This package contains simple routines for finding roots of continuous
scalar functions of a single real variable. The `find_zero`

function provides the
primary interface. It supports various algorithms through the
specification of a method. These include:

Bisection-like algorithms. For functions where a bracketing interval is known (one where

`f(a)`

and`f(b)`

have alternate signs), the`Bisection`

method can be specified. For most floating point number types, bisection occurs in a manner exploiting floating point storage conventions. For others, an algorithm of Alefeld, Potra, and Shi is used. These methods are guaranteed to converge.Several derivative-free methods are implemented. These are specified through the methods

`Order0`

,`Order1`

(the secant method),`Order2`

(the Steffensen method),`Order5`

,`Order8`

, and`Order16`

. The number indicates, roughly, the order of convergence. The`Order0`

method is the default, and the most robust, but may take many more function calls to converge. The higher order methods promise higher order (faster) convergence, though don't always yield results with fewer function calls than`Order1`

or`Order2`

. The methods`Roots.Order1B`

and`Roots.Order2B`

are superlinear and quadratically converging methods independent of the multiplicity of the zero.There are historic methods that require a derivative or two:

`Roots.Newton`

and`Roots.Halley`

.`Roots.Schroder`

provides a quadratic method, like Newton's method, which is independent of the multiplicity of the zero.

Each method's documentation has additional detail.

Some examples:

```
using Roots
f(x) = exp(x) - x^4
# a bisection method has the bracket specified with a tuple or vector
julia> find_zero(f, (8,9), Bisection())
8.613169456441398
julia> find_zero(f, (-10, 0)) # Bisection if x is a tuple and no method
-0.8155534188089606
julia> find_zero(f, (-10, 0), FalsePosition()) # just 11 function evaluations
-0.8155534188089607
```

For non-bracketing methods, the initial position is passed in as a scalar:

```
## find_zero(f, x0::Number) will use Order0()
julia> find_zero(f, 3) # default is Order0()
1.4296118247255556
julia> find_zero(f, 3, Order1()) # same answer, different method
1.4296118247255556
julia> find_zero(sin, BigFloat(3.0), Order16())
3.141592653589793238462643383279502884197169399375105820974944592307816406286198
```

The `find_zero`

function can be used with callable objects:

```
using SymEngine
@vars x
find_zero(x^5 - x - 1, 1.0) # 1.1673039782614185
```

Or,

```
using Polynomials
x = variable()
find_zero(x^5 - x - 1, 1.0) # 1.1673039782614185
```

The function should respect the units of the `Unitful`

package:

```
using Unitful
s = u"s"; m = u"m"
g = 9.8*m/s^2
v0 = 10m/s
y0 = 16m
y(t) = -g*t^2 + v0*t + y0
find_zero(y, 1s) # 1.886053370668014 s
```

Newton's method can be used without taking derivatives, if the
`ForwardDiff`

package is available:

```
using ForwardDiff
D(f) = x -> ForwardDiff.derivative(f,float(x))
```

Now we have:

```
f(x) = x^3 - 2x - 5
x0 = 2
find_zero((f,D(f)), x0, Roots.Newton()) # 2.0945514815423265
```

Automatic derivatives allow for easy solutions to finding critical points of a function.

```
## mean
using Statistics
as = rand(5)
function M(x)
sum([(x-a)^2 for a in as])
end
find_zero(D(M), .5) - mean(as) # 0.0
## median
function m(x)
sum([abs(x-a) for a in as])
end
find_zero(D(m), (0, 1)) - median(as) # 0.0
```

The `find_zeros`

function can be used to search for all zeros in a
specified interval. The basic algorithm essentially splits the interval into many
subintervals. For each, if there is a bracket, a bracketing algorithm
is used to identify a zero, otherwise a derivative free method is used
to search for zeros. This algorithm can miss zeros for various reasons, so the
results should be confirmed by other means.

```
f(x) = exp(x) - x^4
find_zeros(f, -10, 10)
```

For most algorithms, convergence is decided when

The value |f(x_n)| < tol with

`tol = max(atol, abs(x_n)*rtol)`

, orthe values x_n ≈ x_{n-1} with tolerances

`xatol`

and`xrtol`

*and*f(x_n) ≈ 0 with a*relaxed*tolerance based on`atol`

and`rtol`

.

The algorithm stops if

it encounters an

`NaN`

or an`Inf`

, orthe number of iterations exceed

`maxevals`

, orthe number of function calls exceeds

`maxfnevals`

.

If the algorithm stops and the relaxed convergence criteria is met,
the suspected zero is returned. Otherwise an error is thrown
indicating no convergence. To adjust the tolerances, `find_zero`

accepts keyword arguments `atol`

, `rtol`

, `xatol`

, and `xrtol`

.

The `Bisection`

and `Roots.A42`

methods are guaranteed to converge
even if the tolerances are set to zero, so these are the
defaults. Non-zero values for `xatol`

and `xrtol`

can be specified to
reduce the number of function calls when lower precision is required.

This functionality is provided by the `fzero`

function, familiar to
MATLAB users. `Roots`

also provides this alternative interface:

`fzero(f, x0::Real; order=0)`

calls a derivative-free method. with the order specifying one of`Order0`

,`Order1`

, etc.`fzero(f, a::Real, b::Real)`

calls the`find_zero`

algorithm with the`Bisection`

method.`fzeros(f, a::Real, b::Real)`

will call`find_zeros`

.

```
f(x) = exp(x) - x^4
## bracketing
fzero(f, 8, 9) # 8.613169456441398
fzero(f, -10, 0) # -0.8155534188089606
fzeros(f, -10, 10) # -0.815553, 1.42961 and 8.61317
## use a derivative free method
fzero(f, 3) # 1.4296118247255558
## use a different order
fzero(sin, big(3), order=16) # 3.141592653589793...
```

The `fzero`

function is not identical to `find_zero`

. When a function, `f`

,
is passed to `find_zero`

the code is specialized to the function `f`

which means the first use of `f`

will be slower due to compilation,
but subsequent uses will be faster. For `fzero`

, the code is not
specialized to the function `f`

, so the story is reversed.

04/11/2013

1 day ago

313 commits