Brent's Minimization Method

For Brent's Rootfinding Method visit here.

The video covering Brent's Minimization Method which combines Golden-section Search and Successive Parabolic Interpolation can be found here https://youtu.be/BQm7uTYC0sg. Example code is given in the BrentJarratt.fsx file, written in F#, it also includes Jarratt's Method and Golden-section Search for comparison. You can run the program via CodingGround. To run the program locally have F# installed then type dotnet fsi BrentJarratt.fsxin the terminal in the directory where BrentJarratt.fsx is saved. I recommend an IDE to edit the program like VS Code.

Reference links:

• Brent's book https://maths-people.anu.edu.au/~brent/pub/pub011.html
• Code written by Richard Brent fmin.f
• MATLAB fminbnd docmuentation Mathworks
• SciPy's minimize_scalar documentation docs.scipy.org
• GNU Octave fminbnd documentation https://octave.org/doc/v4.0.1/Minimizers.html