org.jquantlib.math.solvers1D

Class Brent

java.lang.Object

org.jquantlib.math.AbstractSolver1D<Ops.DoubleOp>

org.jquantlib.math.solvers1D.Brent

public class Brent
extends AbstractSolver1D<Ops.DoubleOp>

Brent 1-D solver

The implementation of the algorithm was inspired by
Press, Teukolsky, Vetterling, and Flannery, "Numerical Recipes in C", 2nd Edition, Cambridge University Press

Constructor Summary

Constructors

Constructor and Description
Brent()

Method Summary

Methods inherited from class org.jquantlib.math.AbstractSolver1D

getMaxEvaluations, getNumEvaluations, setLowerBound, setMaxEvaluations, setUpperBound, solve, solve

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Brent

public Brent()