Testing numba for optimization.

Bisection.py

import numpy as np
from scipy.optimize import bisect
from numba import f8, jit, njit


def min_me(x):
    return x**4 - 2*x**2 - x - 3.


num_min_me = jit(min_me)


def python_bisect(f, a, b, tol, mxiter):
    """
    Beautiful Docstring
    """
    # Evaluate functions at a and b
    fa = f(a)
    fb = f(b)

    if abs(fa) < tol:
        return a
    elif abs(fb) < tol:
        return b

    c = (a+b)/2.
    fc = f(c)

    for iters in range(mxiter):
        if abs(fc)<tol:
            break

        if fa*fc < 0:
            b = c
            fb = fc

        else:
            a = c
            fa = fc

        c = (a+b)/2.
        fc = f(c)


    if abs(f(c)) < tol:
        conv = True
    else:
        conv = False

    return c


jit_bisect = jit(f8(f8, f8))(python_bisect)


bisect(min_me, -5., 50.)
python_bisect(min_me, -5., 50.)
jit_bisect(min_me, -5., 50.)