Copyright | (c) 2011 Bryan O'Sullivan |
---|---|
License | BSD3 |
Maintainer | bos@serpentine.com |
Stability | experimental |
Portability | portable |
Safe Haskell | None |
Language | Haskell2010 |
Haskell functions for finding the roots of real functions of real arguments.
Documentation
The result of searching for a root of a mathematical function.
NotBracketed | The function does not have opposite signs when evaluated at the lower and upper bounds of the search. |
SearchFailed | The search failed to converge to within the given error tolerance after the given number of iterations. |
Root a | A root was successfully found. |
:: a | Default value. |
-> Root a | Result of search for a root. |
-> a |
Returns either the result of a search for a root, or the default value if the search failed.
:: Double | Absolute error tolerance. |
-> (Double, Double) | Lower and upper bounds for the search. |
-> (Double -> Double) | Function to find the roots of. |
-> Root Double |
Use the method of Ridders to compute a root of a function.
The function must have opposite signs when evaluated at the lower and upper bounds of the search (i.e. the root must be bracketed).
:: Double | Required precision |
-> (Double, Double, Double) | (lower bound, initial guess, upper bound). Iterations will no go outside of the interval |
-> (Double -> (Double, Double)) | Function to finds roots. It returns pair of function value and its derivative |
-> Root Double |
Solve equation using Newton-Raphson iterations.
This method require both initial guess and bounds for root. If Newton step takes us out of bounds on root function reverts to bisection.
References
- Ridders, C.F.J. (1979) A new algorithm for computing a single root of a real continuous function. IEEE Transactions on Circuits and Systems 26:979–980.