Re: [Boost-users] [Math] advice using brent_find_minima()

Subject: Re: [Boost-users] [Math] advice using brent_find_minima()
From: John Maddock (boost.regex_at_[hidden])
Date: 2014-12-09 07:57:50

> I'd like to find the root of a function f (find x such that f(x) = 0).
>
> Should I pass abs( f ) to brent_find_minima()?

No: that's a truly lousy method for finding the root.

If you have one or more derivatives of f then use newton_raphson_iterate 
or halley_iterate from 
http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/math_toolkit/internals1/roots.html

Otherwise use toms748_solve or bracket_and_solve_root from 
http://www.boost.org/doc/libs/1_57_0/libs/math/doc/html/math_toolkit/internals1/roots2.html. 
  Note that the latter of these two calls the former, which happens to 
be asymptotically optimal if you have no derivative information.

And no, we don't have examples for these as they're "details" that 
aren't officially part of the library yet.  However, we really should do 
something about that as the code has actually been stable for millennia 
now ;-)

HTH, John.