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Implement Brent-Dekker Method #12

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nieksand opened this issue Jan 19, 2018 · 2 comments

Owner

nieksand commented Jan 19, 2018

https://en.wikipedia.org/wiki/Brent%27s_method

For when d/dx f(x) not available.

Owner Author

nieksand commented Jan 20, 2018

GSL offers Brent-Decker under its bracketing methods section:
https://www.gnu.org/software/gsl/manual/html_node/Root-Bracketing-Algorithms.html#Root-Bracketing-Algorithms

nieksand changed the title ~~Implement Brent's Method~~ Implement Brent-Decker Method

Owner Author

nieksand commented Jan 28, 2018

Boost uses TOMS748 instead, claiming it to be somewhat superior.

nieksand changed the title ~~Implement Brent-Decker Method~~ Implement Brent-Dekker Method

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