Root-Finding and Optimization

This group gathers numerical algorithms that locate a root of a function or an optimum of an objective, including Newton-Raphson, the secant method, the bisection method, Brent's method, Muller's method, Bairstow's method, Broyden's method, and the Levenberg-Marquardt algorithm for nonlinear least squares. Their shared work is iteratively narrowing in on a single value, root or optimum that satisfies an equation or minimizes an error, as distinct from solving an entire linear system at once, which belongs to Linear Algebra and Matrix Decomposition, or integrating a function over a range, which belongs to Numerical Integration and Differential Equations.