Here are many functions with double underscores before the name:
__construct,
__destruct,
__call,
__callStatic,
__get,
__set,
__isset,
__unset,
__sleep,
As stated here:
PHP reserves all function names starting with __ as magical. It is recommended that you do not use function names with __ in PHP unless you want some documented magic functionality
Long story short, PHP calls these functions implicitly and you shouldn't use this naming convention yourself.