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brent_root

Function brent_root 

Source
pub fn brent_root(
    lo: f64,
    hi: f64,
    f: impl FnMut(f64) -> f64,
    tol: f64,
    max_iter: usize,
) -> FinanceResult<f64>
Expand description

Find a root of continuous f on bracket [lo, hi] (Brent 1973).

Requires opposite signs at the endpoints (or a zero on an endpoint).