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

Richard P. Brent(Stanford University)
The Computer Journal
April 1, 1971
Cited by 528Open Access
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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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