Re: [Boost-users] Is there a false-position root finding method inboost

Subject: Re: [Boost-users] Is there a false-position root finding method inboost
From: John Maddock (john_at_[hidden])
Date: 2008-09-12 05:07:52

Peng Yu wrote:
>> On Wed, Sep 10, 2008 at 10:57 PM, Peng Yu <pengyu.ut_at_[hidden]>
>> wrote:
>>> Hi,
>>>
>>> #include <boost/math/tools/roots.hpp>
>>> There are a few root finding algorithm in the above file. I'm not
>>> sure if there is the false-position method in there?
>>>
>>> What I want is give an interval which only has one root. I want to
>>> always find the root in that interval. I'm wondering if any function
>>> in that header can do so or not.
>>
>> To be more specific, I'm wondering if toms748_solve does this?

Yes, but it's considerably more complex internally (and more efficient) than 
the classic false position method since it combines bisection with secant, 
cubic and quadratic interpolation.  Indeed for certain classes of problems 
it's the most efficient method possible without derivative information.

HTH, John.