Root-finding algorithm

In mathematics and computing, a root-finding algorithm is an algorithm for finding roots of continuous functions. A root of a function f, from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number x such that f(x) = 0. As, generally, the roots of a function cannot be computed exactly, nor expressed in closed form, root-finding algorithms provide approximations to roots, expressed either as floating point numbers or as small isolating intervals, or disks for complex roots (an interval or disk output being equivalent to an approximate output together with an error bound). In mathematics and computing, a root-finding algorithm is an algorithm for finding roots of continuous functions. A root of a function f, from the real numbers to real numbers or from the complex numbers to the complex numbers, is a number x such that f(x) = 0. As, generally, the roots of a function cannot be computed exactly, nor expressed in closed form, root-finding algorithms provide approximations to roots, expressed either as floating point numbers or as small isolating intervals, or disks for complex roots (an interval or disk output being equivalent to an approximate output together with an error bound). Solving an equation f(x) = g(x) is the same as finding the roots of the function h(x) = f(x) – g(x). Thus root-finding algorithms allow solving any equation defined by continuous functions. However, most root-finding algorithms do not guarantee that they will find all the roots; in particular, if such an algorithm does not find any root, that does not mean that no root exists. Most numerical root-finding methods use iteration, producing a sequence of numbers that hopefully converge towards the root as a limit. They require one or more initial guesses of the root as starting values, then each iteration of the algorithm produces a successively more accurate approximation to the root. Since the iteration must be stopped at some point these methods produce an approximation to the root, not an exact solution. Many methods compute subsequent values by evaluating an auxiliary function on the preceding values. The limit is thus a fixed point of the auxiliary function, which is chosen for having the roots of the original equation as fixed points, and for converging rapidly to these fixed points. The behaviour of general root-finding algorithms is studied in numerical analysis. However, for polynomials, root-finding study belongs generally to computer algebra, since algebraic properties of polynomials are fundamental for the most efficient algorithms. The efficiency of an algorithm may depend dramatically on the characteristics of the given functions. For example, many algorithms use the derivative of the input function, while others work on every continuous function. In general, numerical algorithms are not guaranteed to find all the roots of a function, so failing to find a root does not prove that there is no root. However, for polynomials, there are specific algorithms that use algebraic properties for certifying that no root is missed, and locating the roots in separate intervals (or disks for complex roots) that are small enough to ensure the convergence of numerical methods (typically Newton's method) to the unique root so located. Bracketing methods determine successively smaller intervals (brackets) that contain a root. When the interval is small enough, then a root has been found. They generally use the intermediate value theorem, which asserts that if a continuous function has values of opposite signs at the end points of an interval, then the function has at least one root in the interval. Therefore, they require to start with an interval such that the function takes opposite signs at the end points of the interval. However, in the case of polynomials there are other methods (Descartes' rule of signs, Budan's theorem and Sturm's theorem) for getting information on the number of roots in an interval. They lead to efficient algorithms for real-root isolation of polynomials, which ensure finding all real roots with a guaranteed accuracy. The simplest root-finding algorithm is the bisection method. Let f be a continuous function, for which one knows an interval such that f(a) and f(b) have opposite signs (a bracket). Let c = (a +b)/2 be the middle of the interval (the midpoint or the point that bisects the interval). Then either f(a) and f(c), or f(c) and f(b) have opposite signs, and one has divided by two the size of the interval. Although the bisection method is robust, it gains one and only one bit of accuracy with each iteration. Other methods, under appropriate conditions, can gain accuracy faster. The false position method, also called the regula falsi method, is similar to the bisection method, but instead of using bisection search's middle of the interval it uses the x-intercept of the line that connects the plotted function values at the endpoints of the interval, that is False position is similar to the secant method, except that, instead of retaining the last two points, it makes sure to keep one point on either side of the root. The false position method can be faster than the bisection method and will never diverge like the secant method; however, it may fail to converge in some naive implementations due to roundoff errors that may lead to a wrong sign for f(c); typically, this may occur if the rate of variation of f is large in the neighborhood of the root. Ridders' method is a variant of the false position method that uses the value of function at the midpoint of the interval, for getting a function with the same root, to which the false position method is applied. This gives a faster convergence with a similar robustness.