> and unit tests.  While things like rootfinding for
> non-differentiable functions
> may eventually have a place and may benefit from algorithms that
> someone can
> claim copyright ownership of, if no one else does it before I get
> to it, I will
> translate my simple newton's method implementation (which is trivial) and
> submit it. I would appreciate input on what a nice Java interface
> would look
> like for rootfinding, initally assuming that the function has a
> derivative, but
> ideally extensible to support strategies that do not require
> differentiability.

In the chi-square patch, I created a root finding utility class.  I used the
bisection method to provide a default mechanism for computing inverse CDFs.
It's driven by a simple Function interface.  Check it out and see if it's
something you can use or improve.

The relevant types are org.apache.jakarta.commons.math.RootFinding and
org.apache.jakarta.commons.math.Function and there it's utilized in
org.apache.jakarta.commons.math.stat.distribution.AbstractContinuousDistribu
tion.

Let me know what you think.

Brent Worden
http://www.brent.worden.org


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