Vectorised uniroot

A vectorised version of the Brent root algorithm. Useful for solving many similar optimisation problems where evaluation of the objective function can be calculated more efficiently when vectorised

Usage

uniroot.vectorized(f, lower, upper, tol = 1e-08, itmax = 100, eps = 1e-10)

Arguments

f

the objective function to optimise over. Must take a single vector as input and output a vector of values

lower

vector of left hand end points of the intervals to optimise over

upper

vector of right hand end points of the intervals to optimise over

tol

the desired accuracy (convergence tolerance)

itmax

the maximum number of iterations

eps

XXXXX TODO

Value

vector of roots for each interval [lower, upper ]

Examples

f <- function( x ) ( x^2 - 1 ) * ( x^2 - 2 )
lower <- c( -2,  -1.2,   0, 1.2 )
upper <- c( -1.2,   0, 1.2,   2 )
uniroot.vectorized( f, lower, upper )
#> [1] -1.414214 -1.000000  1.000000  1.414214