tablepress / libraries / vendor / PhpSpreadsheet / Calculation / Statistical / Distributions / NewtonRaphson.php

NewtonRaphson.php in TablePress – Tables in WordPress made easy 3.4, at libraries/vendor/PhpSpreadsheet/Calculation/Statistical/Distributions/NewtonRaphson.php

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1	<?php
2
3	namespace TablePress\PhpOffice\PhpSpreadsheet\Calculation\Statistical\Distributions;
4
5	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Functions;
6	use TablePress\PhpOffice\PhpSpreadsheet\Calculation\Information\ExcelError;
7
8	class NewtonRaphson
9	{
10	private const MAX_ITERATIONS = 256;
11
12	/** @var callable(float): mixed */
13	protected $callback;
14
15	/** @param callable(float): mixed $callback */
16	public function __construct(callable $callback)
17	{
18	$this->callback = $callback;
19	}
20
21	/**
22	* @return string\|int\|float
23	*/
24	public function execute(float $probability)
25	{
26	$xLo = 100;
27	$xHi = 0;
28
29	$dx = 1;
30	$x = $xNew = 1;
31	$i = 0;
32
33	while ((abs($dx) > Functions::PRECISION) && ($i++ < self::MAX_ITERATIONS)) {
34	// Apply Newton-Raphson step
35	$result = call_user_func($this->callback, $x);
36	if (!is_float($result)) {
37	return ExcelError::VALUE();
38	}
39	$error = $result - $probability;
40
41	if ($error == 0.0) {
42	$dx = 0;
43	} elseif ($error < 0.0) {
44	$xLo = $x;
45	} else {
46	$xHi = $x;
47	}
48
49	// Avoid division by zero
50	if ($result != 0.0) {
51	$dx = $error / $result;
52	$xNew = $x - $dx;
53	}
54
55	// If the NR fails to converge (which for example may be the
56	// case if the initial guess is too rough) we apply a bisection
57	// step to determine a more narrow interval around the root.
58	if (($xNew < $xLo) \|\| ($xNew > $xHi) \|\| ($result == 0.0)) {
59	$xNew = ($xLo + $xHi) / 2;
60	$dx = $xNew - $x;
61	}
62	$x = $xNew;
63	}
64
65	if ($i == self::MAX_ITERATIONS) {
66	return ExcelError::NA();
67	}
68
69	return $x;
70	}
71	}
72