Root-finding algorithm: Difference between revisions

Revision as of 10:42, 14 November 2024

Revision as of 18:47, 24 November 2024

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=== 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%20in%20 in ''regula%20falsi 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 ==