MathRoot_Secant.hxx File Reference

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

Namespaces
namespace	MathRoot
	Root finding algorithms for scalar functions.

Functions
template<typename Function >
MathUtils::ScalarResult	MathRoot::Secant (Function &theFunc, double theX0, double theX1, const MathUtils::Config &theConfig=MathUtils::Config())
	Secant method for root finding. Does not require derivative, uses finite difference approximation. Converges superlinearly (order ~1.618, the golden ratio).
template<typename Function >
MathUtils::ScalarResult	MathRoot::SecantAuto (Function &theFunc, double theX0, const MathUtils::Config &theConfig=MathUtils::Config())
	Secant method with automatic initial points. Creates second point by small perturbation of the initial guess.