Stochastic
constructor(func: FunctionIfc, interval: Interval, initialPoint: Double = (interval.lowerLimit + interval.upperLimit) / 2.0, scaleFactor: Double = DEFAULT_SCALE_FACTOR, alpha: Double = DEFAULT_ALPHA, maxIterations: Int = DEFAULT_MAX_ITER, desiredPrecision: Double = DEFAULT_PRECISION, streamNum: Int = 0, streamProvider: RNStreamProviderIfc = KSLRandom.DefaultRNStreamProvider)(source)
Parameters
func
Function with a sign-change root within interval.
interval
Bracketing search interval.
initial
Starting candidate root. Defaults to interval midpoint.
scale
Robbins-Monroe step scaling constant. Must be > 0.
alpha
RSC smoothing parameter. Must be in 0.0, 1.0.
max
Iteration budget. Default: DEFAULT_MAX_ITER.
desired
Convergence threshold. Default: DEFAULT_PRECISION.
stream
Stream number from streamProvider. 0 = next available, matching the ExponentialRV convention.
stream
Random number stream provider. Default: KSLRandom.DefaultRNStreamProvider.