brent_original

brent_original, a FORTRAN77 library which contains the original versions of algorithms for finding zeros or minima of a scalar function of a scalar variable, by Richard Brent.

The methods do not require the use of derivatives, and do not assume that the function is differentiable.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

brent_original is available in a FORTRAN77 version.

Related Data and Programs:

brent, a FORTRAN77 library which contains routines for finding zeroes or minima of a scalar function of a scalar variable, without the use of derivative information, including a reverse communication (RC) option, by Richard Brent.

brent_original_test

Author:

Richard Brent;

Reference:

1. Richard Brent,
   Algorithms for Minimization without Derivatives,
   Dover, 2002,
   ISBN: 0-486-41998-3,
   LC: QA402.5.B74.

Source Code:

• glomin_original.f, finds the global minimizer of a function.
• localm_original.f, finds a local minimizer of a function.
• zero_original.f, finds the zero of a function.
• brent_original.sh, commands to compile the source code.