object RootFinding
Root finding algorithms
Linear Supertypes
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- def bisection(fn: (Double) => Double, a: Double, b: Double): Double
Bisection bracketing method with linear convergence
- 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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- 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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- 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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- 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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