Math 2.0

Numerical analysis Nonlinear equations Proposition

Ridders' method

Builds on Intermediate value theoremRegula falsiRate of convergence

Statement

Let f ⁣:[x0,x2]→ℝf \colon [x_0, x_2] \to \R be continuous with f(x0)f(x2)<0f(x_0) f(x_2) < 0, and let x1=(x0+x2)/2x_1 = (x_0 + x_2)/2. Ridders' method computes x3=x1+(x1−x0) sgn⁡(f(x0)−f(x2)) f(x1)f(x1)2−f(x0)f(x2).x_3 = x_1 + (x_1 - x_0) \, \frac{\sgn\big(f(x_0) - f(x_2)\big) \, f(x_1)}{\sqrt{f(x_1)^2 - f(x_0) f(x_2)}}. Then the following hold.

  1. The square root is real and positive, and x3x_3 lies in the open interval (x0,x2)(x_0, x_2).
  2. If f(x1)=0f(x_1) = 0, then x3=x1x_3 = x_1.
  3. If f(x3)≠0f(x_3) \ne 0, then ff changes sign between x3x_3 and some point of {x0,x1,x2}\set{x_0, x_1, x_2}. The method keeps the shortest such interval as the next bracket.

Remarks

Claim 1: since f(x0)f(x2)<0f(x_0) f(x_2) < 0, the radicand is larger than f(x1)2f(x_1)^2, so the fraction has absolute value less than 11 and ∣x3−x1∣<x1−x0\abs{x_3 - x_1} < x_1 - x_0. Claim 3: f(x3)f(x_3) has the sign opposite to f(x0)f(x_0) or to f(x2)f(x_2), unless it is 00. So the bracket shrinks at each step and a zero stays inside it, by the intermediate value theorem. The formula comes from a trick: choose QQ so that the three points of h(x)=f(x)eQxh(x) = f(x) e^{Qx} at x0,x1,x2x_0, x_1, x_2 lie on a line, then apply regula falsi to hh. For f(x)=x−cf(x) = x - c on [0,2][0, 2] with 0<c<20 < c < 2, the radicand is 11 and the formula gives x3=cx_3 = c at once. For a smooth ff with a simple zero, the convergence is quadratic per step, and each step costs two evaluations of ff.

Going deeper

For a student

The method is as safe as bisection but usually much faster. It needs no derivatives, and it is a simple alternative to Brent's method when a bracket is known. Its cost is two function values per step, so its order per function evaluation is 2\sqrt{2}.

Reading path

To understand this page from the ground up, read these 12 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Continuous function concept
  2. Continuously differentiable function concept
  3. Limit point of a set definition
  4. Rate of convergence concept
  5. Root-finding algorithm concept
  6. Second derivative concept
  7. Limit of a function definition
  8. Continuity at a point definition
  9. Continuous function definition
  10. Intermediate value theorem statement
  11. Regula falsi statement
  12. Ridders' method statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Ridders%27_method
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