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[lmi-commits] [lmi] master d0e0746 1/8: Improve documentation
From: |
Greg Chicares |
Subject: |
[lmi-commits] [lmi] master d0e0746 1/8: Improve documentation |
Date: |
Wed, 2 Jun 2021 15:37:06 -0400 (EDT) |
branch: master
commit d0e07464368f967c2a54b33b2ccd5689b67a6fba
Author: Gregory W. Chicares <gchicares@sbcglobal.net>
Commit: Gregory W. Chicares <gchicares@sbcglobal.net>
Improve documentation
It is significant that the NR quotation dates to 2007 rather than to
1986, the date of the first edition.
---
zero.hpp | 11 ++++++++++-
1 file changed, 10 insertions(+), 1 deletion(-)
diff --git a/zero.hpp b/zero.hpp
index c430d35..149a74f 100644
--- a/zero.hpp
+++ b/zero.hpp
@@ -85,7 +85,16 @@ inline void expatiate(int& n_iter, double x, double fx,
std::ostream& os)
/// of a higher-order method when appropriate. We recommend it as the
/// method of choice for general one-dimensional root finding where a
/// function's values only (and not its derivative or functional form)
-/// are available." --Press et al., _Numerical Recipes_
+/// are available." --Press et al., _Numerical Recipes_ (3rd ed. 2007)
+///
+/// Numerous papers claim to improve on Brent's method. Perhaps the
+/// best is ACM Algorithm 748 (Transactions on Mathematical Software):
+///
https://na.math.kit.edu/alefeld/download/1995_Algorithm_748_Enclosing_Zeros_of_Continuous_Functions.pdf
+/// whose Table II compares Brent's algorithm to TOMS748 for fifteen
+/// test problems, claiming an advantage of 4-6%. A typical lmi solve
+/// takes ten or twenty iterations, so that would represent saving
+/// less than one iteration on average. It would be interesting to
+/// test TOMS758 with lmi, but there's little hope of any real gain.
///
/// Newton's method has quadratic convergence, in the vicinity of a
/// root, for well-behaved functions (though its performance in the
- [lmi-commits] [lmi] master updated (f9276c0 -> f0526be), Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master ad14033 6/8: Improve and test translation from ALGOL 60, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master f0526be 8/8: Designate release candidate 20210602T1807Z, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master 6b65f7f 3/8: Rename certain arguments and variables, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master e41a14f 4/8: Improve instrumentation, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master 7a75531 2/8: Write non-const reference arguments first, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master d0e0746 1/8: Improve documentation,
Greg Chicares <=
- [lmi-commits] [lmi] master d35e677 7/8: Add a unit test: root of an unfriendly function, Greg Chicares, 2021/06/02
- [lmi-commits] [lmi] master 9292445 5/8: Fix a unit test, Greg Chicares, 2021/06/02