class Brent extends AnyRef

The Brent class is used to find roots (zeros) for a one-dimensional (scalar) function 'g'. Depending on the FunctionSelector, it can find zeros for derivatives or finite differences, which may indicate optima for function 'g'. The code is directly translated from the following:

See also

math.haifa.ac.il/ronn/NA/NAprogs/brent.java

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Instance Constructors

  1. new Brent(g: FunctionS2S, root: FunctionSelector = FiniteDifference)

    g

    the function to find minima of

    root

    find the root for function, derivative or finite difference

Value Members

  1. def solve(a_: Double, b_: Double): Double

    Solve for/find a root within the bounds of 'a_' and 'b_'

    Solve for/find a root within the bounds of 'a_' and 'b_'

    a_

    the lower bound

    b_

    the upper bound