The bisection method halves a bracket with at each step. The secant method replaces the derivative in Newton’s method by the slope through the last two iterates. Brent’s method (Brent, 1973) keeps a bracket and takes an inverse quadratic interpolation or secant step when it stays inside the bracket and shrinks it fast enough, and a bisection step otherwise.
Quantitative Finance · Glossário
O que é Bisection, secant and Brent’s methods?
Também chamado de: bisection method · secant method · Brent's method