MullerSolver (Apache Commons Math 3.3 API)

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
  Version:
    $Id: MullerSolver.java 1391927 2012-09-30 00:03:30Z erans $
  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
    Modifier and Type | Method and Description
    --- | ---
    `protected double` | `doSolve()` Method for implementing actual optimization algorithms in derived classes.

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

      `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

      `clone, equals, finalize, 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.

  - ### Method Detail

    - #### doSolve

          protected double doSolve()
                            throws TooManyEvaluationsException,
                                   NumberIsTooLargeException,
                                   NoBracketingException

      Method for implementing actual optimization algorithms in derived classes.
      Specified by:
        `doSolve` in class `BaseAbstractUnivariateSolver<UnivariateFunction>`
      Returns:
        the root.
      Throws:
        `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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