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Hi,
I am wondering why the constraints in
Solver1D::solve(const ObjectiveFunction& f,
double xAccuracy,
double guess,
double xMin,
double xMax) const
are strict rather than inclusive, e.g. fxMin_*fxMax_ < 0.0 rather than <=
0.0, see below an exerpt from solver1d.cpp.
QL_REQUIRE((fxMin_*fxMax_ < 0.0), "root not bracketed: f[" +
...
QL_REQUIRE(guess > xMin_, "Solver1D: guess (" +
...
QL_REQUIRE(guess < xMax_, "Solver1D: guess (" +
I came across this when trying to use Newton method to find a root. There my
initial guess was xMin which was rejected by the second QL_REQUIRE. (And
strictly speaking neither xMin nor xMax are required for Newton's method)
Thanks, Vadim
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