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Merge pull request #141 from CCsimon123/dev2
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Adding Brent to docs
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ChrisRackauckas authored Jan 31, 2023
2 parents 11d10b8 + 9ac5cd8 commit f2c334d
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1 change: 1 addition & 0 deletions docs/src/api/simplenonlinearsolve.md
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Expand Up @@ -12,4 +12,5 @@ Broyden
Klement
TrustRegion
Ridder
Brent
```
3 changes: 3 additions & 0 deletions docs/src/solvers/BracketingSolvers.md
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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

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- `Falsi`: A non-allocating regula falsi method
- `Bisection`: A common bisection method
- `Ridder`: A non-allocating Ridder method
- `Brent`: A non-allocating Brent method

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