patrick-kidger / patrick-kidger/optimistix
More root finding methods
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- Dominant language
- Python
- Stars
- 623
- Forks
- 54
- PR merge metrics
- No merged PRs in 30d
Description
Hey,
I was a bit bored recently and implemented a couple of methods. I can open a PR if there is some interest.
The methods are:
Minimizers (all 1D only):
- Brent's method
- Golden-Section Search
- Succesive Parabolic Interpolation
Root finders (1D):
- Brent-Dekker method
- Secant in 1D
- Inverse Quadratic Interpolation
- Householder's method
Root finders (multivariate):
-Broyden (good and bad)
-a Secant-like method
-Regula Falsi (based on the secant-like method)
I think the most relevant ones are Brent, Brent-Dekker, Householder and Broyden. But maybe there are use cases for the others as well.
Also I was wondering if there is some consideration on incorporating linesearches into root-finding? This would make the Newton-Raphson-like solvers much more stable.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names no files, tests, or entry points. Start by inspecting the existing root-finding methods and reviewing the eight comments to determine which proposed methods and line-search support are in scope; done should mean an agreed, concrete set of methods with implementation and validation expectations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- backend
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100