Math 2.0

Numerical analysis Nonlinear equations Theorem

Bisection method

Builds on Root-finding algorithmContinuous functionIntermediate value theoremNested intervals theorem

Statement

Let a<ba < b be real numbers and let f ⁣:[a,b]→ℝf \colon [a, b] \to \R be a continuous function with f(a)f(b)<0f(a) f(b) < 0. The bisection method sets a0=aa_0 = a and b0=bb_0 = b. For k≥0k \ge 0 it lets mk=(ak+bk)/2m_k = (a_k + b_k)/2 and proceeds as follows. If f(mk)=0f(m_k) = 0 it stops with the zero mkm_k; if f(ak)f(mk)<0f(a_k) f(m_k) < 0 it sets (ak+1,bk+1)=(ak,mk)(a_{k+1}, b_{k+1}) = (a_k, m_k); otherwise it sets (ak+1,bk+1)=(mk,bk)(a_{k+1}, b_{k+1}) = (m_k, b_k). If the method does not stop, then for every k≥0k \ge 0:

  1. f(ak)f(bk)<0f(a_k) f(b_k) < 0, so [ak,bk][a_k, b_k] contains a zero of ff;
  2. bk−ak=(b−a)/2kb_k - a_k = (b - a)/2^k;
  3. the sequences (ak)(a_k), (bk)(b_k) and (mk)(m_k) converge to the same zero rr of ff, and ∣mk−r∣≤(b−a)/2k+1\abs{m_k - r} \le (b - a)/2^{k+1}.

Remarks

Clause 1 holds by induction, since the new interval keeps an endpoint where ff is negative and one where it is positive. The intermediate value theorem then gives a zero in it. Clause 2 is immediate, and the nested intervals theorem gives a common limit rr of aka_k and bkb_k; by continuity f(r)2=lim⁡f(ak)f(bk)≤0f(r)^2 = \lim f(a_k) f(b_k) \le 0, so f(r)=0f(r) = 0. Example: for f(x)=x2−2f(x) = x^2 - 2 on [1,2][1, 2], the midpoints are 1.5,1.25,1.375,1.4375,…1.5, 1.25, 1.375, 1.4375, \ldots, and 2020 steps locate 2\sqrt{2} within 2−21<5×10−72^{-21} < 5 \times 10^{-7}. Continuity is needed: f(x)=1/xf(x) = 1/x for x≠0x \ne 0 and f(0)=1f(0) = 1 changes sign on [−1,1][-1, 1], and bisection gives [−1,0],[−1/2,0],…[-1, 0], [-1/2, 0], \ldots and converges to 00, which is not a zero. The error bound halves at each step, so the method converges linearly with ratio 1/21/2 in the sense of the error bound, whatever ff is.

Going deeper

For a student

Bisection is the simplest root-finding algorithm and the most robust: it needs only continuity and a sign change, and its error bound is known in advance. It gains one binary digit per step, so it is slow compared with Newton's method or the secant method. Practical methods such as Brent's method combine a fast open method with bisection steps to keep the guarantee. It is also the constructive content of the intermediate value theorem.

Reading path

To understand this page from the ground up, read these 68 pages in order. The foundations come first.

  1. Construction of the reals from Cauchy sequences concept
  2. Continuous function concept
  3. Element definition
  4. Integers object
  5. Limit point of a set definition
  6. Ordered field definition
  7. Proposition concept
  8. Rational numbers object
  9. Real numbers object
  10. Root-finding algorithm concept
  11. Sequence definition
  12. Set bounded above definition
  13. Set definition
  14. Ring of integers statement
  15. Limit of a function definition
  16. Archimedean ordered field definition
  17. Conjunction definition
  18. Disjunction definition
  19. Implication definition
  20. Predicate definition
  21. Real sequence definition
  22. Subsequence definition
  23. Supremum definition
  24. Empty set object
  25. Family of sets definition
  26. Ordered pair definition
  27. Continuity at a point definition
  28. Intersection definition
  29. Union definition
  30. The rationals form a field statement
  31. Existential quantifier definition
  32. Universal quantifier definition
  33. Bounded sequence definition
  34. Cauchy sequence definition
  35. Limit of a sequence definition
  36. Monotone sequence definition
  37. Completeness axiom statement
  38. Cartesian product definition
  39. Continuous function definition
  40. Subset definition
  41. Union of a family of sets definition
  42. The rationals form an ordered field statement
  43. Uniqueness quantifier definition
  44. Every sequence has a monotone subsequence statement
  45. Monotone convergence theorem for sequences statement
  46. Convergent sequence definition
  47. Binary relation definition
  48. Intermediate value theorem statement
  49. Universal set definition
  50. Order on the reals definition
  51. Topological space definition
  52. Bolzano–Weierstrass theorem statement
  53. Complement definition
  54. Function definition
  55. Interval definition
  56. Subspace topology definition
  57. Completeness of the real numbers statement
  58. Metric space definition
  59. Open ball definition
  60. Metric topology definition
  61. Open set definition
  62. Closed set definition
  63. Open cover definition
  64. Compact space definition
  65. Compact set definition
  66. Cantor's intersection theorem statement
  67. Nested intervals theorem statement
  68. Bisection method statement

Where this leads

1 page builds on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Bisection_method
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