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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
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. |
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 |
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() throws TooManyEvaluationsException, NumberIsTooLargeException, NoBracketingException
doSolve
in class BaseAbstractUnivariateSolver<UnivariateFunction>
TooManyEvaluationsException
- if the maximal number of evaluations
is exceeded.
NoBracketingException
- if the initial search interval does not bracket
a root and the solver requires it.
NumberIsTooLargeException
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