MathOpt_Brent.hxx File Reference

#include <MathUtils_Types.hxx>
#include <MathUtils_Config.hxx>
#include <MathUtils_Core.hxx>
#include <MathUtils_Bracket.hxx>
#include <cmath>

Namespaces
namespace	MathOpt
	Optimization algorithms for scalar and vector functions.

Functions
template<typename Function >
ScalarResult	MathOpt::Brent (Function &theFunc, double theLower, double theUpper, const Config &theConfig=Config())
	Brent's method for 1D minimization. Combines golden section search with parabolic interpolation. Guaranteed to converge for unimodal functions within the given interval.
template<typename Function >
ScalarResult	MathOpt::Golden (Function &theFunc, double theLower, double theUpper, const Config &theConfig=Config())
	Golden section search for 1D minimization. Simpler than Brent but with guaranteed linear convergence. Does not attempt parabolic interpolation.
template<typename Function >
ScalarResult	MathOpt::BrentWithBracket (Function &theFunc, double theGuess, double theStep=1.0, const Config &theConfig=Config())
	Brent's method with automatic bracket search. First attempts to bracket a minimum, then applies Brent's method.