Package umontreal.iro.lecuyer.functions

Examples of umontreal.iro.lecuyer.functions.MathFunction


      return retour;
   }


   private static double evaluateX (final MathFunction spline, final double y, double xPrincipal, double xAnnexe) {
      final MathFunction xFunction = new MathFunction () {
         public double evaluate (double t) {
            return spline.evaluate(t) - y;
         }
      };
      return RootFinder.brentDekker (xPrincipal, xAnnexe-1.0E-6, xFunction, 1e-6);
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      }
      return bs;
   }

   public double evaluate(final double u) {
      final MathFunction xFunction = new MathFunction () {
         public double evaluate (double t) {
            return evalX(t) - u;
         }
      };
      final double t = RootFinder.brentDekker (0, 1-1.0E-6, xFunction, 1e-6);
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         throw new IllegalArgumentException ("u not in [0,1]");
      if (u <= 0.0) return 0.0;
      if (u >= 1.0)
         return Double.POSITIVE_INFINITY;

      MathFunction f = new FunctionInverse (mu, sigma, u);
      return RootFinder.brentDekker (0.0, mu + 10.0*sigma, f, 1.0e-14);
   }
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