Root Finding: argument checking also for other algorithms

src/Numerics/RootFinding/Broyden.cs

@@ -3,7 +3,7 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2020 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -43,7 +43,7 @@ namespace MathNet.Numerics.RootFinding
         /// <summary>Find a solution of the equation f(x)=0.</summary>
         /// <param name="f">The function to find roots from.</param>
         /// <param name="initialGuess">Initial guess of the root.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Default 100.</param>
         /// <param name="jacobianStepSize">Relative step size for calculating the Jacobian matrix at first step. Default 1.0e-4</param>
         /// <returns>Returns the root with the specified accuracy.</returns>
@@ -62,13 +62,18 @@ namespace MathNet.Numerics.RootFinding
         /// <summary>Find a solution of the equation f(x)=0.</summary>
         /// <param name="f">The function to find roots from.</param>
         /// <param name="initialGuess">Initial guess of the root.</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="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Usually 100.</param>
         /// <param name="jacobianStepSize">Relative step size for calculating the Jacobian matrix at first step.</param>
         /// <param name="root">The root that was found, if any. Undefined if the function returns false.</param>
         /// <returns>True if a root with the specified accuracy was found, else false.</returns>
         public static bool TryFindRootWithJacobianStep(Func<double[], double[]> f, double[] initialGuess, double accuracy, int maxIterations, double jacobianStepSize, out double[] root)
         {
+            if (accuracy <= 0)
+            {
+                throw new ArgumentOutOfRangeException(nameof(accuracy), "Must be greater than zero.");
+            }
+
             var x = new DenseVector(initialGuess);
 
             double[] y0 = f(initialGuess);
@@ -121,7 +126,7 @@ namespace MathNet.Numerics.RootFinding
         /// <summary>Find a solution of the equation f(x)=0.</summary>
         /// <param name="f">The function to find roots from.</param>
         /// <param name="initialGuess">Initial guess of the root.</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="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Usually 100.</param>
         /// <param name="root">The root that was found, if any. Undefined if the function returns false.</param>
         /// <returns>True if a root with the specified accuracy was found, else false.</returns>

src/Numerics/RootFinding/NewtonRaphson.cs

@@ -2,9 +2,9 @@
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
-// 
-// Copyright (c) 2009-2013 Math.NET
-// 
+//
+// Copyright (c) 2009-2020 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -13,10 +13,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
-// 
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
-// 
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -44,7 +44,7 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="df">The first derivative of the function to find roots from.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
         /// <param name="upperBound">The high value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Default 100.</param>
         /// <returns>Returns the root with the specified accuracy.</returns>
         /// <exception cref="NonConvergenceException"></exception>
@@ -65,7 +65,7 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="initialGuess">Initial guess of the root.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MinValue.</param>
         /// <param name="upperBound">The high value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MaxValue.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Default 100.</param>
         /// <returns>Returns the root with the specified accuracy.</returns>
         /// <exception cref="NonConvergenceException"></exception>
@@ -86,12 +86,17 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="initialGuess">Initial guess of the root.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
         /// <param name="upperBound">The high value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Example: 100.</param>
         /// <param name="root">The root that was found, if any. Undefined if the function returns false.</param>
         /// <returns>True if a root with the specified accuracy was found, else false.</returns>
         public static bool TryFindRoot(Func<double, double> f, Func<double, double> df, double initialGuess, double lowerBound, double upperBound, double accuracy, int maxIterations, out double root)
         {
+            if (accuracy <= 0)
+            {
+                throw new ArgumentOutOfRangeException(nameof(accuracy), "Must be greater than zero.");
+            }
+
             root = initialGuess;
             for (int i = 0; i < maxIterations && root >= lowerBound && root <= upperBound; i++)
             {

src/Numerics/RootFinding/RobustNewtonRaphson.cs

@@ -3,7 +3,7 @@
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
 //
-// Copyright (c) 2009-2013 Math.NET
+// Copyright (c) 2009-2020 Math.NET
 //
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
@@ -43,7 +43,7 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="df">The first derivative of the function to find roots from.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be.</param>
         /// <param name="upperBound">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. Default 1e-8.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Default 100.</param>
         /// <param name="subdivision">How many parts an interval should be split into for zero crossing scanning in case of lacking bracketing. Default 20.</param>
         /// <returns>Returns the root with the specified accuracy.</returns>
@@ -64,13 +64,18 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="df">The first derivative of the function to find roots from.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be.</param>
         /// <param name="upperBound">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. Example: 1e-14.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Example: 100.</param>
         /// <param name="subdivision">How many parts an interval should be split into for zero crossing scanning in case of lacking bracketing. Example: 20.</param>
         /// <param name="root">The root that was found, if any. Undefined if the function returns false.</param>
         /// <returns>True if a root with the specified accuracy was found, else false.</returns>
         public static bool TryFindRoot(Func<double, double> f, Func<double, double> df, double lowerBound, double upperBound, double accuracy, int maxIterations, int subdivision, out double root)
         {
+            if (accuracy <= 0)
+            {
+                throw new ArgumentOutOfRangeException(nameof(accuracy), "Must be greater than zero.");
+            }
+
             double fmin = f(lowerBound);
             double fmax = f(upperBound);
 

src/Numerics/RootFinding/Secant.cs

@@ -2,9 +2,9 @@
 // Math.NET Numerics, part of the Math.NET Project
 // http://numerics.mathdotnet.com
 // http://github.com/mathnet/mathnet-numerics
-// 
-// Copyright (c) 2009-2013 Math.NET
-// 
+//
+// Copyright (c) 2009-2020 Math.NET
+//
 // Permission is hereby granted, free of charge, to any person
 // obtaining a copy of this software and associated documentation
 // files (the "Software"), to deal in the Software without
@@ -13,10 +13,10 @@
 // copies of the Software, and to permit persons to whom the
 // Software is furnished to do so, subject to the following
 // conditions:
-// 
+//
 // The above copyright notice and this permission notice shall be
 // included in all copies or substantial portions of the Software.
-// 
+//
 // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
 // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
@@ -45,7 +45,7 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="secondGuess">The second guess of the root within the bounds specified.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MinValue.</param>
         /// <param name="upperBound">The high value of the range where the root is supposed to be. Aborts if it leaves the interval. Default MaxValue.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Default 100.</param>
         /// <returns>Returns the root with the specified accuracy.</returns>
         /// <exception cref="NonConvergenceException"></exception>
@@ -66,12 +66,17 @@ namespace MathNet.Numerics.RootFinding
         /// <param name="secondGuess">The second guess of the root within the bounds specified.</param>
         /// <param name="lowerBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
         /// <param name="upperBound">The low value of the range where the root is supposed to be. Aborts if it leaves the interval.</param>
-        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14.</param>
+        /// <param name="accuracy">Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Example: 1e-14. Must be greater than 0.</param>
         /// <param name="maxIterations">Maximum number of iterations. Example: 100.</param>
         /// <param name="root">The root that was found, if any. Undefined if the function returns false.</param>
         /// <returns>True if a root with the specified accuracy was found, else false</returns>
         public static bool TryFindRoot(Func<double, double> f, double guess, double secondGuess, double lowerBound, double upperBound, double accuracy, int maxIterations, out double root)
         {
+            if (accuracy <= 0)
+            {
+                throw new ArgumentOutOfRangeException(nameof(accuracy), "Must be greater than zero.");
+            }
+
             root = secondGuess;
 
             // Either guess is outside of bounds