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Steffensen's method : ウィキペディア英語版
Steffensen's method
In numerical analysis, Steffensen's method is a root-finding method, similar to Newton's method, named after Johan Frederik Steffensen. Steffensen's method also achieves quadratic convergence, but without using derivatives as Newton's method does.
==Simple description==
The simplest form of the formula for Steffensen's method occurs when it is used to find the zeros, or roots, of a function f ; that is: to find the value x_\star that satisfies f(x_\star)=0 . Near the solution x_\star , the function f is supposed to approximately satisfy -1 < f'(x_\star) < 0 ; this condition makes the function f adequate as a correction for finding its ''own'' solution, although it is not required to work efficiently. For some functions, Steffensen's method can work even if this condition is not met, but in such a case, the starting value x_0\ must be ''very'' close to the actual solution x_\star , and convergence to the solution may be slow.
Given an adequate starting value x_0\  , a sequence of values x_0,\ x_1,\ x_2,\dots,\ x_n,\dots can be generated using the formula below. When it works, each value in the sequence is much closer to the solution x_\star than the prior value. The value x_n\ from the current step generates the value x_\ for the next step, via this formula:〔Germund Dahlquist, Åke Björck, tr. Ned Anderson. (1974). ''Numerical Methods'', pp. 230–231. Englewood Cliffs, NJ: Prentice Hall.〕
:x_ = x_n - \frac
for ''n'' = 0, 1, 2, 3, ... , where the slope function g(x_n) is a composite of the original function f given by the following formula:
:g(x_n) = \frac.
The function g is the average value for the slope of the function f between the last sequence point (x,y) = ( x_n,\ f(x_n) ) and the auxiliary point (x,y)=( x_n + h,\ f(x_n + h) ) , with the step h=f(x_n)\  . It is also called the first-order divided difference of f between those two points.
It is only for the purpose of finding h for this auxiliary point that the value of the function f must be an adequate correction to get closer to its own solution, and for that reason fulfill the requirement that -1 < f'(x_\star) < 0  . For all other parts of the calculation, Steffensen's method only requires the function f to be continuous and to actually have a nearby solution. Several modest modifications of the step h in the slope calculation g exist to accommodate functions f that do not quite meet the requirement.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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