Implement Brent's Method for root finding

[sritchie]

Implement Brent's Method for root finding

[MagusMachinae]

@sritchie What's wrong with it?

Would I be presumptuous in saying that the root finding version would be using the minimisation logic, but we just don't go below f(x)=0?

[sritchie]

Not presumptuous, but it is indeed more complicated! The issue is that the description of the algorithm here https://en.wikipedia.org/wiki/Brent%27s_method#Algorithm does not match the code in Brent's book, in chapter 4.

This would be a fun project if you want to take it on, but it's more involved than a reply here... I'm happy to walk you through it all!

The first task would be to read this namespace (less commented than some of the other essays) and get a feel for what is going on. Once you stare a bit, let's get some time to look at it together (it will be too confusing without some pre-staring).

https://github.com/sicmutils/sicmutils/blob/master/src/sicmutils/numerical/unimin/brent.cljc#L47

Thank you!

[MagusMachinae]

I've been occasionally perusing the namespace, but I'll devote some time to go through it in detail.

I'll let you know once I've digested it a bit more.