Secant method

Secant method

Function

Initial value x0

Initial value x1

Desired tolerance

Tolerance type

Endpoint convergence

Function convergence

Calculation precision

Digits after the decimal point: 4

Calculate

Formula

 

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Secant method

The secant method can be thought of as a finite difference approximation of Newton's method, where a derivative is replaced by a secant line.

We use the root of a secant line (the value of x such that y=0) as a root approximation for function f.

Suppose we have starting values x0 and x1, with function values f(x0) and f(x1).
The secant line has the equation

Hence, the root of secant line (where у=0) is

This is a recurrence relation for the secant method. A graphical interpretation can be seen below.

Source

The secant method does not require that the root remains bracketed like the bisection method does (see below), and hence it does not always converge.

Source

As can be seen from the recurrence relation, the secant method requires two initial values, x0 and x1, which should ideally be chosen to lie close to the root.

The tolerance condition can be either:

— function value is less than ε.

— the difference between two subsequent хk is less than ε.

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