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Module root_find

Module root_find 

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Scalar root-finding helpers used by implied vol and other solvers.

MethodUse in this crate
Newton–RaphsonPrimary IV step when vega is reliable
BrentRobust 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 f on bracket [lo, hi] (Brent 1973).