Root-finding algorithms

Ridders' method

In numerical analysis, Ridders' method is a root-finding algorithm based on the false position method and the use of an exponential function to successively approximate a root of a continuous function . The method is due to C. Ridders. Ridders' method is simpler than Muller's method or Brent's method but with similar performance. The formula below converges quadratically when the function is well-behaved, which implies that the number of additional significant digits found at each step approximately doubles; but the function has to be evaluated twice for each step, so the overall order of convergence of the method is . If the function is not well-behaved, the root remains bracketed and the length of the bracketing interval at least halves on each iteration, so convergence is guaranteed. (Wikipedia).

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Related pages

Numerical analysis | Exponential function | Muller's method | Brent's method