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

Subject: Re: [Boost-users] [Math] advice using brent_find_minima()
From: dariomt (dariomt_at_[hidden])
Date: 2014-12-12 06:31:45

John Maddock <boost.regex <at> virgin.net> writes:
> 
> They are very similar and differ only in the interpolation methods used, 
> see
> 
> 
http://na.math.kit.edu/alefeld/download/1995_Algorithm_748_Enclosing_Zeros_o
f_Continuous_Functions.pdf 
> for the details, but TOMS748 claims to be the best of the bunch - albeit 
> I suspect for many problems there is little to choose between them. 
> Certainly TOM748 seems to be very robust, and for most functions will 
> find the root to double precision in about 8-10 calls to f() provided 
> the starting bounds aren't too far apart.  Of course in the extreme case 
> that your function is basically a square wave, you can't do better than 
> bisection, which all of these algorithms ultimately fall back to.
> 
> John.
> 

Thanks a lot for the info!