solvers man page

solvers — One-dimensional solvers

Classes

class Bisection
Bisection 1-D solver
class Brent
Brent 1-D solver
class FalsePosition
False position 1-D solver.
class FiniteDifferenceNewtonSafe
safe Newton 1-D solver with finite difference derivatives
class Newton
Newton 1-D solver
class NewtonSafe
safe Newton 1-D solver
class Ridder
Ridder 1-D solver
class Secant
Secant 1-D solver

Detailed Description

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib