[SciPy-User] expanding optimize.brentq
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.
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.)
More information about the SciPy-User