/// <summary>
/// Finds the root (F(x) = 0) of given function with x between x0 and x1.
/// </summary>
/// <param name="f">The function.</param>
/// <param name="x0">The x0.</param>
/// <param name="x1">The x1.</param>
/// <param name="xzero">The x where F(x) = 0.</param>
/// <param name="xerror">The error (Abs(F(x)).</param>
/// <returns></returns>
public static bool FindRoot(NRFindRootFunction f, double x0, double x1,
out double xzero, ref double xerror)
{
// Check if there is a root between x0 and x1
if (f(x0) * f(x1) >= 0)
{
xzero = x0 - 1;
xerror = double.MaxValue;
return(false);
}
bool sameError = false;
double lastError = 0;
double x2;
do
{
x2 = (x0 * f(x1) - x1 * f(x0)) / (f(x1) - f(x0));
if (!(Math.Abs(f(x2)) <= xerror))
{
if (f(x0) * f(x2) > 0)
{
x0 = x1;
}
}
x1 = x2;
if (SameValue(lastError, Math.Abs(f(x2))))
{
sameError = true;
}
else
{
lastError = Math.Abs(f(x2));
}
} while (!sameError && (Math.Abs(f(x2)) > xerror));
xzero = x2;
xerror = Math.Abs(f(x2));
return(true);
}
/// <summary>
/// Finds the root (F(x) = 0) of given function with x between x0 and x1.
/// </summary>
/// <param name="f">The function.</param>
/// <param name="x0">The x0.</param>
/// <param name="x1">The x1.</param>
/// <param name="xzero">The x where F(x) = 0.</param>
/// <param name="xerror">The error (Abs(F(x)).</param>
/// <returns></returns>
public static bool FindRoot(NRFindRootFunction f, double x0, double x1,
out double xzero, ref double xerror)
{
// Check if there is a root between x0 and x1
if (f(x0) * f(x1) >= 0)
{
xzero = x0 - 1;
xerror = double.MaxValue;
return false;
}
bool sameError = false;
double lastError = 0;
double x2;
do
{
x2 = (x0 * f(x1) - x1 * f(x0)) / (f(x1) - f(x0));
if (!(Math.Abs(f(x2)) <= xerror))
if (f(x0) * f(x2) > 0)
x0 = x1;
x1 = x2;
if (SameValue(lastError, Math.Abs(f(x2))))
sameError = true;
else
lastError = Math.Abs(f(x2));
} while (!sameError && (Math.Abs(f(x2)) > xerror));
xzero = x2;
xerror = Math.Abs(f(x2));
return true;
}
