Search results
Results From The WOW.Com Content Network
For example, the secant ... the rate of convergence and order of convergence of a sequence that ... to the solution of the continuous equation as the grid ...
Bracketing with a super-linear order of convergence as the secant method can be attained with improvements to the false position method (see Regula falsi § Improvements in regula falsi) such as the ITP method or the Illinois method. The recurrence formula of the secant method can be derived from the formula for Newton's method
The rate of convergence is distinguished from the number of iterations required to reach a given accuracy. For example, the function f(x) = x 20 − 1 has a root at 1. Since f ′(1) ≠ 0 and f is smooth, it is known that any Newton iteration convergent to 1 will converge quadratically. However, if initialized at 0.5, the first few iterates of ...
The fixed point iteration x n+1 = cos x n with initial value x 1 = −1.. An attracting fixed point of a function f is a fixed point x fix of f with a neighborhood U of "close enough" points around x fix such that for any value of x in U, the fixed-point iteration sequence , (), (()), ((())), … is contained in U and converges to x fix.
The simplest form of the formula for Steffensen's method occurs when it is used to find a zero of a real function; that is, to find the real value that satisfies () =.Near the solution , the derivative of the function, ′, is supposed to approximately satisfy < ′ <; this condition ensures that is an adequate correction-function for , for finding its own solution, although it is not required ...
Muller's method is a root-finding algorithm, a numerical method for solving equations of the form f(x) = 0.It was first presented by David E. Muller in 1956.. Muller's method proceeds according to a third-order recurrence relation similar to the second-order recurrence relation of the secant method.
This method does not require the computation (nor the existence) of a derivative, but the price is slower convergence (the order of convergence is the golden ratio, approximately 1.62 [2]). A generalization of the secant method in higher dimensions is Broyden's method.
Hence, the right endpoint approaches 0 at a linear rate (the number of accurate digits grows linearly, with a rate of convergence of 2/3). [citation needed] For discontinuous functions, this method can only be expected to find a point where the function changes sign (for example at x = 0 for 1/x or the sign function).