{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Statement\n\nLet $d \\ge 1$ be an integer.\nLet $f$ be a real function that is $d + 1$ times continuously differentiable on an open interval $I$.\nLet $r \\in I$ be a simple zero of $f$, that is, $f(r) = 0$ and $f'(r) \\ne 0$.\n*Householder's method of order $d + 1$* is the iteration\n$$x_{n+1} = x_n + d \\, \\frac{(1/f)^{(d-1)}(x_n)}{(1/f)^{(d)}(x_n)},$$\nwhere $(1/f)^{(k)}$ is the $k$-th [[derivative|0F1WR9C83K]] of the function $1/f$.\nThen there is $\\delta \u003e 0$ such that for every $x_0$ with $\\abs{x_0 - r} \u003c \\delta$ the iterates are defined and [[converge|YWZQC5E54B]] to $r$ with order $d + 1$.\n\n## Remarks\n\nFor $d = 1$ the formula gives $x_{n+1} = x_n - f(x_n)/f'(x_n)$, which is [[Newton's method|07EXVNF9VP]].\nFor $d = 2$ it gives [[Halley's method|RPME2B5MS2]].\nThe idea of the proof: near $r$, the function $1/f$ has a simple pole at $r$, so it equals $c/(x - r)$ plus a function that is smoother at $r$.\nFor the pole part alone, the ratio of consecutive derivatives gives exactly $-(x - r)/d$, so the step lands on $r$.\nThe remainder adds an error of size $O(\\abs{x - r}^{d+1})$.\nThe hypothesis $f'(r) \\ne 0$ is needed: at a multiple zero the pole of $1/f$ has higher order and the convergence becomes linear.\n\n## Explanations\n\n### L1 human\n\nHouseholder's methods form a ladder of root-finding methods.\nThe rung $d$ uses derivatives of $f$ up to order $d$, and near a simple root it multiplies the number of correct digits by about $d + 1$ at each step.\nThe first rung is Newton's method and the second is Halley's method.\n\n### L2 human\n\nHigher order does not always mean less work, because each step needs more derivatives.\nIn practice $d = 1$ or $d = 2$ is used, unless the derivatives come almost for free.\nThe formula is a convenient way to see all these methods as one family built on the reciprocal $1/f$.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "about": [
      "07EXVNF9VP",
      "RPME2B5MS2"
    ],
    "kind": "statement",
    "msc": [
      "65H05"
    ],
    "name": "Householder's method",
    "role": "theorem",
    "same_as": {
      "wikidata": "Q1631446",
      "wikipedia": "Householder's method"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Householder%27s_method"
      }
    ],
    "tag": "Q390KATZ87",
    "uses": [
      "07EXVNF9VP",
      "RPME2B5MS2",
      "YWZQC5E54B",
      "0F1WR9C83K"
    ]
  },
  "kind": "statement",
  "link": "https://tamnd.github.io/math2/node/Q390KATZ87/",
  "links": [
    {
      "field": "about",
      "target": "07EXVNF9VP"
    },
    {
      "field": "about",
      "target": "RPME2B5MS2"
    },
    {
      "field": "uses",
      "target": "07EXVNF9VP"
    },
    {
      "field": "uses",
      "target": "RPME2B5MS2"
    },
    {
      "field": "uses",
      "target": "YWZQC5E54B"
    },
    {
      "field": "uses",
      "target": "0F1WR9C83K"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/Q390KATZ87.md",
  "msc": [
    "65H05"
  ],
  "name": "Householder's method",
  "prov": null,
  "role": "theorem",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/Q39/Q390KATZ87.md",
  "status": null,
  "tag": "Q390KATZ87",
  "uri": "m2://Q390KATZ87",
  "url": "https://tamnd.github.io/math2/wiki/householders-method/",
  "writing": {
    "tag": "Q390KATZ87",
    "kind": "statement",
    "level": "W0",
    "next": [
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
