src/main/cpp/numerics4cpp/root/bracket.h

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#ifndef _NUMERICS4CPP_ROOT_BRACKET_H_
#define _NUMERICS4CPP_ROOT_BRACKET_H_

#include <algorithm>
#include <cmath>
#include "../exception/exception.h"

NUM_NAMESPACE_BEGIN

template<class Function>
class bracket {
        
public:
        bracket(Function& f, unsigned int iterations = 100) : _function(f) {
                maximum_iterations(iterations);
        }
                
        int maximum_iterations() const {
                return _maximum_iterations;
        }
        
        void maximum_iterations(unsigned int iterations) {
                if (iterations == 0) {
            throw invalid_argument_exception("Maximum iterations must be positive.");
                }
                _maximum_iterations = iterations;
        }
                
    void bracket_out(double lower, double initial, double upper) {
        if (lower > initial) {
            throw invalid_argument_exception("Lower bound must be less than initial value.");
        }
        
        if (initial > upper) {
            throw invalid_argument_exception("Upper bound must be greater than initial value.");
        }

        if (is_nan(lower) || is_nan(initial) || is_nan(upper)) {
            _lower_bound = _upper_bound = std::numeric_limits<double>::quiet_NaN();
        } else {
            double a = initial;
            double b = a;
            double fa;
            double fb;
            int n = 0;
            double factor = std::fabs(a * .10);
            double change = 0.0;

            _lower_bound = lower;
            _upper_bound = upper;
                
            do {
                n += 1;
                change += factor;
                a = std::max(a - change, lower);
                b = std::min(b + change, upper);
                fa = _function(a);
                fb = _function(b);
            } while ((fa * fb > 0.0) && (n < maximum_iterations()));

            if (n >= maximum_iterations()) {
                throw convergence_exception("Continued fraction failed to converge.");
            }

            _lower_bound = a;
            _upper_bound = b;
        }
        }

        double upper_bound() const {
                return _upper_bound;
        }

        double lower_bound() const {
                return _lower_bound;
        }
                
private:
        Function& _function;

    unsigned int _maximum_iterations;

    double _lower_bound;
    
    double _upper_bound;
};

NUM_NAMESPACE_END

#endif

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