1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130
// Copyright (c) 2015, Mikhail Vorotilov // All rights reserved. // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, this // list of conditions and the following disclaimer. // // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE // DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE // FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL // DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR // SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER // CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, // OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE // OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. use super::super::FloatType; use super::SearchError; use super::Convergency; /// Illinois modification to the classical method #[derive(Debug,PartialEq)] enum Edge { /// Value is close to X1, reduce the Y1 weight EdgeX1, /// Value is in the middle of the interval NoEdge, /// Value is close to X2, reduce the Y2 weight EdgeX2, } /// Find a root of the function f(x) = 0 using the Illinois modification of the regula falsi method. /// /// Pro /// /// + Simple /// + Robust /// + No need for derivative function /// /// Contra /// /// - Slow /// - Needs initial bracketing /// /// # Failures /// ## NoBracketing /// Initial values do not bracket the root. /// ## NoConvergency /// Algorithm cannot find a root within the given number of iterations. /// # Examples /// /// ``` /// use roots::SimpleConvergency; /// use roots::find_root_regula_falsi; /// /// let f = |x| { 1f64*x*x - 1f64 }; /// let convergency = SimpleConvergency { eps:1e-15f64, max_iter:30 }; /// /// let root1 = find_root_regula_falsi(10f64, 0f64, &f, &convergency); /// // Returns approximately Ok(1); /// /// let root2 = find_root_regula_falsi(-10f64, 0f64, &f, &convergency); /// // Returns approximately Ok(-1); /// ``` pub fn find_root_regula_falsi<F:FloatType>(a:F, b:F, f:&Fn(F)->F, convergency:&Convergency<F>) -> (Result<F,SearchError>) { let _2 = F::one() + F::one(); let (mut x1, mut x2) = if a > b { (b, a) } else { (a, b) }; let mut y1 = f(x1); if convergency.is_root_found(y1) { return Ok(x1); } let mut y2 = f(x2); if convergency.is_root_found(y2) { return Ok(x2); } if y1 * y2 > F::zero() { return Err(SearchError::NoBracketing); } let mut edge = Edge::NoEdge; let mut iter = 0; loop { let x = (x1*y2-x2*y1)/(y2-y1); if convergency.is_converged(x1,x2) { return Ok(x); } let y = f(x); if convergency.is_root_found(y) { return Ok(x); } if y * y1 > F::zero() { x1 = x; y1 = y; if edge == Edge::EdgeX1 { y2 = y2 / _2; } edge = Edge::EdgeX1; } else if y * y2 > F::zero() { x2 = x; y2 = y; if edge == Edge::EdgeX2 { y1 = y1 / _2; } edge = Edge::EdgeX2; } else { return Ok(x); } iter = iter + 1; if convergency.is_iteration_limit_reached(iter) { return Err(SearchError::NoConvergency); } } } #[test] fn test_find_root_regula_falsi() { let f = |x| { 1f64*x*x - 1f64 }; let conv = super::debug_convergency::DebugConvergency::new(1e-15f64, 30); conv.reset(); assert_float_eq!(1e-15f64, find_root_regula_falsi(10f64, 0f64, &f, &conv).ok().unwrap(), 1f64); assert_eq!(11, conv.get_iter_count()); conv.reset(); assert_float_eq!(1e-15f64, find_root_regula_falsi(-10f64, 0f64, &f, &conv).ok().unwrap(), -1f64); assert_eq!(11, conv.get_iter_count()); conv.reset(); assert_eq!(find_root_regula_falsi(10f64, 20f64, &f, &conv), Err(SearchError::NoBracketing)); assert_eq!(0, conv.get_iter_count()); }