Root-finding algorithm: Difference between revisions

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Bracketing methods: not notable; this method has some well-known issues and there has been little research on it;
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False position is similar to the [[secant method]], except that, instead of retaining the last two points, it makes sure to keep one point on either side of the root. The false position method can be faster than the bisection method and will never diverge like the secant method. However, it may fail to converge in some naive implementations due to roundoff errors that may lead to a wrong sign for {{math|''f''(''c'')}}. Typically, this may occur if the [[derivative]] of {{mvar|f}} is large in the neighborhood of the root.
 
=== ITP method ===
The [[ITP Method|ITP method]] is the only known method to bracket the root with the same worst case guarantees of the bisection method while guaranteeing a superlinear convergence to the root of smooth functions as the secant method. It is also the only known method guaranteed to outperform the bisection method on the average for any continuous distribution on the ___location of the root (see [[ITP Method#Analysis]]). It does so by keeping track of both the bracketing interval as well as the minmax interval in which any point therein converges as fast as the bisection method. The construction of the queried point c follows three steps: interpolation (similar to the regula falsi), truncation (adjusting the regula falsi similar to [[Regula falsi#Improvements in ''regula falsi''|Regula falsi § Improvements in ''regula falsi'']]) and then projection onto the minmax interval. The combination of these steps produces a simultaneously minmax optimal method with guarantees similar to interpolation based methods for smooth functions, and in practice will outperform both the bisection method and interpolation based methods applied to both smooth and non-smooth functions.
 
== Interpolation ==