[SciPy-User] optimize.brentq and step function
Charles R Harris
Thu Feb 28 22:43:28 CST 2013
On Thu, Feb 28, 2013 at 8:44 PM, <email@example.com> wrote:
> brentq documentation says "f must be a continuous function"
> I forgot that I have a step function and tried brentq and it worked.
> Is this an accident or a feature?
Feature, the documentation is off. Brentq falls back on bisection when it
converges too slowly. And there is some subtlety in 'slowly', but it does
work find a point of sign where the function changes sign, all that is
required is the the function be defined everywhere on the interval and
there be a finite number of 'zeros'. If you know you have a discontinuity,
plain old bisection is probably faster, but one of the best things about
brentq is its generality.
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