Next: Multi-dimensional search
Up: Parabolic interpolation
Previous: Parabolic interpolation
  Contents
The Brent's rule is a mix of the last two techniques: it uses
the golden section when the function is not regular and switches
to a parabolic interpolation when the function is sufficiently regular.
In particular, it tries always a parabolic step. When the parabolic step
is useless then the method use the golden section search.
marco+site@equars.com