Root-finding: from Newton to Halley and beyond
Optimization and Control
2023-12-20 v1 Numerical Analysis
Numerical Analysis
Computational Finance
Abstract
We give a new improvement over Newton's method for root-finding, when the function in question is doubly differentiable. It generally exhibits faster and more reliable convergence. It can be also be thought of as a correction to Halley's method, as this can exhibit undesirable behaviour.
Cite
@article{arxiv.2312.12305,
title = {Root-finding: from Newton to Halley and beyond},
author = {Richard J. Martin},
journal= {arXiv preprint arXiv:2312.12305},
year = {2023}
}