Brent's method is a hybrid root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation, giving it the reliability of bisection with the speed of the faster but less reliable methods. It tries the potentially fast-converging secant method or inverse quadratic interpolation first and falls back to bisection when necessary, and the method is due to Richard Brent, building on an earlier algorithm by Theodorus Dekker, so it is also known as the Brent-Dekker method.
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Invented By
Richard P. Brent published his root-finding algorithm combining bisection, the secant method and inverse quadratic interpolation in 1973.
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