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What is the order of convergence of bisection method and Newton Raphson method?

Published in Uncategorized 3 mins read

The Bisection method exhibits linear convergence (order 1), while the Newton-Raphson method demonstrates quadratic convergence (order 2).

Understanding Order of Convergence

The order of convergence is a critical measure in numerical analysis, indicating how quickly an iterative method approaches the true solution of an equation. A higher order of convergence signifies faster convergence, meaning fewer iterations are required to achieve a desired level of accuracy.

Let's delve into the specifics of each method:

Bisection Method

The Bisection method is a robust and reliable root-finding algorithm, known for its guaranteed convergence. It works by repeatedly narrowing down an interval that is known to contain a root.

  • Order of Convergence: The Bisection method has a linear order of convergence (order 1).
  • Characteristics:
    • It halves the interval in each iteration, ensuring that the error is reduced by a constant factor (1/2) in every step.
    • While its convergence is guaranteed, it is often described as "very slow" compared to other methods that utilize derivative information. This linear rate means that the number of correct decimal places generally increases linearly with the number of iterations.
  • Practical Insights: Despite its slower convergence, the Bisection method is invaluable for its simplicity and robustness. It is often used to get an initial bracket for more sophisticated methods or when derivative information is unavailable or difficult to compute.

Newton-Raphson Method

The Newton-Raphson method is a powerful and widely used iterative technique for finding roots of a real-valued function. It uses the function's derivative to project where the root might be, typically leading to very rapid convergence.

  • Order of Convergence: The Newton-Raphson method has a quadratic order of convergence (order 2).
  • Characteristics:
    • Quadratic convergence implies that the number of correct decimal places approximately doubles with each iteration, provided the initial guess is sufficiently close to the root. This makes it significantly faster than linearly convergent methods.
    • It requires the computation of both the function and its first derivative at each step.
  • Practical Insights:
    • Newton-Raphson is highly efficient when the derivative is easy to compute and a good initial guess is available.
    • However, it can be sensitive to the initial guess and may diverge if the guess is far from the root or if the derivative is zero or very small near the root.

Comparative Overview of Iterative Methods

Here's a quick comparison of common iterative methods and their respective orders of convergence:

Iterative Method Order of Convergence Speed of Convergence
Bisection method 1 (Linear) Very slow
Regula-Falsi method 1 (Linear) Slow
Newton-Raphson method 2 (Quadratic) Very fast
Secant method $\approx 1.62$ Fast

This table clearly illustrates the superior speed of the Newton-Raphson method compared to the Bisection method due to its higher order of convergence.

Numerical Analysis