Package org.hipparchus.analysis.solvers
Class MullerSolver2
java.lang.Object
org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>
org.hipparchus.analysis.solvers.AbstractUnivariateSolver
org.hipparchus.analysis.solvers.MullerSolver2
- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,UnivariateSolver
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.
Except for the initial [min, max], it does not require bracketing condition, e.g. f(x0), f(x1), f(x2) can have the same sign. If a complex number arises in the computation, we simply use its modulus as a real approximation.
Because the interval may not be bracketing, the bisection alternative is not applicable here. However in practice our treatment usually works well, especially near real zeroes where the imaginary part of the complex approximation is often negligible.
The formulas here do not use divided differences directly.
- See Also:
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Constructor Summary
ConstructorDescriptionConstruct a solver with default accuracy (1e-6).MullerSolver2
(double absoluteAccuracy) Construct a solver.MullerSolver2
(double relativeAccuracy, double absoluteAccuracy) Construct a solver. -
Method Summary
Modifier and TypeMethodDescriptionprotected double
doSolve()
Method for implementing actual optimization algorithms in derived classes.Methods inherited from class org.hipparchus.analysis.solvers.BaseAbstractUnivariateSolver
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMin, getRelativeAccuracy, getStartValue, incrementEvaluationCount, isBracketing, isSequence, setup, solve, solve, solve, verifyBracketing, verifyInterval, verifySequence
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
Methods inherited from interface org.hipparchus.analysis.solvers.BaseUnivariateSolver
getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getRelativeAccuracy, solve, solve, solve
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Constructor Details
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MullerSolver2
public MullerSolver2()Construct a solver with default accuracy (1e-6). -
MullerSolver2
public MullerSolver2(double absoluteAccuracy) Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.
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MullerSolver2
public MullerSolver2(double relativeAccuracy, double absoluteAccuracy) Construct a solver.- Parameters:
relativeAccuracy
- Relative accuracy.absoluteAccuracy
- Absolute accuracy.
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Method Details
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doSolve
Method for implementing actual optimization algorithms in derived classes.- Specified by:
doSolve
in classBaseAbstractUnivariateSolver<UnivariateFunction>
- Returns:
- the root.
- Throws:
MathIllegalArgumentException
- if the initial search interval does not bracket a root and the solver requires it.MathIllegalStateException
- if the maximal number of evaluations is exceeded.
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