/usr/include/ql/math/solvers1d/bisection.hpp is in libquantlib0-dev 1.1-2build1.
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 bisection.hpp
\brief bisection 1-D solver
*/
#ifndef quantlib_solver1d_bisection_h
#define quantlib_solver1d_bisection_h
#include <ql/math/solver1d.hpp>
namespace QuantLib {
//! %Bisection 1-D solver
/*! \test the correctness of the returned values is tested by
checking them against known good results.
*/
class Bisection : public Solver1D<Bisection> {
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 dx, xMid, fMid;
// Orient the search so that f>0 lies at root_+dx
if (fxMin_ < 0.0) {
dx = xMax_-xMin_;
root_ = xMin_;
} else {
dx = xMin_-xMax_;
root_ = xMax_;
}
while (evaluationNumber_<=maxEvaluations_) {
dx /= 2.0;
xMid = root_+dx;
fMid = f(xMid);
++evaluationNumber_;
if (fMid <= 0.0)
root_ = xMid;
if (std::fabs(dx) < xAccuracy || (close(fMid, 0.0)))
return root_;
}
QL_FAIL("maximum number of function evaluations ("
<< maxEvaluations_ << ") exceeded");
}
};
}
#endif
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