QuantLib_Solver1D (3)  Linux Man Pages
QuantLib_Solver1D: Base class for 1D solvers.
NAME
QuantLib::Solver1D  Base class for 1D solvers.
SYNOPSIS
#include <ql/math/solver1d.hpp>
Inherits CuriouslyRecurringTemplate< Impl >.
Public Member Functions
Modifiers
template<class F > Real solve (const F &f, Real accuracy, Real guess, Real step) const
template<class F > Real solve (const F &f, Real accuracy, Real guess, Real xMin, Real xMax) const
void setMaxEvaluations (Size evaluations)
void setLowerBound (Real lowerBound)
sets the lower bound for the function domain
void setUpperBound (Real upperBound)
sets the upper bound for the function domain
Protected Attributes
Real root_
Real xMin_
Real xMax_
Real fxMin_
Real fxMax_
Size maxEvaluations_
Size evaluationNumber_
Detailed Description
template<class Impl> class QuantLib::Solver1D< Impl >
Base class for 1D solvers.The implementation of this class uses the socalled 'BartonNackman trick', also known as 'the curiously recurring template pattern'. Concrete solvers will be declared as:
class Foo : public Solver1D<Foo> { public: ... template <class F> Real solveImpl(const F& f, Real accuracy) const { ... } };
 *
 xMin_ and xMax_ form a valid bracket;
 *
 fxMin_ and fxMax_ contain the values of the function in xMin_ and xMax_;
 *
 root_ is a valid initial guess. The implementation of solveImpl can safely assume all of the above.
Possible enhancements

 *
 clean up the interface so that it is clear whether the accuracy is specified for $ x $ or $ f(x) $.
 *
 add target value (now the target value is 0.0)
Member Function Documentation
Real solve (const F & f, Real accuracy, Real guess, Real step) const
This method returns the zero of the function $ f $, determined with the given accuracy $ \psilon $; depending on the particular solver, this might mean that the returned $ x $ is such that $ f(x) < \psilon $, or that $ xlon $ where $ s the real zero.
This method contains a bracketing routine to which an initial guess must be supplied as well as a step used to scan the range of the possible bracketing values.
Real solve (const F & f, Real accuracy, Real guess, Real xMin, Real xMax) const
This method returns the zero of the function $ f $, determined with the given accuracy $ \psilon $; depending on the particular solver, this might mean that the returned $ x $ is such that $ f(x) < \psilon $, or that $ xlon $ where $ s the real zero.
An initial guess must be supplied, as well as two values $ x_mathrm{min} $ and $ x_mathrm{max} $ which must bracket the zero (i.e., either $ f(x_mathrm{min})
evaluations)"
This method sets the maximum number of function evaluations for the bracketing routine. An error is thrown if a bracket is not found after this number of evaluations.
Author
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