Re: Looking for suggestions on a root search strategy
- From: "Alan" <info@xxxxxxxxxxxxxxxxxxxxxxxxx>
- Date: Thu, 4 Jan 2007 10:44:53 -0800
<israel@xxxxxxxxxxx> wrote in message
news:1167849618.919576.283400@xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx
If you know f(a) (< 0) and f'(a) and bounds f'(x) <= A and f''(x) <= B,
then
you can say f(x) <= f(a) + min((x-a) A, (x-a) f'(a) + (x-a)^2 B/2).
Compute
where the right side is 0, and do your next evaluation there. For a
smooth
function with good bounds, I think this should be almost as good as
Newton's method.
That's excellent, Robert, thanks so much! I have done quite a bit
of testing at this point and all looks well -- and my computer hasn't
crashed yet :-)
Thanks again for your help,
alan
.
- References:
- Looking for suggestions on a root search strategy
- From: Alan
- Re: Looking for suggestions on a root search strategy
- From: Robert Israel
- Re: Looking for suggestions on a root search strategy
- From: Alan
- Re: Looking for suggestions on a root search strategy
- From: israel
- Looking for suggestions on a root search strategy
- Prev by Date: Un-pimp Your Formula
- Next by Date: Re: FFTW versus NRC FFT
- Previous by thread: Re: Looking for suggestions on a root search strategy
- Next by thread: Re: Looking for suggestions on a root search strategy
- Index(es):
Relevant Pages
|