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

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#ifndef _NUMERICS4CPP_ROOT_SECANT_H_
#define _NUMERICS4CPP_ROOT_SECANT_H_

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

NUM_NAMESPACE_BEGIN

template<class Function>
class secant_root_finder : public iterative_method {

public:
        secant_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 x0, double x1) {
        double f0 = _function(x0);
        double f1 = _function(x1);
        double f;
        unsigned int n = 0;
        double x;
        double delta;
        double error;

        do {
            delta = f1 * (x1 - x0) / (f1 - f0);
            x = x1 - delta;
            f = _function(x);
            error = std::max(std::fabs(f), std::fabs(delta / x1));

            // update for next iteration
            ++n;
            x0 = x1;
            f0 = f1;
            x1 = x;
            f1 = f;
        } while (n < maximum_iterations() && error > maximum_relative_error());
            
        if (n >= maximum_iterations()) {
            throw convergence_exception("Secant method failed to converge.");
        }

        return x;
        }
                        
private:
        Function& _function;
};

NUM_NAMESPACE_END

#endif

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