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Householder's method

Numerical Algorithm

Householder's methods are a class of iterative root-finding algorithms for functions of one real variable that have continuous derivatives up to some order d + 1. Each method is characterised by its order d and converges with order d + 1. The methods are named after the American mathematician Alston Scott Householder. The case d = 1 is Newton's method and the case d = 2 is Halley's method. Orders of 3 and above are not widely used, because the gain in precision does not match the rise in effort. Judged by error reduction per function evaluation, the Ostrowski index, the second-order case, Halley's method, is the optimal choice for polynomials. Whether the iterates approach the root from above, from below or alternately from both sides depends on whether d is odd or even and on the sign of an error constant.

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Credited To

Source Householder's method (Wikipedia)

In Field

Source Householder's method (Wikipedia)

Uses Design Technique

Source Householder's method (Wikipedia)
Sources
Householder's method (Wikipedia)
  • In Group: Root-Finding and Optimization, Lead
    These methods are named after the American mathematician Alston Scott Householder.
  • In Field: Computational Science, Lead [in-field]
    In mathematics, and more specifically in numerical analysis, Householder's methods are a class of root-finding algorithms
  • Credited To: Alston Scott Householder, Lead
    These methods are named after the American mathematician Alston Scott Householder.
  • Uses Design Technique: Iterative Refinement, Lead [design-technique-used]
    The algorithm is iterative and has an order of convergence of d + 1.
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