bisectguess

bisectguess uses bisection and a guess of the root to provide a fast and robust root-finding method that is compatible with code generation.

A root of a function f is found by repeated bisection of a specified interval containing a sign change of f. An initial guess of the root can be provided (as for MATLAB's fzero), outwards from which an interval is geometrically expanded until a sign change is found, then bisection proceeds within that interval. (In the thumbnail image, a root of a quadratic is found, despite that the function is positive at both ends of its domain.)

Only one problem is solved at a time: f is a scalar function whose first argument is a scalar. Extra arguments of f are taken directly from extra arguments to bisectguess. To solve many problems, put bisectguess inside a for loop, inside a wrapper function. To make this fast, use code generation to turn the wrapper function into a fast MEX function -- encapsulating f in the MEX function too.

--- This package is no longer updated here. Instead, get updates from github:

https://github.com/geoffstanley/neutral-surfaces/tree/master/lib/fzero_cg