zero_brent


zero_brent, an Octave code which finds a zero of a scalar function of a scalar variable, by Richard Brent.

The method does not require the use of derivatives, and does not assume that the function is differentiable.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

zero_brent is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and Programs:

zero_brent_test

fsolve_test, an Octave code which calls fsolve() which seeks the solution x of one or more nonlinear equations f(x)=0.

test_zero, an Octave code which defines some test functions for which zeroes can be sought.

zero_chandrupatla, an Octave code which finds a zero of a scalar function of a scalar variable, starting from a change of sign interval, using the Chandrupatla method, which can converge faster than bisection, regula falsi, or Brent's method, by Tirupathi Chandrapatla.

zero_itp, an Octave code which finds a zero of a scalar function of a scalar variable, starting from a change of sign interval, using the Interpolate/Truncate/Project (ITP) method, which has faster convergence than the bisection method.

zero_laguerre, an Octave code which uses Laguerre's method to find the zero of a function. The method needs first and second derivative information. The method almost always works when the function is a polynomial.

zero_muller, an Octave code which seeks a root of a nonlinear equation using the Muller method, with complex arithmetic.

zero_rc, an Octave code which seeks a solution of a scalar nonlinear equation f(x) = 0, using reverse communication (RC), by Richard Brent.

Author:

Original Fortran77 version by Richard Brent; This version by John Burkardt.

Reference:

  1. Richard Brent,
    Algorithms for Minimization without Derivatives,
    Dover, 2002,
    ISBN: 0-486-41998-3,
    LC: QA402.5.B74.

Source Code:


Last revised on 11 June 2021.