Generalizes the secant method of root finding by using quadratic 3-point interpolation
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(1)
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Then define
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(2)
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(3)
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(4)
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and the next iteration is
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(5)
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This method can also be used to find complex zeros of analytic functions.
Muller's Method
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References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, p. 364, 1992.Referenced on Wolfram|Alpha
Muller's MethodCite this as:
Weisstein, Eric W. "Muller's Method." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/MullersMethod.html