예제 #1
0
        public double FindRoot(ObjectiveFunction function, MinimisationParameters parameters)
        {
            int count = 0;

            double x1 = parameters.InitialGuess;
            double x2 = parameters.UpperBound;
            double f1 = function.F(x1);
            double f2 = function.F(x2);

            while (Math.Abs(f2) > parameters.Tolerance)
            {
                if (count > parameters.MaxIterations)
                {
                    throw new OperationCanceledException("Solution did not converge.");
                }

                double deltaX = (x2 - x1) / (1 - f1 / f2);
                x1  = x2;
                x2 -= deltaX;

                f1 = function.F(x1);
                f2 = function.F(x2);

                count++;
            }

            return(x2);
        }
예제 #2
0
        public double FindRoot(ObjectiveFunction function, MinimisationParameters parameters)
        {
            int count = 0;

            double trialRoot   = parameters.InitialGuess;
            double trialOutput = function.F(trialRoot);

            while (Math.Abs(trialOutput) > parameters.Tolerance)
            {
                if (count > parameters.MaxIterations)
                {
                    throw new OperationCanceledException("Solution did not converge.");
                }

                double fPrime      = function.FDash(trialRoot);
                double denominator = fPrime;
                denominator -= trialOutput * function.FDoubleDash(trialRoot) / (2 * fPrime);

                trialRoot  -= trialOutput / denominator;
                trialOutput = function.F(trialRoot);

                count++;
            }

            return(trialRoot);
        }