diff --git a/src/Numerics/RootFinding/Brent.cs b/src/Numerics/RootFinding/Brent.cs
index 00173dd8..291c33e2 100644
--- a/src/Numerics/RootFinding/Brent.cs
+++ b/src/Numerics/RootFinding/Brent.cs
@@ -42,11 +42,11 @@ namespace MathNet.Numerics.RootFinding
/// The function to find roots from.
/// The low value of the range where the root is supposed to be.
/// The high value of the range where the root is supposed to be.
- /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached.
- /// Maximum number of iterations. Usually 100.
+ /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.
+ /// Maximum number of iterations. Default 100.
/// Returns the root with the specified accuracy.
///
- public static double FindRoot(Func f, double lowerBound, double upperBound, double accuracy, int maxIterations)
+ public static double FindRoot(Func f, double lowerBound, double upperBound, double accuracy = 1e-8, int maxIterations = 100)
{
double root;
if (TryFindRoot(f, lowerBound, upperBound, accuracy, maxIterations, out root))
diff --git a/src/Numerics/RootFinding/NewtonRaphson.cs b/src/Numerics/RootFinding/NewtonRaphson.cs
index 98d13561..5fa8d3b9 100644
--- a/src/Numerics/RootFinding/NewtonRaphson.cs
+++ b/src/Numerics/RootFinding/NewtonRaphson.cs
@@ -42,14 +42,33 @@ namespace MathNet.Numerics.RootFinding
/// Find a solution of the equation f(x)=0.
/// The function to find roots from.
/// The first derivative of the function to find roots from.
- /// Initial guess of the root.
/// The low value of the range where the root is supposed to be. Aborts if it leaves the interval.
/// The high value of the range where the root is supposed to be. Aborts if it leaves the interval.
- /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14.
- /// Maximum number of iterations. Example: 100.
+ /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.
+ /// Maximum number of iterations. Default 100.
+ /// Returns the root with the specified accuracy.
+ ///
+ public static double FindRoot(Func f, Func df, double lowerBound, double upperBound, double accuracy = 1e-8, int maxIterations = 100)
+ {
+ double root;
+ if (TryFindRoot(f, df, 0.5 * (lowerBound + upperBound), lowerBound, upperBound, accuracy, maxIterations, out root))
+ {
+ return root;
+ }
+ throw new NonConvergenceException("The algorithm failed or has exceeded the number of iterations allowed. Consider to use RobustNewtonRaphson instead.");
+ }
+
+ /// Find a solution of the equation f(x)=0.
+ /// The function to find roots from.
+ /// The first derivative of the function to find roots from.
+ /// Initial guess of the root.
+ /// The low value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MinValue.
+ /// The high value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MaxValue.
+ /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.
+ /// Maximum number of iterations. Default 100.
/// Returns the root with the specified accuracy.
///
- public static double FindRoot(Func f, Func df, double initialGuess, double lowerBound, double upperBound, double accuracy, int maxIterations)
+ public static double FindRootNearGuess(Func f, Func df, double initialGuess, double lowerBound = double.MinValue, double upperBound = double.MaxValue, double accuracy = 1e-8, int maxIterations = 100)
{
double root;
if (TryFindRoot(f, df, initialGuess, lowerBound, upperBound, accuracy, maxIterations, out root))
diff --git a/src/Numerics/RootFinding/RobustNewtonRaphson.cs b/src/Numerics/RootFinding/RobustNewtonRaphson.cs
index 13424418..18520334 100644
--- a/src/Numerics/RootFinding/RobustNewtonRaphson.cs
+++ b/src/Numerics/RootFinding/RobustNewtonRaphson.cs
@@ -43,12 +43,12 @@ namespace MathNet.Numerics.RootFinding
/// The first derivative of the function to find roots from.
/// The low value of the range where the root is supposed to be.
/// The high value of the range where the root is supposed to be.
- /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14.
- /// Maximum number of iterations. Example: 100.
- /// How many parts an interval should be split into for zero crossing scanning in case of lacking bracketing. Example: 20.
+ /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.
+ /// Maximum number of iterations. Default 100.
+ /// How many parts an interval should be split into for zero crossing scanning in case of lacking bracketing. Default 20.
/// Returns the root with the specified accuracy.
