Package org.drip.function.r1tor1solver

Class FixedPointFinderBracketing

java.lang.Object

org.drip.function.r1tor1solver.FixedPointFinder

org.drip.function.r1tor1solver.FixedPointFinderBracketing

Direct Known Subclasses:

FixedPointFinderBrent, FixedPointFinderZheng

public class FixedPointFinderBracketing
extends FixedPointFinder

FixedPointFinderBracketing customizes the FixedPointFinder for bracketing based fixed point finder functionality.

FixedPointFinderBracketing applies the following customization:

• Initializes the fixed point finder by computing the starting brackets
• Iterating the next search variate using one of the specified variate iterator primitives.

By default, FixedPointFinderBracketing does not do compound iterations of the variate using any schemes - that is done by classes that extend it.

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = R^d To R^d Function Analysis
• Package = Built-in R¹ To R¹ Solvers

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
FixedPointFinderBracketing(double dblOFGoal, R1ToR1 of, ExecutionControl ec, int iIteratorPrimitive, boolean bWhine)	FixedPointFinderBracketing 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 Details

FixedPointFinderBracketing

public FixedPointFinderBracketing(double dblOFGoal,
R1ToR1 of,
ExecutionControl ec,
int iIteratorPrimitive,
boolean bWhine)
                           throws java.lang.Exception

FixedPointFinderBracketing constructor

Parameters:

dblOFGoal - OF Goal

of - Objective Function

ec - Execution Control

iIteratorPrimitive - Iterator Primitive

bWhine - TRUE - Balk on Encountering Exception

Throws:

java.lang.Exception - Thrown if inputs are invalid