The Schwarzian-Newton method for solving nonlinear equations, with applications
Numerical Analysis
2015-06-11 v2 Classical Analysis and ODEs
Abstract
The Schwarzian-Newton method can be defined as the minimal method for solving nonlinear equations which is exact for any function with constant Schwarzian derivative; exactness means that the method gives the exact root in one iteration for any starting value in a neighborhood of the root. This is a fourth order method which has Halley's method as limit when the Schwarzian derivative tends to zero. We obtain conditions for the convergence of the SNM in an interval and show how this method can be applied for a reliable and fast solution of some problems, like the inversion of cumulative distribution functions (gamma and beta distributions) and the inversion of elliptic integrals.
Cite
@article{arxiv.1505.01983,
title = {The Schwarzian-Newton method for solving nonlinear equations, with applications},
author = {Javier Segura},
journal= {arXiv preprint arXiv:1505.01983},
year = {2015}
}