From 9ac5cd8127b3c4edfad0d9ef15e8f8bd881db3eb Mon Sep 17 00:00:00 2001 From: Simon Carlson Date: Tue, 31 Jan 2023 12:36:37 +0100 Subject: [PATCH] Adding Brent to docs --- docs/src/api/simplenonlinearsolve.md | 1 + docs/src/solvers/BracketingSolvers.md | 3 +++ 2 files changed, 4 insertions(+) diff --git a/docs/src/api/simplenonlinearsolve.md b/docs/src/api/simplenonlinearsolve.md index 82119d742..2e1853348 100644 --- a/docs/src/api/simplenonlinearsolve.md +++ b/docs/src/api/simplenonlinearsolve.md @@ -12,4 +12,5 @@ Broyden Klement TrustRegion Ridder +Brent ``` diff --git a/docs/src/solvers/BracketingSolvers.md b/docs/src/solvers/BracketingSolvers.md index 15a9f2773..5d15b29c1 100644 --- a/docs/src/solvers/BracketingSolvers.md +++ b/docs/src/solvers/BracketingSolvers.md @@ -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 @@ -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