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Julia package for finding roots when their approximate distribution is known

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cbilz/RootsByDistribution.jl

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RootsByDistribution.jl

A Julia package for finding roots of a continuous function when the approximate distribution of the roots is known.

The algorithm finds brackets (root-isolating intervals) by sampling points from a low-discrepancy sequence adapted to the given distribution. The Sobol package is used for this purpose.

The roots are then found using a bisection-like algorithm from the Roots package.

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Julia package for finding roots when their approximate distribution is known

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