Re: Brent solver change.

Posted by Piotr Gregor on Nov 29, 2012; 7:11pm
URL: http://quantlib.414.s1.nabble.com/Brent-solver-change-tp13747p13750.html

additional issue is that Brent method doesn't take in to account initial
guess.
when you call Brent solveImpl method through solver1d.solve with guess as
one of the arguments, root_ is set to this value in solve() but just after
entering solveImpl() it is changed back to root_=xMax_ without any checking
whether guess is correct.
in this scenario I think there is also need to call f(root_) before
returning solution.

regards,
Piotr

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