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Brent's method
- From: Jacek Pliszka <pliszka at fuw dot edu dot pl>
- To: gsl-discuss at sources dot redhat dot com
- Date: Thu, 29 Jan 2004 12:38:15 +0100
- Subject: Brent's method
- References: <003601c2972f$4b3951e0$8d6847c8@science> <15854.23115.694082.621412@debian> <1039033662.22663.52.camel@snark.ucr.edu>
Hi!
I finally had time to debug and I got working Brent's method for
multidimensional minimalization without derivatives.
The code is written from scratch - I translated ALGOL from Bren'tsbook
into C.
Now I would like to include this in the GSL. The code consists of two
parts:
1. The procedure itself
2. Testing functions from Brent's book
I would like to start with adding test functions from Brent's book to
test_funcs.c and test.c.
Is it possible to add them ? I want to ask before I add them there.
BR,
Jacek Pliszka