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Brent’s methods

BrentOpt

A minimization algorithm combining parabolic interpolation and the golden-section method. It has the reliability of the golden-section method, but can be faster thanks to the parabolic interpolation steps.

References

“An algorithm with guaranteed convergence for finding a minimum of a function of one variable”, Algorithms for minimization without derivatives, Richard P. Brent, 1973, Prentice-Hall.

BrentRoot

A root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less-reliable methods.

References

https://en.wikipedia.org/wiki/Brent%27s_method

Structs

Brent’s method

Brent’s method