https://github.com/adonath/array-brentq

An array based implementation of Brent's method
https://github.com/adonath/array-brentq

Last synced: 19 days ago
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An array based implementation of Brent's method

• Host: GitHub
• URL: https://github.com/adonath/array-brentq
• Owner: adonath
• License: bsd-3-clause
• Created: 2023-10-05T14:59:44.000Z (about 1 year ago)
• Default Branch: main
• Last Pushed: 2023-10-09T14:55:08.000Z (about 1 year ago)
• Last Synced: 2024-10-28T08:12:00.296Z (2 months ago)
• Language: Python
• Size: 56.6 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Array Brentq

An array based implementation of Brent's method. It is checked for correctness against Scipy's implementation

in the file `test_brentq_array.py`.

# Some Notes

- The implementation relies on the [Python Array API](https://data-apis.org/array-api/2022.12/).

- I offered to contribute this to Scipy: https://github.com/scipy/scipy/issues/19354. Here is the related issue: https://github.com/scipy/scipy/issues/7242

- Scipy currently (Oct 2023) has a private implementatiom of Chandrupatla's method (https://github.com/scipy/scipy/blob/166e1f2b1ea0a1a2c3d7b030bd829549f8a5844a/scipy/optimize/_zeros_py.py#L1789), which I have not tested yet. 

# Benchmark

This is a benchmark of the array based implementation of Brent's method agains the naive Python loop and using Scipy's implementation. The benchmark was executed on an M1 Macbook Pro with 16GB of RAM. 

![benchmark](benchmark.png)