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Re: [Help-gsl] [A little OT] Algorithm for finding a root / solving an e
From: |
Brian Gough |
Subject: |
Re: [Help-gsl] [A little OT] Algorithm for finding a root / solving an equation |
Date: |
Wed, 13 Jan 2010 14:45:42 +0000 |
User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |
At Tue, 5 Jan 2010 14:31:10 +0100,
Vicent wrote:
> So, my question is NOT about HOW TO compute the root (I could do it with
> Excel's Solver, for example, or with the existing algorithms at the GSL),
> but about which is THE BEST way to do it (and also about how to get profit
> of previous knowledge about my concrete function).
>
> Also, can you recommend some good (on-line or off-line) references about
> numerical algorithms in general to me?? Something like a good and up-to-date
> book or web site with "numerical recipes".
I like "Numerical Computation" (2 Volumes) by C.W. Ueberhuber
It has a chapter on root-finding without derivatives I believe.
See also
http://www.network-theory.co.uk/articles/numerics.html
http://www.network-theory.co.uk/articles/morenumerics.html
--
Brian Gough
GNU Scientific Library -
http://www.gnu.org/software/gsl/