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Added source of algorithm.

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Jérôme 2019-04-04 10:41:40 +02:00
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README.md
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TOMS748
=======
Implementation in C++ and python of the very efficient TOMS748 root-finding algorithm. (Yes, there is already a version in boost).
Source : https://na.math.kit.edu/alefeld/download/1995_Algorithm_748_Enclosing_Zeros_of_Continuous_Functions.pdf

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cpp/TOMS748.hpp
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/// Algorithm 4.1 from TOMS748 of robust root-solving.
/// Use this version if f(a) and f(b) have already been computed.
/// Returns x, f(x), and a boolean indicating if the function converged or not (true if converged).
///
/// Source : https://na.math.kit.edu/alefeld/download/1995_Algorithm_748_Enclosing_Zeros_of_Continuous_Functions.pdf
template<typename Func, typename T>
std::tuple<T,T,bool> TOMS748_solve1(Func f, T a, T b, T fa, T fb, T tol, unsigned int Nmax = 1000)
{