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breeze.optimize

RootFinding

object RootFinding

Root finding algorithms

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  1. final def !=(arg0: Any): Boolean
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  5. def bisection(fn: (Double) ⇒ Double, a: Double, b: Double): Double

    Bisection bracketing method with linear convergence

  6. def brent(fn: (Double) ⇒ Double, a: Double, b: Double): Double

    Implementation of Brent root-finding algorithm Brent, R., Algorithms for Minimization Without Derivatives, Prentice-Hall, 1973.

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  8. lazy val defaultMaxIter: Int
  9. lazy val eps: Double
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  12. def find(fn: (Double) ⇒ Double, x0: Double, x1: Option[Double] = None): Double

    Generic method to compute a root approximation x of a function f such that f(x) = 0 Wrapper for Brent's method

    Generic method to compute a root approximation x of a function f such that f(x) = 0 Wrapper for Brent's method

    fn

    function

    x0

    first root estimate

    x1

    optional second root estimate such that [x0,x1] brackets x

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  16. final def ne(arg0: AnyRef): Boolean
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  17. def newtonRaphson(fn: (Double) ⇒ Double, fd: (Double) ⇒ Double, x0: Double, maxIter: Int = defaultMaxIter): Double

    Newton-Raphson's open method with quadratic convergence (requires the derivative and a limited number of iterations to cope with divergence)

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  20. def secant(fn: (Double) ⇒ Double, x0: Double, x1: Double, maxIter: Int = defaultMaxIter): Double

    Secant method (based on a linear approximation of the derivative between successive pair of points)

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    Deprecated

    (Since version ) see corresponding Javadoc for more information.

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