///
- public static double FindRoot(Func f, Func df, double lowerBound, double upperBound, double accuracy, int maxIterations, int subdivision)
+ public static double FindRoot(Func f, Func df, double lowerBound, double upperBound, double accuracy = 1e-8, int maxIterations = 100, int subdivision = 20)
{
double root;
if (TryFindRoot(f, df, lowerBound, upperBound, accuracy, maxIterations, subdivision, out root))
diff --git a/src/UnitTests/RootFindingTests/NewtonRaphsonTest.cs b/src/UnitTests/RootFindingTests/NewtonRaphsonTest.cs
index 4b841938..6024cae9 100644
--- a/src/UnitTests/RootFindingTests/NewtonRaphsonTest.cs
+++ b/src/UnitTests/RootFindingTests/NewtonRaphsonTest.cs
@@ -43,21 +43,44 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
// Roots at -2, 2
Func f1 = x => x * x - 4;
Func df1 = x => 2 * x;
- Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(f1, df1, 0.5, -5, 6, 1e-14, 100)));
- Assert.AreEqual(-2, NewtonRaphson.FindRoot(f1, df1, -3.0, -5, -1, 1e-14, 100));
- Assert.AreEqual(2, NewtonRaphson.FindRoot(f1, df1, 2.5, 1, 4, 1e-14, 100));
- Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), 0.6, -5, 6, 1e-14, 100)));
- Assert.AreEqual(-2, NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), -3, -5, -1, 1e-14, 100));
- Assert.AreEqual(2, NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), 2.5, 1, 4, 1e-14, 100));
+ Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(f1, df1, -5, 6, 1e-14)));
+ Assert.AreEqual(-2, NewtonRaphson.FindRoot(f1, df1, -5, -1, 1e-14));
+ Assert.AreEqual(2, NewtonRaphson.FindRoot(f1, df1, 1, 4, 1e-14));
+ Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), -5, 6, 1e-14)));
+ Assert.AreEqual(-2, NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), -5, -1, 1e-14));
+ Assert.AreEqual(2, NewtonRaphson.FindRoot(x => -f1(x), x => -df1(x), 1, 4, 1e-14));
// Roots at 3, 4
Func f2 = x => (x - 3) * (x - 4);
Func df2 = x => 2 * x - 7;
- Assert.AreEqual(0, f2(NewtonRaphson.FindRoot(f2, df2, 0.5, -5, 6, 1e-14, 100)));
- Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, -0.75, -5, 3.5, 1e-14, 100));
- Assert.AreEqual(4, NewtonRaphson.FindRoot(f2, df2, 4.1, 3.2, 5, 1e-14, 100));
- Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, 3, 2.1, 3.9, 0.001, 50), 0.001);
- Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, 2.75, 2.1, 3.4, 0.001, 50), 0.001);
+ Assert.AreEqual(0, f2(NewtonRaphson.FindRoot(f2, df2, -5, 6, 1e-14)));
+ Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, -5, 3.5, 1e-14));
+ Assert.AreEqual(4, NewtonRaphson.FindRoot(f2, df2, 3.2, 5, 1e-14));
+ Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, 2.1, 3.9, 0.001, 50), 0.001);
+ Assert.AreEqual(3, NewtonRaphson.FindRoot(f2, df2, 2.1, 3.4, 0.001, 50), 0.001);
+ }
+
+ [Test]
+ public void MultipleRootsNearGuess()
+ {
+ // Roots at -2, 2
+ Func f1 = x => x * x - 4;
+ Func df1 = x => 2 * x;
+ Assert.AreEqual(0, f1(NewtonRaphson.FindRootNearGuess(f1, df1, 0.5, accuracy:1e-14)));
+ Assert.AreEqual(-2, NewtonRaphson.FindRootNearGuess(f1, df1, -3.0, accuracy: 1e-14));
