Boost C++ Libraries

Chapter 10. Root Finding & Minimization Algorithms

Table of Contents

Root Finding Without Derivatives

Bisection
Bracket and Solve Root
Algorithm TOMS 748: Alefeld, Potra and Shi: Enclosing zeros of continuous functions
Brent-Decker Algorithm
Termination Condition Functors
Implementation

Root Finding With Derivatives: Newton-Raphson, Halley & Schröder

Examples of Root-Finding (with and without derivatives)

Finding the Cubed Root With and Without Derivatives
Using C++11 Lambda's
Computing the Fifth Root
Root-finding using Boost.Multiprecision
Generalizing to Compute the nth root
A More complex example - Inverting the Elliptic Integrals

The Effect of a Poor Initial Guess

Examples Where Root Finding Goes Wrong

Locating Function Minima using Brent's algorithm

Comparison of Root Finding Algorithms

Comparison of Cube Root Finding Algorithms
Comparison of Nth-root Finding Algorithms
Comparison of Elliptic Integral Root Finding Algorithms

Several tools are provided to aid finding minima and roots of functions.

Some root-finding without derivatives methods are bisection, bracket and solve, including use of TOMS 748 algorithm.

For root-finding with derivatives the methods of Newton-Raphson iteration, Halley, and Schröder are implemented.

For locating minima of a function, a Brent minima finding example is provided.

There are several fully-worked root-finding examples, including: