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BrentFindExtremum Class

Locates a local extremum (minimum or maximum) of a function using the Brent algorithm.
Inheritance Hierarchy
SystemObject
  AGI.Foundation.NumericalMethods.AdvancedBrentFindExtremum

Namespace:  AGI.Foundation.NumericalMethods.Advanced
Assembly:  AGI.Foundation.Core (in AGI.Foundation.Core.dll) Version: 19.5.402.0 (19.5.402.0)
Syntax
public class BrentFindExtremum

The BrentFindExtremum type exposes the following members.

Constructors
  NameDescription
Public methodBrentFindExtremum
Initializes the extremum finding algorithm.
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Properties
  NameDescription
Public propertyConvergenceCriteria
Gets the criteria used in determining convergence.
Public propertyError
Gets the error at this estimate in the quadratic approximation relative to the real function. This is the value checked against the FunctionTolerance to determine convergence.
Public propertyExtremum
Gets the current estimate of the extremum.
Public propertyExtremumKind
Gets whether this extremum is a minimum or maximum.
Public propertyFunction
Gets the evaluation function.
Public propertyFunctionTolerance
Gets the convergence tolerance on the value of the function.
Public propertyHasConverged
Gets a value indicating whether the algorithm is in the converged state.
Public propertyIterations
Gets the number of iterations taken.
Public propertyValue
Gets the function value at the current estimate of the extremum.
Public propertyVariableTolerance
Gets the convergence tolerance on the value of the variable.
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Methods
  NameDescription
Public methodCheckInitialBracketingPoints(Double, Double, Double)
Checks whether the given values will produce a valid initial bracketing interval.
Public methodStatic memberCheckInitialBracketingPoints(Double, Double, Double, Double, Double, Double, Double)
Checks whether the given values and function values will produce a valid initial bracketing interval.
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodFindExtremum
Attempts to locate a local extremum in the provided number of iterations.
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodSetInitialBracketingPoints(Double, Double, Double)
Defines the initial bracketing interval using the provided variable values.
Public methodSetInitialBracketingPoints(Double, Double, Double, Double, Double, Double)
Defines the initial bracketing interval using the provided variable values and corresponding function values.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also