Author: luc
Date: Mon Jun 23 06:46:46 2008
New Revision: 670569
URL: http://svn.apache.org/viewvc?rev=670569&view=rev
Log:
ported all changes from trunk between r6152100 (branch 2.0 creation) and
r670469 (today)
These changes contain fixes for MATH-204 and MATH-205
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/analysis/BrentSolver.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/transform/FastCosineTransformer.java
commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/analysis/BrentSolverTest.java
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/analysis/BrentSolver.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/analysis/BrentSolver.java?rev=670569&r1=670568&r2=670569&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/analysis/BrentSolver.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/analysis/BrentSolver.java
Mon Jun 23 06:46:46 2008
@@ -26,7 +26,7 @@
* <p>
* The function should be continuous but not necessarily smooth.</p>
*
- * @version $Revision$ $Date$
+ * @version $Revision:670469 $ $Date:2008-06-23 10:01:38 +0200 (lun., 23 juin
2008) $
*/
public class BrentSolver extends UnivariateRealSolverImpl {
@@ -128,20 +128,41 @@
clearResult();
verifyInterval(min, max);
+ double ret = Double.NaN;
+
double yMin = f.value(min);
double yMax = f.value(max);
// Verify bracketing
- if (yMin * yMax >= 0) {
- throw new IllegalArgumentException
- ("Function values at endpoints do not have different signs." +
- " Endpoints: [" + min + "," + max + "]" +
- " Values: [" + yMin + "," + yMax + "]");
+ double sign = yMin * yMax;
+ if (sign > 0) {
+ // check if either value is close to a zero
+ if (Math.abs(yMin) <= functionValueAccuracy) {
+ setResult(min, 0);
+ ret = min;
+ } else if (Math.abs(yMax) <= functionValueAccuracy) {
+ setResult(max, 0);
+ ret = max;
+ } else {
+ // neither value is close to zero and min and max do not
bracket root.
+ throw new IllegalArgumentException
+ ("Function values at endpoints do not have different signs." +
+ " Endpoints: [" + min + "," + max + "]" +
+ " Values: [" + yMin + "," + yMax + "]");
+ }
+ } else if (sign < 0){
+ // solve using only the first endpoint as initial guess
+ ret = solve(min, yMin, max, yMax, min, yMin);
+ } else {
+ // either min or max is a root
+ if (yMin == 0.0) {
+ ret = min;
+ } else {
+ ret = max;
+ }
}
- // solve using only the first endpoint as initial guess
- return solve(min, yMin, max, yMax, min, yMin);
-
+ return ret;
}
/**
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/transform/FastCosineTransformer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/transform/FastCosineTransformer.java?rev=670569&r1=670568&r2=670569&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/transform/FastCosineTransformer.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/transform/FastCosineTransformer.java
Mon Jun 23 06:46:46 2008
@@ -34,7 +34,7 @@
* power of 2 plus one. Users should especially pay attention to the
* function transformation on how this affects the sampling.</p>
*
- * @version $Revision$ $Date$
+ * @version $Revision:670469 $ $Date:2008-06-23 10:01:38 +0200 (lun., 23 juin
2008) $
* @since 1.2
*/
public class FastCosineTransformer implements Serializable {
@@ -53,7 +53,7 @@
* Transform the given real data set.
* <p>
* The formula is $ F_n = (1/2) [f_0 + (-1)^n f_N] +
- * \Sigma_{k=0}^{N-1} f_k \cos(\pi nk/N) $
+ * \Sigma_{k=1}^{N-1} f_k \cos(\pi nk/N) $
* </p>
*
* @param f the real data array to be transformed
@@ -71,7 +71,7 @@
* Transform the given real function, sampled on the given interval.
* <p>
* The formula is $ F_n = (1/2) [f_0 + (-1)^n f_N] +
- * \Sigma_{k=0}^{N-1} f_k \cos(\pi nk/N) $
+ * \Sigma_{k=1}^{N-1} f_k \cos(\pi nk/N) $
* </p>
*
* @param f the function to be sampled and transformed
@@ -94,7 +94,7 @@
* Transform the given real data set.
* <p>
* The formula is $ F_n = \sqrt{1/2N} [f_0 + (-1)^n f_N] +
- * \sqrt{2/N} \Sigma_{k=0}^{N-1} f_k \cos(\pi nk/N)
$
+ * \sqrt{2/N} \Sigma_{k=1}^{N-1} f_k \cos(\pi nk/N)
$
* </p>
*
* @param f the real data array to be transformed
@@ -113,7 +113,7 @@
* Transform the given real function, sampled on the given interval.
