An algorithm with guaranteed convergence
for finding a zero of a function
5. R. P. Brent,
An algorithm with guaranteed convergence for finding a zero of a function,
Computer Journal 14 (1971), 422-425.
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.
The algorithm is also described in Chapter 4 of
Algorithms for Minimization without Derivatives,
Prentice-Hall, Englewood Cliffs, New Jersey, 1973.
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