Muller's Method
Muller's root finding method, similar to the secant method, using a parabola through three points for approximating the curve.
muller(f, p0, p1, p2 = NULL, maxiter = 100, tol = 1e-10)
f |
function whose root is to be found; function needs to be defined on the complex plain. |
p0, p1, p2 |
three starting points, should enclose the assumed root. |
tol |
relative tolerance, change in successive iterates. |
maxiter |
maximum number of iterations. |
Generalizes the secant method by using parabolic interpolation between three points. This technique can be used for any root-finding problem, but is particularly useful for approximating the roots of polynomials, and for finding zeros of analytic functions in the complex plane.
List of root, fval, niter, and reltol.
Muller's method is considered to be (a bit) more robust than Newton's.
Pseudo- and C code available from the ‘Numerical Recipes’; pseudocode in the book ‘Numerical Analysis’ by Burden and Faires (2011).
muller(function(x) x^10 - 0.5, 0, 1) # root: 0.9330329915368074 f <- function(x) x^4 - 3*x^3 + x^2 + x + 1 p0 <- 0.5; p1 <- -0.5; p2 <- 0.0 muller(f, p0, p1, p2) ## $root ## [1] -0.3390928-0.4466301i ## ... ## Roots of complex functions: fz <- function(z) sin(z)^2 + sqrt(z) - log(z) muller(fz, 1, 1i, 1+1i) ## $root ## [1] 0.2555197+0.8948303i ## $fval ## [1] -4.440892e-16+0i ## $niter ## [1] 8 ## $reltol ## [1] 3.656219e-13
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