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added some notes

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Martin Thoma 2014-01-09 07:04:01 +01:00
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@ -196,7 +196,7 @@ One way to find roots of functions is Newtons method. It gives an
iterative computation procedure that can converge quadratically
if some conditions are met:
\begin{theorem}[local quadratic convergence of Newton's method]
\begin{theorem}[local quadratic convergence of Newton's method\footnotemark]
Let $D \subseteq \mdr^n$ be open and $f: D \rightarrow \mdr^n \in C^2(\mdr)$.
Let $x^* \in D$ with $f(x^*) = 0$ and the Jaccobi-Matrix $f'(x^*)$
should not be invertable when evaluated at the root.
@ -211,6 +211,8 @@ if some conditions are met:
Also, there is a constant $C > 0$ such that
\[\|x^* - x_{n+1} \| = C \|x^* - x_n\|^2 \text{ for } n \in \mathbb{N}_0\|\]
\end{theorem}
\footnotetext{Translated from German to English from lecture notes of "Numerische Mathematik für die Fachrichtung Informatik
und Ingenieurwesen" by Dr. Weiß, KIT}
The approach is extraordinary simple. You choose a starting value
$x_0$ and compute
@ -226,6 +228,8 @@ initial guess.
\subsubsection{Muller's method}
Muller's method was first presented by David E. Muller in 1956.
\todo[inline]{Paper? Might this be worth a try?}
\subsubsection{Bisection method}
The idea of the bisection method is the following:
@ -242,6 +246,8 @@ Now three cases can occur:
\item[Case 3] $\sgn(b) = \sgn(\frac{a+b}{2})$: Continue searching in $[a, \frac{a+b}{2}]$
\end{enumerate}
\todo[inline]{Which intervall can I choose? How would I know that there is exactly one root?}
\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.