RootFinding: refactoring, simplify

src/Numerics/Numerics.csproj

@@ -110,8 +110,7 @@
     <Compile Include="LinearAlgebra\Generic\Matrix.BCL.cs" />
     <Compile Include="LinearAlgebra\Generic\Vector.BCL.cs" />
     <Compile Include="RootFinding\Bracketing.cs" />
-    <Compile Include="RootFinding\BrentRootFinder.cs" />
+    <Compile Include="RootFinding\FindRoots.cs" />
-    <Compile Include="RootFinding\RootFinder.cs" />
     <Compile Include="RootFinding\RootFindingException.cs" />
     <Compile Include="SpecialFunctions\Evaluate.cs" />
     <Compile Include="SpecialFunctions\ModifiedStruve.cs" />

src/Numerics/RootFinding/BrentRootFinder.cs → src/Numerics/RootFinding/FindRoots.cs

@@ -3,39 +3,32 @@ using MathNet.Numerics.Properties;
 
 namespace MathNet.Numerics.RootFinding
 {
-	public class BrentRootFinder : RootFinder
+	public static class FindRoots
 	{
-        public BrentRootFinder() : base()
+	    /// <summary>Find a solution of the equation f(x)=0.</summary>
+	    /// <param name="f">The function to find roots from.</param>
+	    /// <param name="xmin">The low value of the range where the root is supposed to be.</param>
+	    /// <param name="xmax">The high value of the range where the root is supposed to be.</param>
+	    /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached.</param>
+	    /// <param name="maxIterations">Maximum number of iterations. Usually 100.</param>
+	    /// <returns>Returns the root with the specified accuracy.</returns>
+        /// <remarks>
+        /// Algorithm by by Brent, Van Wijngaarden, Dekker et al.
+        /// Implementation inspired by Press, Teukolsky, Vetterling, and Flannery, "Numerical Recipes in C", 2nd edition, Cambridge University Press
+        /// </remarks>
+	    public static double BrentMethod(Func<double, double> f, double xmin, double xmax, double accuracy = 1e-8, int maxIterations = 100)
         {
-        }
-        public BrentRootFinder(int numIters, double accuracy) : base(numIters, accuracy)
-        {
-        }
-
-        protected override double Find()
-        {
-            /* The implementation of the algorithm was inspired by
-               Press, Teukolsky, Vetterling, and Flannery,
-               "Numerical Recipes in C", 2nd edition, Cambridge
-               University Press
-            */
-
             double min1, min2;
             double p, q, r, s, xAcc1, xMid = 0;
             double d = 0.0, e = 0.0;
 
             // set up
-            double xmin = XMin;
+            double fxmin = f(xmin);
-            double fxmin = Func(XMin);
+            double fxmax = f(xmax);
-            double xmax = XMax;
-            double fxmax = Func(XMax);
-
             double root = xmax;
             double froot = fxmax;
 
-            // solve
+            for (int i = 0; i <= maxIterations; i++)
-            int i = 0;
-            for (; i <= Iterations; i++)
             {
                 if (Math.Sign(froot) == Math.Sign(fxmax))
                 {
@@ -54,7 +47,7 @@ namespace MathNet.Numerics.RootFinding
                     fxmax = fxmin;
                 }
                 // Convergence check
-                xAcc1 = 2.0 * DoubleAccuracy * Math.Abs(root) + 0.5 * Accuracy;
+                xAcc1 = 2.0 * Precision.DoubleMachinePrecision * Math.Abs(root) + 0.5 * accuracy;
                 xMid = (xmax - root) / 2.0;
                 if (Math.Abs(xMid) <= xAcc1 || Close(froot, 0.0))
                 {
@@ -105,11 +98,11 @@ namespace MathNet.Numerics.RootFinding
                     root += d;
                 else
                     root += Sign(xAcc1, xMid);
-                froot = Func(root);
+                froot = f(root);
             }
 
             // The algorithm has exceeded the number of iterations allowed
-            throw new RootFindingException(Resources.AccuracyNotReached, i, XMin, XMax, Math.Abs(xMid));
+            throw new RootFindingException(Resources.AccuracyNotReached, maxIterations, xmin, xmax, Math.Abs(xMid));
         }
 
         /// <summary>Helper method useful for preventing rounding errors.</summary>

src/Numerics/RootFinding/RootFinder.cs

@@ -1,60 +0,0 @@
-using System;
-
-namespace MathNet.Numerics.RootFinding
-{
-    public abstract class RootFinder
-	{
-	    protected const double DoubleAccuracy = 9.99200722162641E-16;
-        private const int DefaultMaxIterations = 30;
-        private const double DefaultAccuracy = 1e-8;
-
-        int _maxNumIters;
-        double _xmin = double.MinValue;
-        double _xmax = double.MaxValue;
-        Func<double, double> _func;
-
-        public RootFinder() : this(DefaultMaxIterations, DefaultAccuracy)
-        {
-        }
-
-        public RootFinder(int numIters, double accuracy)
-        {
-            _maxNumIters = numIters;
-            Accuracy = accuracy;
-		}
-
-        protected double XMin { get { return _xmin; } }
-        protected double XMax { get { return _xmax; } }
-
-        public Func<double, double> Func 
-        {
-            get { return _func; }
-            set { _func = value; }
-        }
-
-        public double Accuracy { get; set; }
-
-        public int Iterations
-        {
-            set
-            {
-                if (value <= 0) throw new ArgumentOutOfRangeException();
-                _maxNumIters = value;
-            }
-            protected get { return _maxNumIters; }
-        }
-
-		/// <summary>Prototype algorithm for solving the equation f(x)=0.</summary>
-		/// <param name="x1">The low value of the range where the root is supposed to be.</param>
-		/// <param name="x2">The high value of the range where the root is supposed to be.</param>
-		/// <returns>Returns the root with the specified accuracy.</returns>
-        public virtual double Solve(double x1, double x2)
-        {
-            _xmin = x1;
-            _xmax = x2;
-            return Find();
-        }
-
-		protected abstract double Find();
-	}
-}

src/UnitTests/RootFindingTests/BrentRootFindingTest.cs → src/UnitTests/RootFindingTests/BrentTest.cs

@@ -4,14 +4,13 @@ using NUnit.Framework;
 namespace MathNet.Numerics.UnitTests.RootFindingTests
 {
     [TestFixture]
-    public class BrentRootFindingTest
+    public class BrentTest
     {
         [Test]
         public void MultipleRoots()
         {
-            var solver = new BrentRootFinder(100, 1e-14) {Func = x => x*x - 4};
+            double root = FindRoots.BrentMethod(x => x*x - 4, -5, 5, 1e-14, 100);
-            double root = solver.Solve(-5, 5);
+            Assert.AreEqual(0, root*root - 4);
-            Assert.AreEqual(0, solver.Func(root));
         }
     }
 }

src/UnitTests/UnitTests.csproj

@@ -770,7 +770,7 @@
     <Compile Include="Random\WH1982Tests.cs" />
     <Compile Include="Random\WH2006Tests.cs" />
     <Compile Include="Random\XorshiftTests.cs" />
-    <Compile Include="RootFindingTests\BrentRootFindingTest.cs" />
+    <Compile Include="RootFindingTests\BrentTest.cs" />
     <Compile Include="SortingTests.cs" />
     <Compile Include="SpecialFunctionsTests\ModifiedStruveTests.cs" />
     <Compile Include="SpecialFunctionsTests\ModifiedBesselTests.cs" />