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Extreme Optimization Mathematics Library for .NET

NewtonRaphsonSolver Class

Represents a root finder based on the Newton-Raphson algorithm.

For a list of all members of this type, see NewtonRaphsonSolver Members.

System.Object
   IterativeAlgorithm
      EquationSolver
         NewtonRaphsonSolver

[Visual Basic]
NotInheritable Public Class NewtonRaphsonSolver
Inherits EquationSolver
[C#]
public sealed class NewtonRaphsonSolver : EquationSolver

Remarks

The Newton-Raphson algorithm starts from a single starting value. It then uses the derivative of the target function to find successive approximations of the root.

NewtonRaphsonSolver inherits from EquationSolver, which in turn inherits from IterativeAlgorithm. All properties of IterativeAlgorithm are available. The AbsoluteTolerance and RelativeTolerance properties set the desired precision as specified by the ConvergenceCriterion property. The default value for both tolerances is SqrtEpsilon (roughly 10-8). MaxIterations sets the maximum number of iterations.

The TargetFunction property is a RealFunction delegate that specifies the function we want to find a root for. The LowerBound and UpperBound properties specify the bounds of the bracketing interval. The target function must have a different sign at each end of this interval.

The Solve method performs the actual approximation of the root. This method returns the best approximation that was found. The Status property indicates whether the algorithm was successful. The EstimatedError property gives an upper bound for the difference between the approximated and the actual root.

Requirements

Namespace: Extreme.Mathematics.EquationSolvers

Assembly: Extreme.Mathematics (in Extreme.Mathematics.dll)

See Also

NewtonRaphsonSolver Members | Extreme.Mathematics.EquationSolvers Namespace