Brent-Dekker Root Finding Algorithm
Find root of continuous function of one variable.
brentDekker(fun, a, b, maxiter = 500, tol = 1e-12, ...) brent(fun, a, b, maxiter = 500, tol = 1e-12, ...)
fun |
function whose root is to be found. |
a, b |
left and right end points of an interval; function values need to be of different sign at the endpoints. |
maxiter |
maximum number of iterations. |
tol |
relative tolerance. |
... |
additional arguments to be passed to the function. |
brentDekker implements a version of the Brent-Dekker algorithm,
a well known root finding algorithms for real, univariate, continuous
functions. The Brent-Dekker approach is a clever combination of secant
and bisection with quadratic interpolation.
brent is simply an alias for brentDekker.
brent returns a list with
root |
location of the root. |
f.root |
funtion value at the root. |
f.calls |
number of function calls. |
estim.prec |
estimated relative precision. |
Quarteroni, A., R. Sacco, and F. Saleri (2007). Numerical Mathematics. Second Edition, Springer-Verlag, Berlin Heidelberg.
# Legendre polynomial of degree 5 lp5 <- c(63, 0, -70, 0, 15, 0)/8 f <- function(x) polyval(lp5, x) brent(f, 0.6, 1) # 0.9061798459 correct to 12 places
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.