Simple root finding methods in Julia
Author rafaqz
0 Stars
Updated Last
2 Years Ago
Started In
August 2018


Build Status

A light-weight collection of simple root-finding algorithms.

These are intended to be simple but high-performance routines with no allocation or construction overheads. They also work with Unitful.jl, or any other types that define basic math and comparison operations.

The package code and tests are small and easy to understand, and are guaranteed to stay that way.

Included are bracketed findzero methods including:

  • Brent
  • Bisection
  • Secant

A tuple is returned, containing the value and a Bool for sucsess:

julia> findzero(sin, Secant(-0.5, 0.5))
(0.0, true)

A basic quadratic solver quad is also included:

julia> quad(1.0, 3.0, -4.0)
(-4.0, 1.0)

Accuracy and quality of methods is probably lower, and is far less well tested than Roots.jl. For non-modelling purposes, use Roots.jl.