
Boost Users : 
Subject: Re: [Boostusers] [Math] advice using brent_find_minima()
From: Paul A. Bristow (pbristow_at_[hidden])
Date: 20141209 10:07:42
> Original Message
> From: Boostusers [mailto:boostusersbounces_at_[hidden]] On Behalf Of
John
> Maddock
> Sent: 09 December 2014 12:58
> To: boostusers_at_[hidden]
> Subject: Re: [Boostusers] [Math] advice using brent_find_minima()
>
> > 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/internals
> 1/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/internals
> 1/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 ;)
There is an example
http://www.boost.org/doc/libs/1_57_0/libs/math/example/root_finding_example.cpp
that you might find helpful.
Paul
 Paul A. Bristow Prizet Farmhouse Kendal UK LA8 8AB +44 (0) 1539 561830
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