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Successive Parabolic Interpolation
Oscar Veliz edited this page Nov 5, 2020
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The video covering Jarratt's Method - Successive Parabolic Interpolation can be found here https://youtu.be/3WHcQofG7B8.
Example code is given in the BrentJarratt.fsx file, written in F#, it compares Jarratt's Method to Golden-section Search. You can run the program via CodingGround. To run the program locally have F# installed then type dotnet fsi BrentJarratt.fsx
in the terminal in the directory where BrentJarratt.fsx is saved. I recommend an IDE to edit the program like VS Code.
Reference links:
- Jarratt's paper https://doi.org/10.1093/comjnl/10.1.82
- Brent's book https://maths-people.anu.edu.au/~brent/pub/pub011.html
- Code written by Richard Brent fmin.f