Re: A question on Newton's Method
- From: Martin Brown <|||newspam|||@nezumi.demon.co.uk>
- Date: Fri, 01 Apr 2005 09:21:04 +0100
David M wrote:
I use Fortran since its easy to understand, to me anyways, but those format statments are just out of this world! Anyways what do you mean by rearranging the expression into robust form. Can you give an example?
Someone already did. You find the largest root explicitly and then use the knowledge of a quadratic form to derive the smallest root (that would otherwise be a victim of rounding error).
(x-a)(x-b) = x^2 - (a+b)x + ab (with roots a,b)
Find the easy root a first and then compute b = (ab)/a
In any numerical method you always try very hard to avoid computing a small number as the difference of two large ones.
Regards, Martin Brown .
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