Halley's method

In numerical analysis, Halley's method is a root-finding algorithm used for functions of one real variable with a continuous second derivative. Edmond Halley was an English mathematician and astronomer who introduced the method now called by his name.

The algorithm is second in the class of Householder's methods, after Newton's method. Like the latter, it iteratively produces a sequence of approximations to the root; their rate of convergence to the root is cubic. Multidimensional versions of this method exist.[1]

Halley's method exactly finds the roots of a linear-over-linear Padé approximation to the function, in contrast to Newton's method or the Secant method which approximate the function linearly, or Muller's method which approximates the function quadratically.[2]

  1. ^ Gundersen, Geir; Steihaug, Trond (2010). "On large scale unconstrained optimization problems and higher order methods" (PDF). Optimization Methods & Software. 25 (3): 337–358. doi:10.1080/10556780903239071. Retrieved 2 September 2024.
  2. ^ Boyd, John P. (2013). "Finding the Zeros of a Univariate Equation: Proxy Rootfinders, Chebyshev Interpolation, and the Companion Matrix". SIAM Review. 55 (2): 375–396. doi:10.1137/110838297.