zero_brent


zero_brent, a C++ code which finds a zero of a scalar function of a scalar variable, by Richard Brent.

The method does not require the use of derivatives, and does not assume that the function is differentiable.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

zero_brent is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and Programs:

zero_brent_test

bisection, a C++ code which applies the bisection method to seek a root of f(x) over a change-of-sign interval a <= x <= b.

bisection_rc, a C++ code which seeks a solution to the equation F(X)=0 using bisection within a user-supplied change of sign interval [A,B]. The procedure is written using reverse communication (RC).

test_zero, a C++ code which defines some test functions for which zeroes can be sought.

zero_itp, a C++ code which finds a zero of a scalar function of a scalar variable, starting from a change of sign interval, using the Interpolate/Truncate/Project (ITP) method, which has faster convergence than the bisection method.

zero_rc, a C++ code which seeks solutions of a scalar nonlinear equation f(x) = 0 using reverse communication (RC).

Author:

Original Fortran77 version by Richard Brent; This version by John Burkardt.

Reference:

  1. Richard Brent,
    Algorithms for Minimization without Derivatives,
    Dover, 2002,
    ISBN: 0-486-41998-3,
    LC: QA402.5.B74.

Source Code:


Last revised on 31 May 2021.