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<html>
<head>
<title>
BRENT - Algorithms for Minimization Without Derivatives
</title>
</head>
<body bgcolor="#EEEEEE" link="#CC0000" alink="#FF3300" vlink="#000055">
<h1 align = "center">
BRENT <br> Algorithms for Minimization Without Derivatives
</h1>
<hr>
<p>
<b>BRENT</b>
is a FORTRAN90 library which
contains algorithms for finding zeros or minima of
a scalar function of a scalar variable,
by Richard Brent.
</p>
<p>
The methods do not require the use of derivatives, and do not assume that
the function is differentiable.
</p>
<h3 align = "center">
Licensing:
</h3>
<p>
The computer code and data files described and made available on this web page
are distributed under
<a href = "../../txt/gnu_lgpl.txt">the GNU LGPL license.</a>
</p>
<h3 align = "center">
Languages:
</h3>
<p>
<b>BRENT</b> is available in
<a href = "../../c_src/brent/brent.html">a C version</a> and
<a href = "../../cpp_src/brent/brent.html">a C++ version</a> and
<a href = "../../f77_src/brent/brent.html">a FORTRAN77 version</a> and
<a href = "../../f_src/brent/brent.html">a FORTRAN90 version</a> and
<a href = "../../m_src/brent/brent.html">a MATLAB version</a>.
</p>
<h3 align = "center">
Related Data and Programs:
</h3>
<p>
<a href = "../../f_src/asa047/asa047.html">
ASA047</a>,
a FORTRAN90 library which
minimizes a scalar function of several variables using the Nelder-Mead algorithm.
</p>
<p>
<a href = "../../m_src/bisection_integer/bisection_integer.html">
BISECTION_INTEGER</a>,
a FORTRAN90 library which
seeks an integer solution to the equation F(X)=0,
using bisection within a user-supplied change of sign interval [A,B].
</p>
<p>
<a href = "../../f_src/compass_search/compass_search.html">
COMPASS_SEARCH</a>,
a FORTRAN90 library which
seeks the minimizer of a scalar function of several variables
using compass search, a direct search algorithm that does not use derivatives.
</p>
<p>
<a href = "../../cpp_src/gsl/gsl.html">
GSL</a> ,
a C++ library which
is the Gnu Scientific Library, including rootfinding routines.
</p>
<p>
<a href = "../../m_src/nelder_mead/nelder_mead.html">
NELDER_MEAD</a>,
a MATLAB program which
minimizes a scalar function of several variables using the Nelder-Mead algorithm.
</p>
<p>
<a href = "../../f_src/nms/nms.html">
NMS</a>,
a FORTRAN90 library which
includes versions of Brent's minimizer and zero finder.
</p>
<p>
<a href = "../../f_src/praxis/praxis.html">
PRAXIS</a>,
a FORTRAN90 library which
minimizes a scalar function of several variables.
</p>
<p>
<a href = "../../f_src/slatec/slatec.html">
SLATEC</a>,
a FORTRAN90 library which
includes the zero finder FZERO.
</p>
<p>
<a href = "../../f_src/test_opt/test_opt.html">
TEST_OPT</a>,
a FORTRAN90 library which
defines test problems
requiring the minimization of a scalar function of several variables.
</p>
<p>
<a href = "../../f_src/test_optimization/test_optimization.html">
TEST_OPTIMIZATION</a>,
a FORTRAN90 library which
defines test problems for the minimization of a scalar function
of several variables, as described by Molga and Smutnicki.
</p>
<p>
<a href = "../../f_src/test_zero/test_zero.html">
TEST_ZERO</a>,
a FORTRAN90 library which
defines some test functions for which zeroes can be sought.
</p>
<p>
<a href = "../../f_src/toms178/toms178.html">
TOMS178</a>,
a FORTRAN90 library which
optimizes a scalar functional of multiple variables using the Hooke-Jeeves method.
</p>
<p>
<a href = "../../f_src/zoomin/zoomin.html">
ZOOMIN</a>,
a FORTRAN90 library which
includes various zero finder routines.
</p>
<h3 align = "center">
Author:
</h3>
<p>
Original FORTRAN77 version by Richard Brent;
FORTRAN90 version by John Burkardt.
</p>
<h3 align = "center">
Reference:
</h3>
<p>
<ol>
<li>
Richard Brent,<br>
Algorithms for Minimization without Derivatives,<br>
Dover, 2002,<br>
ISBN: 0-486-41998-3,<br>
LC: QA402.5.B74.
</li>
</ol>
</p>
<h3 align = "center">
Source Code:
</h3>
<p>
<ul>
<li>
<a href = "brent.f90">brent.f90</a>, the source code.
</li>
<li>
<a href = "brent.sh">brent.sh</a>,
commands to compile the source code.
</li>
</ul>
</p>
<h3 align = "center">
Examples and Tests:
</h3>
<p>
<ul>
<li>
<a href = "brent_prb.f90">brent_prb.f90</a>,
a sample calling program.
</li>
<li>
<a href = "brent_prb.sh">brent_prb.sh</a>,
commands to compile and run the sample program.
</li>
<li>
<a href = "brent_prb_output.txt">brent_prb_output.txt</a>,
the output file.
</li>
</ul>
</p>
<h3 align = "center">
List of Routines:
</h3>
<p>
<ul>
<li>
<b>GLOMIN</b> seeks a global minimum of a function F(X) in an interval [A,B].
</li>
<li>
<b>LOCAL_MIN</b> seeks a local minimum of a function F(X) in an interval [A,B].
</li>
<li>
<b>LOCAL_MIN_RC</b> seeks a minimizer of a scalar function of a scalar variable.
</li>
<li>
<b>TIMESTAMP</b> prints the current YMDHMS date as a time stamp.
</li>
<li>
<b>ZERO</b> seeks the root of a function F(X) in an interval [A,B].
</li>
<li>
<b>ZERO_RC</b> seeks the root of a function F(X) in an interval [A,B].
</li>
</ul>
</p>
<p>
You can go up one level to <a href = "../f_src.html">
the FORTRAN90 source codes</a>.
</p>
<hr>
<i>
Last revised on 14 October 2008
</i>
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