* <p>
* The formula is $ F_n = \sqrt{1/2N} [f_0 + (-1)^n f_N] +
- * \sqrt{2/N} \Sigma_{k=0}^{N-1} f_k \cos(\pi nk/N)
$
+ * \sqrt{2/N} \Sigma_{k=1}^{N-1} f_k \cos(\pi nk/N)
$
*
* </p>
*
@@ -138,7 +138,7 @@
* Inversely transform the given real data set.
* <p>
* The formula is $ f_k = (1/N) [F_0 + (-1)^k F_N] +
- * (2/N) \Sigma_{n=0}^{N-1} F_n \cos(\pi nk/N) $
+ * (2/N) \Sigma_{n=1}^{N-1} F_n \cos(\pi nk/N) $
* </p>
*
* @param f the real data array to be inversely transformed
@@ -157,7 +157,7 @@
* Inversely transform the given real function, sampled on the given
interval.
* <p>
* The formula is $ f_k = (1/N) [F_0 + (-1)^k F_N] +
- * (2/N) \Sigma_{n=0}^{N-1} F_n \cos(\pi nk/N) $
+ * (2/N) \Sigma_{n=1}^{N-1} F_n \cos(\pi nk/N) $
* </p>
*
* @param f the function to be sampled and inversely transformed
@@ -181,7 +181,7 @@
* Inversely transform the given real data set.
* <p>
* The formula is $ f_k = \sqrt{1/2N} [F_0 + (-1)^k F_N] +
- * \sqrt{2/N} \Sigma_{n=0}^{N-1} F_n \cos(\pi nk/N)
$
+ * \sqrt{2/N} \Sigma_{n=1}^{N-1} F_n \cos(\pi nk/N)
$
* </p>
*
* @param f the real data array to be inversely transformed
@@ -199,7 +199,7 @@
* Inversely transform the given real function, sampled on the given
interval.
* <p>
* The formula is $ f_k = \sqrt{1/2N} [F_0 + (-1)^k F_N] +
- * \sqrt{2/N} \Sigma_{n=0}^{N-1} F_n \cos(\pi nk/N)
$
+ * \sqrt{2/N} \Sigma_{n=1}^{N-1} F_n \cos(\pi nk/N)
$
* </p>
*
* @param f the function to be sampled and inversely transformed
Modified: commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml?rev=670569&r1=670568&r2=670569&view=diff
==============================================================================
--- commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml Mon Jun 23
06:46:46 2008
@@ -105,6 +105,9 @@
</action>
</release>
<release version="1.3-SNAPSHOT" date="TBD" description="TBD">
+ <action dev="luc" type="fix" issue="MATH-205" due-to="Roman
Werpachowski">
+ Fixed formula in fast cosine transformer javadoc comments.
+ </action>
<action dev="brentworden" type="fix" issue="MATH-193" due-to="Michael
Heuer and Sebb">
Javadoc and style fixes.
</action>
@@ -123,6 +126,9 @@
<action dev="brentworden" type="fix" issue="MATH-201" due-to="Peter
Wyngaard">
Fixed truncation error in t-test classes for large t values.
</action>
+ <action dev="brentworden" type="fix" issue="MATH-204" due-to="Mick">
+ Added root checks for the endpoints.
+ </action>
</release>
<release version="1.2" date="2008-02-24"
description="This release combines bug fixes and new features. Most notable
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/analysis/BrentSolverTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/analysis/BrentSolverTest.java?rev=670569&r1=670568&r2=670569&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/analysis/BrentSolverTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/analysis/BrentSolverTest.java
Mon Jun 23 06:46:46 2008
@@ -31,7 +31,7 @@
* default absolute accuracy of 10E-8 for sinus and the quintic function around
* zero, and 5..10 iterations for the other zeros.
*
- * @version $Revision$ $Date$
+ * @version $Revision:670469 $ $Date:2008-06-23 10:01:38 +0200 (lun., 23 juin
2008) $
*/
public final class BrentSolverTest extends TestCase {
@@ -268,6 +268,18 @@
assertEquals(result, 1.0, 1E-6);
}
+ public void testRootEndpoints() throws Exception {
+ UnivariateRealFunction f = new SinFunction();
+ UnivariateRealSolver solver = new BrentSolver(f);
+
+ // endpoint is root
+ double result = solver.solve(Math.PI, 4);
+ assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
+
+ result = solver.solve(3, Math.PI);
+ assertEquals(result, Math.PI, solver.getAbsoluteAccuracy());
+ }
+
public void testBadEndpoints() throws Exception {
UnivariateRealFunction f = new SinFunction();
UnivariateRealSolver solver = new BrentSolver(f);
