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In numerical analysis, the secant method is a root-finding algorithm that uses a succession of roots of secant lines to better approximate a root of a function f. The secant method can be thought of as a finite-difference approximation of Newton's method , so it is considered a quasi-Newton method .
The Davidon–Fletcher–Powell formula (or DFP; named after William C. Davidon, Roger Fletcher, and Michael J. D. Powell) finds the solution to the secant equation that is closest to the current estimate and satisfies the curvature condition. It was the first quasi-Newton method to generalize the secant method to a
Quasi-Newton methods are a generalization of the secant method to find the root of the first derivative for multidimensional problems. In multiple dimensions the secant equation is under-determined, and quasi-Newton methods differ in how they constrain the solution, typically by adding a simple low-rank update to the current estimate of the ...
If the result of the secant method, s, lies strictly between b k and m, then it becomes the next iterate (b k+1 = s), otherwise the midpoint is used (b k+1 = m). Then, the value of the new contrapoint is chosen such that f(a k+1) and f(b k+1) have opposite signs. If f(a k) and f(b k+1) have opposite signs, then the contrapoint remains the same ...
The similarity yields an equation for ratios which is equivalent to the equation of the theorem given above: = | | | | = | | | | Next to the intersecting chords theorem and the tangent-secant theorem , the intersecting secants theorem represents one of the three basic cases of a more general theorem about two intersecting lines and a circle ...
Here’s what the letters represent: A is the amount of money in your account. P is your principal balance you invested. R is the annual interest rate expressed as a decimal. N is the number of ...
Jensen's inequality generalizes the statement that a secant line of a convex function lies above its graph. Visualizing convexity and Jensen's inequality. In mathematics, Jensen's inequality, named after the Danish mathematician Johan Jensen, relates the value of a convex function of an integral to the integral of the convex function.
The word secant comes from the Latin word secare, meaning to cut. [2] In the case of a circle, a secant intersects the circle at exactly two points. A chord is the line segment determined by the two points, that is, the interval on the secant whose ends are the two points. [3]