org.apache.commons.math3.analysis.solvers

Class MullerSolver

java.lang.Object

org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver<UnivariateFunction>

org.apache.commons.math3.analysis.solvers.AbstractUnivariateSolver

org.apache.commons.math3.analysis.solvers.MullerSolver

All Implemented Interfaces:

BaseUnivariateSolver<UnivariateFunction>, UnivariateSolver

public class MullerSolver
extends AbstractUnivariateSolver

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.

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.

Since:

1.2

See Also:

MullerSolver2

Constructor Summary

Constructors

Constructor and Description
MullerSolver() Construct a solver with default accuracy (1e-6).
MullerSolver(double absoluteAccuracy) Construct a solver.
MullerSolver(double relativeAccuracy, double absoluteAccuracy) Construct a solver.

Method Summary

Methods inherited from class org.apache.commons.math3.analysis.solvers.BaseAbstractUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMax, getMaxEvaluations, getMin, getRelativeAccuracy, getStartValue, solve, solve, solve

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface org.apache.commons.math3.analysis.solvers.BaseUnivariateSolver

getAbsoluteAccuracy, getEvaluations, getFunctionValueAccuracy, getMaxEvaluations, getRelativeAccuracy, solve, solve, solve

Constructor Detail

MullerSolver

public MullerSolver()

Construct a solver with default accuracy (1e-6).

MullerSolver

public MullerSolver(double absoluteAccuracy)

Construct a solver.

Parameters:

absoluteAccuracy - Absolute accuracy.

MullerSolver

public MullerSolver(double relativeAccuracy,
                    double absoluteAccuracy)

Construct a solver.

Parameters:

relativeAccuracy - Relative accuracy.

absoluteAccuracy - Absolute accuracy.