itp-package {itp}

itp: The Interpolate, Truncate, Project (ITP) Root-Finding Algorithm

Description

Implements the Interpolate, Truncate, Project (ITP) root-finding algorithm developed by Oliveira and Takahashi (2021). The user provides a function, from the real numbers to the real numbers, and an interval with the property that the values of the function at its endpoints have different signs. If the function is continuous over this interval then the ITP method estimates the value at which the function is equal to zero. If the function is discontinuous then a point of discontinuity at which the function changes sign may be found. The function can be supplied using either an R function or an external pointer to a C++ function. Tuning parameters of the ITP algorithm can be set by the user. Default values are set based on arguments in Oliveira and Takahashi (2021).

Details

The main function is itp. See the vignette Overview of the itp package, which can also be accessed using vignette("itp-vignette", package = "itp").

Author(s)

Maintainer: Paul J. Northrop [e-mail] [copyright holder]

References

Oliveira, I. F. D. and Takahashi, R. H. C. (2021). An Enhancement of the Bisection Method Average Performance Preserving Minmax Optimality, ACM Transactions on Mathematical Software, 47(1), 1-24. doi:10.1145/3423597

See Also

itp for the ITP root-finding algorithm

print.itp and plot.itp for print and plot methods for objects of class "itp" returned from itp.

xptr_create and xptr_eval for creating external pointers to the C++ functions used as examples in this package and evaluating those functions.