require 'more_math/exceptions' module MoreMath # This class is used to find the root of a function with Newton's bisection # method. class NewtonBisection include MoreMath::Exceptions # Creates a NewtonBisection instance for +function+, a one-argument block. def initialize(&function) @function = function end # The function, passed into the constructor. attr_reader :function # Return a bracket around a root, starting from the initial +range+. The # method returns nil, if no such bracket around a root could be found after # +n+ tries with the scaling +factor+. def bracket(range = -1..1, n = 50, factor = 1.6) x1, x2 = range.first.to_f, range.last.to_f x1 >= x2 and raise ArgumentError, "bad initial range #{range}" f1, f2 = @function[x1], @function[x2] n.times do f1 * f2 < 0 and return x1..x2 if f1.abs < f2.abs f1 = @function[x1 += factor * (x1 - x2)] else f2 = @function[x2 += factor * (x2 - x1)] end end return end # Find the root of function in +range+ and return it. The method raises a # DivergentException, if no such root could be found after +n+ tries and in # the +epsilon+ environment. def solve(range = nil, n = 1 << 16, epsilon = 1E-16) if range x1, x2 = range.first.to_f, range.last.to_f x1 >= x2 and raise ArgumentError, "bad initial range #{range}" elsif range = bracket x1, x2 = range.first, range.last else raise DivergentException, "bracket could not be determined" end f = @function[x1] fmid = @function[x2] f * fmid >= 0 and raise DivergentException, "root must be bracketed in #{range}" root = if f < 0 dx = x2 - x1 x1 else dx = x1 - x2 x2 end n.times do fmid = @function[xmid = root + (dx *= 0.5)] fmid < 0 and root = xmid dx.abs < epsilon or fmid == 0 and return root end raise DivergentException, "too many iterations (#{n})" end end end