local_min_rc, a MATLAB code which seeks a local minimum of a scalar function of a scalar variable, without requiring derivatives, or assuming the function is differentiable, using reverse communication (RC), by Richard Brent.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
local_min_rc is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and an Octave version and a Python version.
asa047, a MATLAB code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
backtrack_binary_rc, a MATLAB code which carries out a backtrack search for a set of binary decisions, using reverse communication (RC).
bisection_rc, a MATLAB code which demonstrates the simple bisection method for solving a scalar nonlinear equation in a change of sign interval, using reverse communication (RC).
cg_rc, a MATLAB code which implements the conjugate gradient (CG) method for solving a positive definite sparse linear system A*x=b, using reverse communication (RC).
compass_search, a MATLAB code which seeks the minimizer of a scalar function of several variables using compass search, a direct search algorithm that does not use derivatives.
local_min, a MATLAB code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, by Richard Brent.
nelder_mead, a MATLAB code which minimizes a scalar function of several variables using the Nelder-Mead algorithm.
newton_rc, a MATLAB code which solves a system of nonlinear equations by Newton's method, using reverse communication (RC).
praxis, a MATLAB code which minimizes a scalar function of several variables, by Richard Brent.
root_rc, a MATLAB code which seeks a solution of a scalar nonlinear equation f(x) = 0, or a system of nonlinear equations, using reverse communication (RC), by Gaston Gonnet.
roots_rc, a MATLAB code which seeks a solution of a system of nonlinear equations f(x) = 0, using reverse communication (RC), by Gaston Gonnet.
sort_rc, a MATLAB code which can sort a list of any kind of objects, using reverse communication (RC).
test_min, a MATLAB code which implements test problems for minimization of a scalar function of a scalar variable.
toms178, a MATLAB code which optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
zero_rc, a MATLAB code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.
Original FORTRAN77 version by Richard Brent; MATLAB version by John Burkardt.