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<title>GNU Scientific Library – Reference Manual: Root Finding Overview</title>
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<a name="Root-Finding-Overview"></a>
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<p>
Next: <a href="Root-Finding-Caveats.html#Root-Finding-Caveats" accesskey="n" rel="next">Root Finding Caveats</a>, Up: <a href="One-dimensional-Root_002dFinding.html#One-dimensional-Root_002dFinding" accesskey="u" rel="up">One dimensional Root-Finding</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
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<a name="Overview"></a>
<h3 class="section">33.1 Overview</h3>
<a name="index-root-finding_002c-overview"></a>
<p>One-dimensional root finding algorithms can be divided into two classes,
<em>root bracketing</em> and <em>root polishing</em>. Algorithms which proceed
by bracketing a root are guaranteed to converge. Bracketing algorithms
begin with a bounded region known to contain a root. The size of this
bounded region is reduced, iteratively, until it encloses the root to a
desired tolerance. This provides a rigorous error estimate for the
location of the root.
</p>
<p>The technique of <em>root polishing</em> attempts to improve an initial
guess to the root. These algorithms converge only if started “close
enough” to a root, and sacrifice a rigorous error bound for speed. By
approximating the behavior of a function in the vicinity of a root they
attempt to find a higher order improvement of an initial guess. When the
behavior of the function is compatible with the algorithm and a good
initial guess is available a polishing algorithm can provide rapid
convergence.
</p>
<p>In GSL both types of algorithm are available in similar frameworks. The
user provides a high-level driver for the algorithms, and the library
provides the individual functions necessary for each of the steps.
There are three main phases of the iteration. The steps are,
</p>
<ul>
<li> initialize solver state, <var>s</var>, for algorithm <var>T</var>
</li><li> update <var>s</var> using the iteration <var>T</var>
</li><li> test <var>s</var> for convergence, and repeat iteration if necessary
</li></ul>
<p>The state for bracketing solvers is held in a <code>gsl_root_fsolver</code>
struct. The updating procedure uses only function evaluations (not
derivatives). The state for root polishing solvers is held in a
<code>gsl_root_fdfsolver</code> struct. The updates require both the function
and its derivative (hence the name <code>fdf</code>) to be supplied by the
user.
</p>
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Next: <a href="Root-Finding-Caveats.html#Root-Finding-Caveats" accesskey="n" rel="next">Root Finding Caveats</a>, Up: <a href="One-dimensional-Root_002dFinding.html#One-dimensional-Root_002dFinding" accesskey="u" rel="up">One dimensional Root-Finding</a> [<a href="Function-Index.html#Function-Index" title="Index" rel="index">Index</a>]</p>
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