# # # Nim's Runtime Library # (c) Copyright 2013 Robert Persson # # See the file "copying.txt", included in this # distribution, for details about the copyright. # ## **Warning:** This module will be moved out of the stdlib and into a ## Nimble package, don't use it. type OneVarFunction* = proc (x: float): float {.deprecated: [TOneVarFunction: OneVarFunction].} proc brent*(xmin,xmax:float, function:OneVarFunction, tol:float,maxiter=1000): tuple[rootx, rooty: float, success: bool]= ## Searches `function` for a root between `xmin` and `xmax` ## using brents method. If the function value at `xmin`and `xmax` has the ## same sign, `rootx`/`rooty` is set too the extrema value closest to x-axis ## and succes is set to false. ## Otherwise there exists at least one root and success is set to true. ## This root is searched for at most `maxiter` iterations. ## If `tol` tolerance is reached within `maxiter` iterations ## the root refinement stops and success=true. # see http://en.wikipedia.org/wiki/Brent%27s_method var a=xmin b=xmax c=a d=1.0e308 fa=function(a) fb=function(b) fc=fa s=0.0 fs=0.0 mflag:bool i=0 tmp2:float if fa*fb>=0: if abs(fa)tol: if fa!=fc and fb!=fc: # inverse quadratic interpolation s = a * fb * fc / (fa - fb) / (fa - fc) + b * fa * fc / (fb - fa) / (fb - fc) + c * fa * fb / (fc - fa) / (fc - fb) else: #secant rule s = b - fb * (b - a) / (fb - fa) tmp2 = (3.0 * a + b) / 4.0 if not((s > tmp2 and s < b) or (s < tmp2 and s > b)) or (mflag and abs(s - b) >= (abs(b - c) / 2.0)) or (not mflag and abs(s - b) >= abs(c - d) / 2.0): s=(a+b)/2.0 mflag=true else: if (mflag and (abs(b - c) < tol)) or (not mflag and (abs(c - d) < tol)): s=(a+b)/2.0 mflag=true else: mflag=false fs = function(s) d = c c = b fc = fb if fa * fs<0.0: b=s fb=fs else: a=s fa=fs if abs(fa)maxiter: break return (b,fb,true)