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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.analysis.solvers;
+
+import org.apache.commons.math3.exception.NoBracketingException;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * This class implements the <a href="http://mathworld.wolfram.com/MullersMethod.html">
+ * Muller's Method</a> for root finding of real univariate functions. For
+ * reference, see <b>Elementary Numerical Analysis</b>, ISBN 0070124477,
+ * chapter 3.
+ * <p>
+ * Muller's method applies to both real and complex functions, but here we
+ * restrict ourselves to real functions.
+ * This class differs from {@link MullerSolver} in the way it avoids complex
+ * operations.</p><p>
+ * 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.</p>
+ * <p>
+ * 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.</p>
+ * <p>
+ * The formulas here use divided differences directly.</p>
+ *
+ * @since 1.2
+ * @see MullerSolver2
+ */
+public class MullerSolver extends AbstractUnivariateSolver {
+
+ /** Default absolute accuracy. */
+ private static final double DEFAULT_ABSOLUTE_ACCURACY = 1e-6;
+
+ /**
+ * Construct a solver with default accuracy (1e-6).
+ */
+ public MullerSolver() {
+ this(DEFAULT_ABSOLUTE_ACCURACY);
+ }
+ /**
+ * Construct a solver.
+ *
+ * @param absoluteAccuracy Absolute accuracy.
+ */
+ public MullerSolver(double absoluteAccuracy) {
+ super(absoluteAccuracy);
+ }
+ /**
+ * Construct a solver.
+ *
+ * @param relativeAccuracy Relative accuracy.
+ * @param absoluteAccuracy Absolute accuracy.
+ */
+ public MullerSolver(double relativeAccuracy,
+ double absoluteAccuracy) {
+ super(relativeAccuracy, absoluteAccuracy);
+ }
+
+ /**
+ * {@inheritDoc}
+ */
+ @Override
+ protected double doSolve()
+ throws TooManyEvaluationsException,
+ NumberIsTooLargeException,
+ NoBracketingException {
+ final double min = getMin();
+ final double max = getMax();
+ final double initial = getStartValue();
+
+ final double functionValueAccuracy = getFunctionValueAccuracy();
+
+ verifySequence(min, initial, max);
+
+ // check for zeros before verifying bracketing
+ final double fMin = computeObjectiveValue(min);
+ if (FastMath.abs(fMin) < functionValueAccuracy) {
+ return min;
+ }
+ final double fMax = computeObjectiveValue(max);
+ if (FastMath.abs(fMax) < functionValueAccuracy) {
+ return max;
+ }
+ final double fInitial = computeObjectiveValue(initial);
+ if (FastMath.abs(fInitial) < functionValueAccuracy) {
+ return initial;
+ }
+
+ verifyBracketing(min, max);
+
+ if (isBracketing(min, initial)) {
+ return solve(min, initial, fMin, fInitial);
+ } else {
+ return solve(initial, max, fInitial, fMax);
+ }
+ }
+
+ /**
+ * Find a real root in the given interval.
+ *
+ * @param min Lower bound for the interval.
+ * @param max Upper bound for the interval.
+ * @param fMin function value at the lower bound.
+ * @param fMax function value at the upper bound.
+ * @return the point at which the function value is zero.
+ * @throws TooManyEvaluationsException if the allowed number of calls to
+ * the function to be solved has been exhausted.
+ */
+ private double solve(double min, double max,
+ double fMin, double fMax)
+ throws TooManyEvaluationsException {
+ final double relativeAccuracy = getRelativeAccuracy();
+ final double absoluteAccuracy = getAbsoluteAccuracy();
+ final double functionValueAccuracy = getFunctionValueAccuracy();
+
+ // [x0, x2] is the bracketing interval in each iteration
+ // x1 is the last approximation and an interpolation point in (x0, x2)
+ // x is the new root approximation and new x1 for next round
+ // d01, d12, d012 are divided differences
+
+ double x0 = min;
+ double y0 = fMin;
+ double x2 = max;
+ double y2 = fMax;
+ double x1 = 0.5 * (x0 + x2);
+ double y1 = computeObjectiveValue(x1);
+
+ double oldx = Double.POSITIVE_INFINITY;
+ while (true) {
+ // Muller's method employs quadratic interpolation through
+ // x0, x1, x2 and x is the zero of the interpolating parabola.
+ // Due to bracketing condition, this parabola must have two
+ // real roots and we choose one in [x0, x2] to be x.
+ final double d01 = (y1 - y0) / (x1 - x0);
+ final double d12 = (y2 - y1) / (x2 - x1);
+ final double d012 = (d12 - d01) / (x2 - x0);
+ final double c1 = d01 + (x1 - x0) * d012;
+ final double delta = c1 * c1 - 4 * y1 * d012;
+ final double xplus = x1 + (-2.0 * y1) / (c1 + FastMath.sqrt(delta));
+ final double xminus = x1 + (-2.0 * y1) / (c1 - FastMath.sqrt(delta));
+ // xplus and xminus are two roots of parabola and at least
+ // one of them should lie in (x0, x2)
+ final double x = isSequence(x0, xplus, x2) ? xplus : xminus;
+ final double y = computeObjectiveValue(x);
+
+ // check for convergence
+ final double tolerance = FastMath.max(relativeAccuracy * FastMath.abs(x), absoluteAccuracy);
+ if (FastMath.abs(x - oldx) <= tolerance ||
+ FastMath.abs(y) <= functionValueAccuracy) {
+ return x;
+ }
+
+ // Bisect if convergence is too slow. Bisection would waste
+ // our calculation of x, hopefully it won't happen often.
+ // the real number equality test x == x1 is intentional and
+ // completes the proximity tests above it
+ boolean bisect = (x < x1 && (x1 - x0) > 0.95 * (x2 - x0)) ||
+ (x > x1 && (x2 - x1) > 0.95 * (x2 - x0)) ||
+ (x == x1);
+ // prepare the new bracketing interval for next iteration
+ if (!bisect) {
+ x0 = x < x1 ? x0 : x1;
+ y0 = x < x1 ? y0 : y1;
+ x2 = x > x1 ? x2 : x1;
+ y2 = x > x1 ? y2 : y1;
+ x1 = x; y1 = y;
+ oldx = x;
+ } else {
+ double xm = 0.5 * (x0 + x2);
+ double ym = computeObjectiveValue(xm);
+ if (FastMath.signum(y0) + FastMath.signum(ym) == 0.0) {
+ x2 = xm; y2 = ym;
+ } else {
+ x0 = xm; y0 = ym;
+ }
+ x1 = 0.5 * (x0 + x2);
+ y1 = computeObjectiveValue(x1);
+ oldx = Double.POSITIVE_INFINITY;
+ }
+ }
+ }
+}