Numerical analysis Nonlinear equations Proposition
Ridders' method
Builds on Intermediate value theoremRegula falsiRate of convergence
Statement
Let be continuous with , and let . Ridders' method computes Then the following hold.
- The square root is real and positive, and lies in the open interval .
- If , then .
- If , then changes sign between and some point of . The method keeps the shortest such interval as the next bracket.
Remarks
Claim 1: since , the radicand is larger than , so the fraction has absolute value less than and . Claim 3: has the sign opposite to or to , unless it is . 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 so that the three points of at lie on a line, then apply regula falsi to . For on with , the radicand is and the formula gives at once. For a smooth with a simple zero, the convergence is quadratic per step, and each step costs two evaluations of .
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 .
Reading path
To understand this page from the ground up, read these 12 pages in order. The foundations come first.
Show the path as a graph
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- Continuous function concept
- Continuously differentiable function concept
- Limit point of a set definition
- Rate of convergence concept
- Root-finding algorithm concept
- Second derivative concept
- Limit of a function definition
- Continuity at a point definition
- Continuous function definition
- Intermediate value theorem statement
- Regula falsi statement
- Ridders' method statement
Further reading
About this page
| Tag | VM1C9D8MX9 |
|---|---|
| URI | m2://VM1C9D8MX9 |
| Kind | statement, proposition |
| Writing | W0 stub |
| MSC | 65H05 |
| Status | This copy of the site has no build data. Run m2 status VM1C9D8MX9. |
| About | Root-finding algorithm |
| Uses | Intermediate value theorem, Regula falsi, Rate of convergence |
| Same as |
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