In numerical analysis, Brent's method is a complicated but popular root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less reliable methods. The idea is to use the secant method or inverse quadratic interpolation if possible, because they converge faster, but to fall back to the more robust bisection method if necessary. Brent's method is due to Richard Brent (1973) and builds on an earlier algorithm of Theodorus Dekker (1969).
The algorithms implemented in this class are based on the original C source code available in Netlib (http://www.netlib.org/c/brent.shar) by Oleg Keselyov, 1991.
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