Brent's algorithm for general functions. This is a general iterative method that searches the extremum using an adaptive algorithm (Brent's algorithm) that uses a combination of golden section search and inverse parabolic interpolation.
For a list of all members of this type, see BrentLocate Members.
System.Object
BrentLocate
Namespace: WebCab.COM.Math.Optimization.UniDimensional
Assembly: WebCab.COM.Optimization (in WebCab.COM.Optimization.dll)
BrentLocate Members | WebCab.COM.Math.Optimization.UniDimensional Namespace | | | | | |