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An algorithm with guaranteed convergence for finding a zero of a function

1971/04/01 by R. P. Brent, Richard P. Brent · 12 citations
Mathematics · #Iterative Methods for Nonlinear Equations

paper · pdf · doi:10.1093/comjnl/14.4.422

Abstract

An algorithm is presented for finding a zero of a function which changes sign in a given interval. The algorithm combines linear interpolation and inverse quadratic interpolation with bisection. Convergence is usually superlinear, and is never much slower than for bisection. ALGOL 60 procedures are given.

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