Expand description
Scalar root-finding helpers used by implied vol and other solvers.
| Method | Use in this crate |
|---|---|
| Newton–Raphson | Primary IV step when vega is reliable |
| Brent | Robust bracketed fallback after Newton |
Brent combines bisection reliability with secant / inverse-quadratic speed on smooth problems. We previously used plain bisection as the fallback; Brent is the standard upgrade for the same bracketed contract.
Functions§
- brent_
root - Find a root of continuous
fon bracket[lo, hi](Brent 1973).