[SciPy-User] expanding optimize.brentq

josef.pktd@gmai... josef.pktd@gmai...
Mon Mar 18 12:13:33 CDT 2013


Just a thought, given the problems with fsolve

In scipy.stats.distribution, we use an expanding brentq, which looks
like it works very well.
https://github.com/scipy/scipy/pull/216/files#L0R1175

A question given that I have not much experience with root finders:

Is there a general algorithm that has similar properties?


In these application we know that the function is strictly monotonic,
but we don't have a bound for brentq without checking. For some cases
I know one of the bounds (e.g. 0 for non-negative solutions).

(I could use that right now as a replacement for fsolve.)

Josef


More information about the SciPy-User mailing list