/usr/include/ql/math/solvers1d/falseposition.hpp is in libquantlib0-dev 1.9.1-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file falseposition.hpp
\brief false-position 1-D solver
*/
#ifndef quantlib_solver1d_falseposition_h
#define quantlib_solver1d_falseposition_h
#include <ql/math/solver1d.hpp>
namespace QuantLib {
//! False position 1-D solver
/*! \test the correctness of the returned values is tested by
checking them against known good results.
\ingroup solvers
*/
class FalsePosition : public Solver1D<FalsePosition> {
public:
template <class F>
Real solveImpl(const F& f,
Real xAccuracy) const {
/* The implementation of the algorithm was inspired by
Press, Teukolsky, Vetterling, and Flannery,
"Numerical Recipes in C", 2nd edition,
Cambridge University Press
*/
Real fl, fh, xl, xh;
// Identify the limits so that xl corresponds to the low side
if (fxMin_ < 0.0) {
xl = xMin_;
fl = fxMin_;
xh = xMax_;
fh = fxMax_;
} else {
xl = xMax_;
fl = fxMax_;
xh = xMin_;
fh = fxMin_;
}
Real del, froot;
while (evaluationNumber_<=maxEvaluations_) {
// Increment with respect to latest value
root_ = xl+(xh-xl)*fl/(fl-fh);
froot = f(root_);
++evaluationNumber_;
if (froot < 0.0) { // Replace appropriate limit
del = xl-root_;
xl = root_;
fl = froot;
} else {
del = xh-root_;
xh = root_;
fh = froot;
}
// Convergence criterion
if (std::fabs(del) < xAccuracy || (close(froot, 0.0)))
return root_;
}
QL_FAIL("maximum number of function evaluations ("
<< maxEvaluations_ << ") exceeded");
}
};
}
#endif
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