Add Brent to the solver benchmark table in the README - #27
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The comparison listed safeguarded Newton, plain Newton, and bisection but not the shipped Brent solver. Regenerate all columns from one run and add Brent: it ties the default on short flows and is ~1.3–1.7x faster as flows lengthen. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_01AVibXT2w1dEdVtMHqffFKn
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coverage: 100.0%. remained the same — readme-brent-bench into main |
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The comparison table listed safeguarded Newton, plain Newton, and pure bisection but omitted the shipped
Finance.Solver.Brent. Regenerated all columns from a single benchmark run and added Brent.Result: Brent ties the default on the 4-flow set, and is ~1.3× faster on the 60-period loan and ~1.7× on the 480-period loan (24 evals · 0.86 ms vs 31 evals · 1.5 ms) — it spends one NPV evaluation per step instead of two. Prose updated to match.
Docs-only.
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