Root finding page manual suggestion
Brian Gough
bjg@network-theory.co.uk
Wed Dec 19 13:20:00 GMT 2001
Francesco Potorti` writes:
> I've used this criterion in some small numerical program I've written,
> and it works ok. The above means that Newton's method wins only if
> computing f'(x) is more than twice faster than computing f(x), a quite
> rare occurrence in practice. I suggest this fact to be mentioned in the
> manual.
Thanks for the information, I wasn't aware of that. I'll add a note
in the manual.
One factor in favor of Newton's method might be better numerical
stability on roots of higher multiplicity -- the subtraction of
f(a)-f(b) in the secant method could introduce a cancellation error
there.
regards
Brian Gough
More information about the Gsl-discuss
mailing list