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Re: minimization using the Brent algorithm (brent.c)
- From: Fabrice Rossi <rossi at ufrmd dot dauphine dot fr>
- To: Fabrice Rossi <rossi at ufrmd dot dauphine dot fr>
- Cc: Z F <mail4me9999 at yahoo dot com>,Brian Gough <bjg at network-theory dot co dot uk>,Faheem Mitha <faheem at email dot unc dot edu>, gsl-discuss at sources dot redhat dot com
- Date: Mon, 17 Mar 2003 21:42:42 +0100
- Subject: Re: minimization using the Brent algorithm (brent.c)
- References: <20030317200852.54309.qmail@web20419.mail.yahoo.com> <3E7631BE.7090104@ufrmd.dauphine.fr>
Fabrice Rossi wrote:
. If it is not the case, that is when you have
F(x)>F(a) (for instance), you are in trouble. Assume for instance your
next try is y, between a and x and you have F(y)F(a) and
F(y)>F(b). What is your next estimate? Do you prefer ]a,x[, for which
you have now a bracketing triple, or ]y,b[ for which you have a
candidate (b) that is currently the lowest?
Oups, I meant F(y)<F(a) !