Implement Brent methods #29
Description
https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.brentq.html#scipy.optimize.brentq
https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.brenth.html#scipy.optimize.brenth
Brent1973
Brent, R. P., Algorithms for Minimization Without Derivatives. Englewood Cliffs, NJ: Prentice-Hall, 1973. Ch. 3-4.
[PressEtal1992]
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 352-355, 1992. Section 9.3: “Van Wijngaarden-Dekker-Brent Method.”
Bus, J. C. P., Dekker, T. J., “Two Efficient Algorithms with Guaranteed Convergence for Finding a Zero of a Function”, ACM Transactions on Mathematical Software, Vol. 1, Issue 4, Dec. 1975, pp. 330-345. Section 3: “Algorithm M”. DOI:10.1145/355656.355659