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.
Looks fine to me,at least. I was looking for some magical way to avoid the "Function" interface requirement; but after thinking about this some more and looking at your implementation, I think that is about as convenient as we can make it for users. Newton's method or other algorithms could be added as alternative RootFinding strategies. I didn't think of bisection, which is a great idea for the CDF inversion application, since these functions tend to be well-behaved. Thanks for setting this up.
Phil
Brent Worden http://www.brent.worden.org
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