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Bisection method and Muellers method added

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Martin Thoma 2013-12-30 00:02:54 +01:00
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@ -216,4 +216,38 @@ initial guess.
\todo[inline]{TODO}
\clearpage
\subsubsection{Muller's method}
Muller's method was first presented by David E. Muller in 1956.
\subsubsection{Bisection method}
The idea of the bisection method is the following:
Suppose you know a finite intervall $[a,b]$ in which you have
exactly one root $r \in (a,b)$ with $f(r) = 0$.
Then you can half that interval:
\[[a, b] = \left [a, \frac{a+b}{2} \right ] \cup \left [\frac{a+b}{2}, b \right ]\]
Now three cases can occur:
\begin{enumerate}
\item[Case 1] $f(\frac{a+b}{2})=0$: You have found the exact root.
\item[Case 2] $\sgn(a) = \sgn(\frac{a+b}{2})$: Continue searching in $[\frac{a+b}{2}, b]$
\item[Case 3] $\sgn(b) = \sgn(\frac{a+b}{2})$: Continue searching in $[a, \frac{a+b}{2}]$
\end{enumerate}
\subsubsection{Bairstow's method}
Cite from Wikipedia:
The algorithm first appeared in the appendix of the 1920 book "Applied Aerodynamics" by Leonard Bairstow. The algorithm finds the roots in complex conjugate pairs using only real arithmetic.
[...]
\todo[inline]{Find a source for the following!}
A particular kind of instability is observed when the polynomial has odd degree and only one real root.
\section{Defined on a closed interval $[a,b] \subseteq \mdr$}
The point with minimum distance can be found by:
\[\underset{x\in[a,b]}{\arg \min d_{P,f}(x)} = \begin{cases}
S_3(f, P) &\text{if } S_3(f, P) \cap [a,b] \neq \emptyset\\
TODO &\text{if } S_3(f, P) \cap [a,b] = \emptyset
\end{cases}\]