Class MullerSolver
- All Implemented Interfaces:
BaseUnivariateSolver<UnivariateFunction>
,UnivariateSolver
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.
Muller's original method would have function evaluation at complex point. Since our f(x) is real, we have to find ways to avoid that. Bracketing condition is one way to go: by requiring bracketing in every iteration, the newly computed approximation is guaranteed to be real.
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.
- See Also:
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Constructor Summary
ConstructorDescriptionConstruct a solver with default accuracy (1e-6).MullerSolver
(double absoluteAccuracy) Construct a solver.MullerSolver
(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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MullerSolver
public MullerSolver()Construct a solver with default accuracy (1e-6). -
MullerSolver
public MullerSolver(double absoluteAccuracy) Construct a solver.- Parameters:
absoluteAccuracy
- Absolute accuracy.
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MullerSolver
public MullerSolver(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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