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

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#ifndef _NUMERICS4CPP_ROOT_BISECTION_H_
#define _NUMERICS4CPP_ROOT_BISECTION_H_

#include <cmath>
#include <limits>
#include "../iterativemethod.h"
#include "../math.h"

NUM_NAMESPACE_BEGIN

template<class Function>
class bisection_root_finder : public iterative_method {

public:
        bisection_root_finder(Function& f, unsigned int iterations = 100, double relative_error = 1.0e-15) : iterative_method(iterations, relative_error), _function(f) {
        }
        
        double find_root(double min, double max) {
        double m;
        double fm;
        double fmin;

        if (is_nan(min) || is_nan(max)) {
            return std::numeric_limits<double>::quiet_NaN();
        }
        
        unsigned int i = 0;
        while (i < maximum_iterations()) {
            m = min + (max - min) / 2.0;
            fmin = _function(min);
            fm = _function(m);

            if (fm * fmin > 0.0) {
                // max and m bracket the root.
                min = m;
                fmin = fm;
            } else {
                // min and m bracket the root.
                max = m;
            }

            if (std::fabs(std::max(std::fabs(fm), m / min - 1.0)) <= maximum_relative_error()) {
                return min + (max - min) / 2.0;
            }
            ++i;
        }

        throw convergence_exception("Maximum number of iterations exceeded.");
        }
                        
private:
        Function& _function;
};

NUM_NAMESPACE_END

#endif

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