TWO ALGORITHMS BASED ON SUCCESSIVE LINEAR INTERPOLATION.
STANFORD UNIV CALIF DEPT OF COMPUTER SCIENCE
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The method of successive linear interpolation has a very satisfactory asymptotic rate of convergence but the behavior in the early steps may lead to divergence. The regular falsi has the advantage of being safe but its asymptotic behavior is unsatisfactory. Two modified algorithms are described here which overcome these weaknesses. Although neither is new, discussions of their main features do not appear to be readily available in the literature.
- Theoretical Mathematics