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§Brent’s methods
§BrentOpt
A minimization algorithm combining parabolic interpolation and the golden-section method. It has the reliability of the golden-section method, but can be faster thanks to the parabolic interpolation steps.
§References
“An algorithm with guaranteed convergence for finding a minimum of a function of one variable”, Algorithms for minimization without derivatives, Richard P. Brent, 1973, Prentice-Hall.
§BrentRoot
A root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less-reliable methods.
§References
Structs§
- Brent’s method
- Brent’s method