+ Assert.AreEqual(2, NewtonRaphson.FindRootNearGuess(f1, df1, 2.5, accuracy: 1e-14));
+ Assert.AreEqual(0, f1(NewtonRaphson.FindRootNearGuess(x => -f1(x), x => -df1(x), 0.6, accuracy: 1e-14)));
+ Assert.AreEqual(-2, NewtonRaphson.FindRootNearGuess(x => -f1(x), x => -df1(x), -3, accuracy: 1e-14));
+ Assert.AreEqual(2, NewtonRaphson.FindRootNearGuess(x => -f1(x), x => -df1(x), 2.5, accuracy: 1e-14));
+
+ // Roots at 3, 4
+ Func f2 = x => (x - 3) * (x - 4);
+ Func df2 = x => 2 * x - 7;
+ Assert.AreEqual(0, f2(NewtonRaphson.FindRootNearGuess(f2, df2, 0.5, accuracy: 1e-14)));
+ Assert.AreEqual(3, NewtonRaphson.FindRootNearGuess(f2, df2, -0.75, accuracy: 1e-14));
+ Assert.AreEqual(4, NewtonRaphson.FindRootNearGuess(f2, df2, 4.1, accuracy: 1e-14));
+ Assert.AreEqual(3, NewtonRaphson.FindRootNearGuess(f2, df2, 3, accuracy: 0.001, maxIterations: 50), 0.001);
+ Assert.AreEqual(3, NewtonRaphson.FindRootNearGuess(f2, df2, 2.75, accuracy: 0.001, maxIterations: 50), 0.001);
}
[Test]
@@ -65,7 +88,7 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
{
Func f1 = x => x * x * x - 2 * x + 2;
Func df1 = x => 3 * x * x - 2;
- Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(f1, df1, 0.5, -5, 6, 1e-14, 100)));
+ Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(f1, df1, -5, 6, 1e-14)));
//Assert.AreEqual(0, f1(NewtonRaphson.FindRoot(f1, df1, 1, -2, 4, 1e-14, 100)));
}
@@ -75,15 +98,15 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
// with complex roots (looking for the real root only): 3x^3 + 4x^2 + 5x + 6, derivative 9x^2 + 8x + 5
Func f1 = x => Evaluate.Polynomial(x, 6, 5, 4, 3);
Func df1 = x => Evaluate.Polynomial(x, 5, 8, 9);
- Assert.AreEqual(-1.265328088928, NewtonRaphson.FindRoot(f1, df1, -1.5, -2, -1, 1e-10, 100), 1e-6);
- Assert.AreEqual(-1.265328088928, NewtonRaphson.FindRoot(f1, df1, 0, -5, 5, 1e-10, 100), 1e-6);
+ Assert.AreEqual(-1.265328088928, NewtonRaphson.FindRoot(f1, df1, -2, -1, 1e-10), 1e-6);
+ Assert.AreEqual(-1.265328088928, NewtonRaphson.FindRoot(f1, df1, -5, 5, 1e-10), 1e-6);
// real roots only: 2x^3 + 4x^2 - 50x + 6, derivative 6x^2 + 8x - 50
Func f2 = x => Evaluate.Polynomial(x, 6, -50, 4, 2);
Func df2 = x => Evaluate.Polynomial(x, -50, 8, 6);
- Assert.AreEqual(-6.1466562197069, NewtonRaphson.FindRoot(f2, df2, -6.5, -8, -5, 1e-10, 100), 1e-6);
- Assert.AreEqual(0.12124737195841, NewtonRaphson.FindRoot(f2, df2, 0, -1, 1, 1e-10, 100), 1e-6);
- Assert.AreEqual(4.0254088477485, NewtonRaphson.FindRoot(f2, df2, 4, 3, 5, 1e-10, 100), 1e-6);
+ Assert.AreEqual(-6.1466562197069, NewtonRaphson.FindRoot(f2, df2, -8, -5, 1e-10), 1e-6);
+ Assert.AreEqual(0.12124737195841, NewtonRaphson.FindRoot(f2, df2, -1, 1, 1e-10), 1e-6);
+ Assert.AreEqual(4.0254088477485, NewtonRaphson.FindRoot(f2, df2, 3, 5, 1e-10), 1e-6);
}
[Test]
@@ -91,7 +114,7 @@ namespace MathNet.Numerics.UnitTests.RootFindingTests
{
Func f1 = x => x * x + 4;
Func df1 = x => 2 * x;
- Assert.Throws(() => NewtonRaphson.FindRoot(f1, df1, 0, -5, 5, 1e-14, 50));
+ Assert.Throws(() => NewtonRaphson.FindRoot(f1, df1, -5, 5, 1e-14, 50));
}
}
}