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polykin.math¤

fzero_secant ¤

fzero_secant(
    f: Callable[[float], float],
    x0: float,
    x1: float,
    xtol: float = 1e-06,
    ftol: float = 1e-06,
    maxiter: int = 50,
) -> RootResult

Find the root of a scalar function using the secant method.

Unlike the equivalent method in scipy, this method also terminates based on the function value. This is sometimes a more meaningful stop criterion.

PARAMETER DESCRIPTION
f

Function whose root is to be found.

TYPE: Callable[[float], float]

x0

Inital guess.

TYPE: float

x1

Second guess.

TYPE: float

xtol

Absolute tolerance for x value. The algorithm will terminate when the change in x between two iterations is smaller than xtol.

TYPE: float DEFAULT: 1e-06

ftol

Absolute tolerance for function value. The algorithm will terminate when |f(x)|<ftol.

TYPE: float DEFAULT: 1e-06

maxiter

Maximum number of iterations.

TYPE: int DEFAULT: 50

RETURNS DESCRIPTION
RootResult

Dataclass with root solution results.

Examples:

Find a root of the Flory-Huggins equation.

>>> from polykin.math import fzero_secant
>>> from math import log
>>> def f(x, a=0.6, chi=0.4):
...     return log(x) + (1 - x) + chi*(1 - x)**2 - log(a)
>>> sol = fzero_secant(f, 0.3, 0.31)
>>> print(f"x= {sol.x:.3f}")
x= 0.213
Source code in src/polykin/math/solvers.py 
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def fzero_secant(f: Callable[[float], float],
                 x0: float,
                 x1: float,
                 xtol: float = 1e-6,
                 ftol: float = 1e-6,
                 maxiter: int = 50
                 ) -> RootResult:
    r"""Find the root of a scalar function using the secant method.

    Unlike the equivalent method in [scipy](https://docs.scipy.org/doc/scipy/reference/optimize.root_scalar-secant.html),
    this method also terminates based on the function value. This is sometimes
    a more meaningful stop criterion.

    Parameters
    ----------
    f : Callable[[float], float]
        Function whose root is to be found.
    x0 : float
        Inital guess.
    x1 : float
        Second guess.
    xtol : float, optional
        Absolute tolerance for `x` value. The algorithm will terminate when the
        change in `x` between two iterations is smaller than `xtol`.
    ftol : float, optional
        Absolute tolerance for function value. The algorithm will terminate
        when `|f(x)|<ftol`.
    maxiter : int
        Maximum number of iterations.

    Returns
    -------
    RootResult
        Dataclass with root solution results.

    Examples
    --------
    Find a root of the Flory-Huggins equation.
    >>> from polykin.math import fzero_secant
    >>> from math import log
    >>> def f(x, a=0.6, chi=0.4):
    ...     return log(x) + (1 - x) + chi*(1 - x)**2 - log(a)
    >>> sol = fzero_secant(f, 0.3, 0.31)
    >>> print(f"x= {sol.x:.3f}")
    x= 0.213
    """

    f0 = f(x0)
    if (abs(f0) < ftol):
        return RootResult(True, 0, x0, f0)
    f1 = f(x1)
    if (abs(f1) < ftol):
        return RootResult(True, 0, x1, f1)

    success = False
    niter = 0
    while niter < maxiter:
        x2 = x1 - f1*(x1 - x0)/(f1 - f0)
        f2 = f(x2)
        niter += 1
        if (abs(x2 - x1) < xtol) or (abs(f2) < ftol):
            success = True
            break
        x0 = x1
        x1 = x2
        f0 = f1
        f1 = f2

    return RootResult(success, niter, x2, f2)