public double SolveFunction()
{
SolverFunction func = SolveList[(int)ParmeterIndex];
return(func.Calculate());
}
public static decimal FindFunctionZero(SolverFunction func, decimal lowerBound, decimal upperBound, decimal tolerance)
{
//Using Brent’s method, find the root of a function func known to lie between x1 and x2. The
//root, returned as zbrent, will be refined until its accuracy is tol.
int iter = 0;
decimal a = 0;
decimal b = 0;
decimal c = 0;
decimal d = 0;
decimal e = 0;
decimal min1 = 0;
decimal min2 = 0;
a = lowerBound;
b = upperBound;
c = upperBound;
decimal fa = 0;
decimal fb = 0;
decimal fc = 0;
decimal p = 0;
decimal q = 0;
decimal r = 0;
decimal s = 0;
decimal tol1 = 0;
decimal xm = 0;
fa = func(a);
fb = func(b);
if ((fa > 0 && fb > 0) || (fa < 0 && fb < 0))
{
throw new ApplicationException("Root must be bracketed");
}
fc = fb;
for (iter = 1; iter <= ITMAX; iter++)
{
if ((fb > 0 && fc > 0) || (fb < 0 && fc < 0))
{
c = a;
//Rename a, b, c and adjust bounding interval d
fc = fa;
d = b - a;
e = d;
}
if (Math.Abs(fc) < Math.Abs(fb))
{
a = b;
b = c;
c = a;
fa = fb;
fb = fc;
fc = fa;
}
tol1 = 2 * EPS * Math.Abs(b) + 0.5M * tolerance;
//Convergence check.
xm = 0.5M * (c - b);
if (Math.Abs(xm) <= tol1 || fb == 0.0M)
{
return(b);
}
if ((Math.Abs(e) >= tol1 & Math.Abs(fa) > Math.Abs(fb)))
{
s = fb / fa;
//Attempt inverse quadratic interpolation.
if ((a == c))
{
p = 2 * xm * s;
q = 1 - s;
}
else
{
q = fa / fc;
r = fb / fc;
p = s * (2 * xm * q * (q - r) - (b - a) * (r - 1));
q = (q - 1) * (r - 1) * (s - 1);
}
if ((p > 0))
{
q = -q;
}
//Check whether in bounds.
p = Math.Abs(p);
min1 = 3 * xm * q - Math.Abs(tol1 * q);
min2 = Math.Abs(e * q);
if (2 * p < (decimal)(min1 < min2 ? min1 : min2))
{
e = d;
//Accept interpolation.
d = p / q;
}
else
{
d = xm;
//Interpolation failed, use bisection.
e = d;
}
}
else
{
//Bounds decreasing too slowly, use bisection.
d = xm;
e = d;
}
a = b;
//Move last best guess to a.
fa = fb;
//Evaluate new trial root.
if (Math.Abs(d) > tol1)
{
b = b + d;
}
else
{
b = b + MSIGN(tol1, xm);
}
fb = func(b);
Trace.WriteLine(string.Format("{0}:f({1})={2}", iter, b, fb));
}
throw new ApplicationException("Maximum number of iterations exceeded");
}