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java.lang.Objectorg.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver
org.apache.commons.math3.analysis.solvers.MullerSolver
public class MullerSolver
This class implements the Muller's Method for root finding of real univariate functions. For reference, see Elementary Numerical Analysis, ISBN 0070124477, chapter 3.
Muller's method applies to both real and complex functions, but here we
restrict ourselves to real functions.
This class differs from MullerSolver
in the way it avoids complex
operations.
Normally Muller's method converges quadratically in the vicinity of a zero, however it may be very slow in regions far away from zeros. For example, f(x) = exp(x) - 1, min = -50, max = 100. In such case we use bisection as a safety backup if it performs very poorly.
The formulas here use divided differences directly.
MullerSolver2
Field Summary | |
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private static double |
DEFAULT_ABSOLUTE_ACCURACY
Default absolute accuracy. |
Constructor Summary | |
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MullerSolver()
Construct a solver with default accuracy (1e-6). |
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MullerSolver(double absoluteAccuracy)
Construct a solver. |
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MullerSolver(double relativeAccuracy,
double absoluteAccuracy)
Construct a solver. |
Method Summary | |
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protected double |
doSolve()
Method for implementing actual optimization algorithms in derived classes. |
private double |
solve(double min,
double max,
double fMin,
double fMax)
Find a real root in the given interval. |
Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver |
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computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver |
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getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve |
Field Detail |
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private static final double DEFAULT_ABSOLUTE_ACCURACY
Constructor Detail |
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public MullerSolver()
public MullerSolver(double absoluteAccuracy)
absoluteAccuracy
- Absolute accuracy.public MullerSolver(double relativeAccuracy, double absoluteAccuracy)
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.Method Detail |
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protected double doSolve()
doSolve
in class BaseAbstractUnivariateSolver<UnivariateFunction>
private double solve(double min, double max, double fMin, double fMax)
min
- Lower bound for the interval.max
- Upper bound for the interval.fMin
- function value at the lower bound.fMax
- function value at the upper bound.
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