ih)
      Invoke the solution 1D root finding sequence
      Parameters:
      ih - Optional Initialization Heuristics
      Returns:
      Root finder Solution Object for the variate

    • findRoot

      public FixedPointFinderOutput findRoot()
      Invoke the solution 1D root finding sequence
      Returns:
      Root finder Solution Object for the variate