Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Brent's method
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
{{Short description|Root-finding algorithm}} {{For|Brent's cycle-detection algorithm|Cycle detection#Brent's algorithm}} In [[numerical analysis]], '''Brent's method''' is a hybrid [[root-finding algorithm]] combining the [[bisection method]], the [[secant method]] and [[inverse quadratic interpolation]]. It has the reliability of bisection but it can be as quick as some of the less-reliable methods. The algorithm tries to use the potentially fast-converging secant method or inverse quadratic interpolation if possible, but it falls back to the more robust bisection method if necessary. Brent's method is due to [[Richard Brent (scientist)|Richard Brent]]<ref>{{harvnb|Brent|1973}}</ref> and builds on an earlier algorithm by [[Theodorus Dekker]].<ref>{{harvnb|Dekker|1969}}</ref> Consequently, the method is also known as the '''Brent–Dekker method'''. Modern improvements on Brent's method include Chandrupatla's method, which is simpler and faster for functions that are flat around their roots;<ref>{{Cite journal |doi = 10.1016/S0965-9978(96)00051-8|title = A new hybrid quadratic/Bisection algorithm for finding the zero of a nonlinear function without using derivatives|journal = Advances in Engineering Software|volume = 28|issue = 3|pages = 145–149|year = 1997|last1 = Chandrupatla|first1 = Tirupathi R.}}</ref><ref>{{Cite web | url=https://www.embeddedrelated.com/showarticle/855.php | title=Ten Little Algorithms, Part 5: Quadratic Extremum Interpolation and Chandrupatla's Method - Jason Sachs}}</ref> [[Ridders' method]], which performs exponential interpolations instead of quadratic providing a simpler closed formula for the iterations; and the [[ITP Method|ITP method]] which is a hybrid between regula-falsi and bisection that achieves optimal worst-case and asymptotic guarantees.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)