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lib/Finance/Math/IRR.pm  view on Meta::CPAN

    my $poly = Math::Polynom->new(%coeffs);

    #
    # Find a real root of the polynomial
    #

    $ARGS_SECANT{precision} = $precision;

    _debug("trying secant method on interval [".$ARGS_SECANT{p0}."-".$ARGS_SECANT{p1}."] with precision ".
	   $ARGS_SECANT{precision}." and max ".$ARGS_SECANT{max_depth}." iterations");

    # try finding the IRR with the secant metho
    eval {
	$root = $poly->secant(%ARGS_SECANT);
    };

    if ($@) {
	# secant failed. let's make sure it was not a bug
	my $error = $poly->error;
	if ( grep( /^$error$/,

lib/Finance/Math/IRR.pm  view on Meta::CPAN

	    _debug("failed to find an interval on which polynomial is >0 and <0 at the boundaries");
	    return undef;
	}

	# try finding the IRR with Brent's method
	$ARGS_BRENT{precision} = $precision;
	$ARGS_BRENT{a} = $poly->xneg;
	$ARGS_BRENT{b} = $poly->xpos;

	_debug("trying Brent's method on interval [".$ARGS_BRENT{a}."-".$ARGS_BRENT{b}."] with precision ".
	   $ARGS_BRENT{precision}." and max ".$ARGS_BRENT{max_depth}." iterations");

	eval {
	    $root = $poly->brent(%ARGS_BRENT);
	};

	if ($@) {
	    # Brent's method failed
	    $error = $poly->error;
	    if ( grep( /^$error$/,
		       Math::Polynom::ERROR_NAN,