public class FixedPointFinderBrent
extends FixedPointFinderBracketing
FixedPointFinderBrent customizes FixedPointFinderBracketing by applying the Brent's scheme of compound
variate selector.
Brent's scheme, as implemented here, is described in http://www.credit-trader.org. This implementation
retains absolute shifts that have happened to the variate for the past 2 iterations as the discriminant
that determines the next variate to be generated.
FixedPointFinderBrent uses the following parameters specified in VariateIterationSelectorParams:
- The Variate Primitive that is regarded as the "fast" method
- The Variate Primitive that is regarded as the "robust" method
- The relative variate shift that determines when the "robust" method is to be invoked over the "fast"
- The lower bound on the variate shift between iterations that serves as the fall-back to the "robust"