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Re: minimization using the Brent algorithm (brent.c)
Z F writes:
> Sorry for my rudness, but I think that it is not prudent to require
> a "test" point inside the interval. (I know that standard libraries
> require that). The test F(a)>F(x)<F(b) is a protection againts a
> "stupid" mistake, nothing more. It does not guarantee that there is no
> point y between a and b that F(y)>F(a) or F(y)>F(b) so the test is
> useless and only requires an extra computation of F() which might be
> time consuming.
GSL requires the three points since its goal is to give a guaranteed
bound on a local minimum. With three points the algorithm cannot
fail, whereas a two-point algorithm can.
It's true that the user needs their own routine to find the initial
guesses. If someone wants to write one for GSL I will add it.
--
Brian Gough
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