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Chapter 12. Tools: Root Finding & Minimization Algorithms, Polynomial Arithmetic & Evaluation, Interpolation & Quadrature

Table of Contents

Root finding
Root Finding Without Derivatives
Bisection
Bracket and Solve Root
Algorithm TOMS 748: Alefeld, Potra and Shi: Enclosing zeros of continuous functions
Brent-Decker Algorithm
Termination Condition Functors
Implementation
Root Finding With Derivatives: Newton-Raphson, Halley & Schröder
Examples of Root-Finding (with and without derivatives)
Finding the Cubed Root With and Without Derivatives
Using C++11 Lambda's
Computing the Fifth Root
Root-finding using Boost.Multiprecision
Generalizing to Compute the nth root
A More complex example - Inverting the Elliptic Integrals
The Effect of a Poor Initial Guess
Examples Where Root Finding Goes Wrong
Locating Function Minima using Brent's algorithm
Comparison of Root Finding Algorithms
Comparison of Cube Root Finding Algorithms
Comparison of Nth-root Finding Algorithms
Comparison of Elliptic Integral Root Finding Algoritghms
Polynomials
Polynomial and Rational Function Evaluation
Interpolation Functions
Cubic B-spline interpolation
Barycentric Rational Interpolation
Quadrature
Adaptive Trapezoidal Quadrature
Gauss-Legendre quadrature
Gauss-Kronrod Quadrature
Double-exponential quadrature
Overview
tanh_sinh
Handling functions with large features near an endpoint with tanh-sinh quadrature
sinh_sinh
exp_sinh
Setting the Termination Condition for Integration
Setting the Maximum Interval Halvings and Memory Requirements
Thread Safety
Caveats
References

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