ivcurves.precise.golden_search

ivcurves.precise.golden_search(a, b, func, atol, max_iters)

Finds a local maximizer of a function on an interval \([a, b]\) with at most atol error using golden-section serach.

Parameters:

• a (float) – Left endpoint of interval.

• b (float) – Right endpoint of interval.

• func (function) – Single-variable function to maximize.

• atol (float) – The absolute tolerance between the true and calculated maximizer.

• max_iters (int) – Maximum number of iterations golden-section search before failing.

Returns:

The calculated maximizer.

Return type:

float

Notes

For more information on the algorithm, see http://www.math.kent.edu/~reichel/courses/intr.num.comp.2/lecture16/lecture8.pdf.