martes, 20 de julio de 2010

THE SECANT METHOD

A potential problem in implementing the Newton-Raphson method is the evaluation of the derivative. Although this is not inconvenient for polynomials and many other functions, there are certain functions whose derivatives may be extremely difficult or inconvenient to evaluate. For these cases, the derivative can be approximated by a backward finite divided difference, as in
This approximation can be substituted to yield the following it equation:
Equation is the formula for the secant method. Notice that the approach requires two
Initial estimates of x. However, because f(x) is not required to change signs between
the estimates, it is not classified as a bracketing method.




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