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Contents
Ridder method is an iterative scheme used to obtain one root of the
equation
within an interval
. It assumes that
. Let
be the mid-point of the interval
. A new estimate of the root is
with:
under the assumption
it may be seen that
is
guaranteed to lie within the interval
. As soon as
as
been determined we choose as new
the interval
if
or
if
. The convergence
of this algorithm is quadratic.
Jean-Pierre Merlet
2012-12-20