Title :
On second derivative-free zero finding methods
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Minnesota Duluth, Duluth, MN, USA
fDate :
June 30 2010-July 2 2010
Abstract :
High order root-finding algorithms are constructed from formulas for approximating higher order logarithmic and standard derivatives. These formulas are free of derivatives of second order or higher and use only function evaluation and/or first derivatives at multiple points. Richardson extrapolation technique is applied to obtain better approximations of these derivatives. The proposed approaches resulted in deriving a family of root-finding methods of any desired order. The first member of this family is the square root iteration or Ostrowski iteration. Additionally, higher order derivatives are approximated using multi-point function evaluations. We also derived a procedure for fourth order methods that are dependents only on the function and its first derivative evaluated at multiple points.
Keywords :
iterative methods; polynomials; Ostrowski iteration; Richardson extrapolation; derivative free zero finding methods; root-finding algorithms; square root iteration; Algorithm design and analysis; Chromium; Convergence; Extrapolation; Newton method; Polynomials; Taylor series; Halley´s Method; Newton´s Method; Ostrowski method; Root iterations; Square root iteration; Zeros of analytic functions; Zeros of polynomials; derivative free methods; higher order methods; order of convergence; root-finding;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5531432