RootFinder provides an implementation of all the standard bracketing and open root finding techniques, along with a customizable and configurable framework which separates the initialization/bracketing functionality from the eventual root search.
|Tags||Bracketing bisection False Position Quadratic Inverse Quadratic Ridder Brent|
Release Notes: This release adds basis spline library extensions, b spline functionality, spline-based discount curve build-out, spline-based forward curve build-out, and canned product metric calculation.
Release Notes: This release provides a partition of the fixed pointer into bracketing and open schemes, the introduction of primitive and compound variate iterators, an implementation of the popular primitives, including Ridder's, common and regression samples, and customization of the execution initialization and the iteration phases.
Release Notes: This release adds a root finder framework, bracket initialization techniques, open method convergence zone initialization techniques, iterative open methods, Newton-Raphson and Secant methods, iterative bracketing primitive methods (Bisection, False Position, Quadratic Interpolation, Inverse Quadratic Interpolation, and Ridder), iterative bracketing compound methods (Brent's and Zheng's), samples, documentation, regression runs, and search initialization heuristics.
Release Notes: This is the first Freecode release.