Skip to content

Commit

Permalink
Adding Brent to docs
Browse files Browse the repository at this point in the history
  • Loading branch information
Deltadahl committed Jan 31, 2023
1 parent 11d10b8 commit 9ac5cd8
Show file tree
Hide file tree
Showing 2 changed files with 4 additions and 0 deletions.
1 change: 1 addition & 0 deletions docs/src/api/simplenonlinearsolve.md
Original file line number Diff line number Diff line change
Expand Up @@ -12,4 +12,5 @@ Broyden
Klement
TrustRegion
Ridder
Brent
```
3 changes: 3 additions & 0 deletions docs/src/solvers/BracketingSolvers.md
Original file line number Diff line number Diff line change
Expand Up @@ -9,6 +9,8 @@ Solves for ``f(t)=0`` in the problem defined by `prob` using the algorithm

`Falsi()` can have a faster convergence and is discretely differentiable, but is
less stable than `Bisection`.
`Ridder` is a hybrid method that uses the value of function at the midpoint of the interval to perform an exponential interpolation to the root. This gives a fast convergence with a guaranteed convergence of at most twice the number of iterations as the bisection method.
`Brent` is a combination of the bisection method, the secant method and inverse quadratic interpolation. At every iteration, Brent's method decides which method out of these three is likely to do best, and proceeds by doing a step according to that method. This gives a robust and fast method, which therefore enjoys considerable popularity.

## Full List of Methods

Expand All @@ -20,3 +22,4 @@ SimpleNonlinearSolve.jl directly to decrease the dependencies and improve load t
- `Falsi`: A non-allocating regula falsi method
- `Bisection`: A common bisection method
- `Ridder`: A non-allocating Ridder method
- `Brent`: A non-allocating Brent method

0 comments on commit 9ac5cd8

Please sign in to comment.