solvers man page
Bisection 1-D solver
Brent 1-D solver
False position 1-D solver.
safe Newton 1-D solver with finite difference derivatives
Newton 1-D solver
safe Newton 1-D solver
Ridder 1-D solver
Secant 1-D solver
The abstract class QuantLib::Solver1D provides the interface for one-dimensional solvers which can find the zeroes of a given function.
A number of such solvers is contained in the ql/Solvers1D directory.
The implementation of the algorithms was inspired by 'Numerical Recipes in C', 2nd edition, Press, Teukolsky, Vetterling, Flannery - Chapter 9
Some work is needed to resolve the ambiguity of the root finding accuracy defition: for some algorithms it is the x-accuracy, for others it is f(x)-accuracy.
Generated automatically by Doxygen for QuantLib from the source code.