Calculates the zeros of a function using the Regula-Falsi method.

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Interface

#include <codecogs/maths/rootfinding/falseposition.h>

using namespace Maths::Rootfinding;

The false position method, on contrast with Newton's method, in which the calculation of the derivative f'(x_n) was required, replaces it with its approximation

f'(x_n) = \frac {f(x_n) - f(x_{n - 1})} {x_n - x_{n - 1}}
(1)

Given x_0 and x_1, the main algorithm is based on the following recurrence relation

x_{n + 1} = \frac {x_n f(x_{n - 1}) - x_{n - 1} f(x_n)} {f(x_{n - 1}) - f(x_n)} \qquad n \geq 1
(2)

This method has rate of convergence \frac {1 + \sqrt{5}} {2} \approx 1.618, therefore inferior to the method of Newton. However it is more accurate than Newton because only one function evaluation is required, f(x_n), f(x_{n - 1}) being calculated in the previous iteration, while Newton requires two, f(x_n) and f'(x_n).

To give you a better idea on the way this method works, the following graph shows different iterations in the approximation process. Here is the associated list of pairs chosen at consecutive steps

(a_0, b_0) \quad (a_1, b_0) \quad (a_2, b_0)
(3)
1/falseposition-378.png

This algorithm finds the roots of the user-defined function f starting with an initial interval [x0, x1] and iterating the sequence above until either the accuracy eps is achieved or the maximum number of iterations maxit is exceeded.

Example:

#include <codecogs/maths/rootfinding/falseposition.h>

#include <iostream>
#include <iomanip>
#include <cmath>

// user-defined function
double f(double x) {
    return cos(x);
}

int main() 
{
  double x = Maths::RootFinding::falseposition(f, 1, 3);

  std::cout << "The calculated zero is X = " << std::setprecision(12) << x << std::endl;
  std::cout << "The associated ordinate value is Y = " << f(x) << std::endl;
  return 0;
}

Output:

The calculated zero is X = 1.70614146372
The associated ordinate value is Y = -0.134932299622

References

  • Jean-Pierre Moreau's Home Page, http://perso.wanadoo.fr/jean-pierre.moreau/
  • F.R. Ruckdeschel, "BASIC Scientific Subroutines", Vol. II, BYTE/McGRAWW-HILL, 1981

Parameters

f
the user-defined function
x0
Default value = -1E+7
x1
Default value = 1E+7
eps
Default value = 1E-10
maxit
Default value = 1000
GPL Licence — free for non commercial use. See Licence details.