34 2 Nonlinear Equations in One Variable 3) Determine a new inclusion interval: If fofs <0, then € lies between 2) and x, and thus we set 2) =o , 2 ho = h oh 2, fs If fofs > 0, then € lies between 2) and 2), and thus set 2 ine, frm he In both cases, 2 is the newest best approximation for € 4) Check for break-off criterion: (see also the remark below) If [2 — 2(| e, continue to iterate with step 1). Instead of the break-off criterion |z(®) — 2'*)| <¢, the mixed test (1.6) [2 —2(| < |2@)| - RELERR + ABSERR is recommended with given bounds RELERR and ABSERR for the relative and absolute errors (see section 1.2). 2.8.2 Pegasus Method Jf f is continuous on the closed interval [a,b] and if f(a) (®) < 0, then ac cording to theorem 2.4, f has at least one zero of odd order in (a,8). The Pegasus method, a variant of the regula falsi, calculates one of these zeros by repeated minimization of the root inclusion interval. It always converges if initially (a) (8) <0. The order of convergence is p ~ 1.642... in the case of a simple zero (see (DOWE72], [DOWE71)). ALGORITHM 2.23 (Pegasus Method). Given: (i) f € Cfa,¥] with f(a)f(®) <0, (ji) an error bound ¢ > 0,¢ ER.28 Inclusion Methods. 35 Solve for: Zero € € [a,6] of f, approximated in such a way that the difer- ence between the last two iterative values is smaller than €. Initial values: 212) = a, 21°) -= b Compute f= fe), fr = fe), 1) Secant_ step: Compute the slope s12 of the line joining the points (2), fi), (©, fa): Find the intersection 2) of this secant with the z-axis: 20) 220 — fjon 0, the calculation stops with € := 2'®), continue with 3) 8) Determine a new inclusion interval TE fafa <0, the zero € lies between 2?) and 2°), Set f=h, hb If fafa > 0, the zero € lies between 2°) and x'*) (modified step): Assign a new functional value gf; at 2) where g = fo/(fo + fa). ‘Then 0 ¢, continue the iteration in 1) with the values 2), 2(?) and fi, fr from 3) Instead of testing for the absolute error in 4), one should use the mixed test | |z® — 20) < |z!*)| - RELERR + ABSERR (Gee section 1.2) which allows a choice between the absolute or relative error test36 Geometric interpretation for the modified step. ‘The two lines connecting the two pairs of points (22, fo + fs) and (zi, Ji), and (22, fa) and (ay, ff) intersect on the a-axis if ff = fi fo/(f2+ fe). (30 fo46) (2,6) OH) Figure 2.6: Pegasus method ‘The line connecting (2("),f:) and (20, fa + fa) intercepts the eax at 5. The line connecting (2), f) and 5 determines the point (20). 2.8.3 Anderson-Bjérck Method ‘The Anderson-Bjérck method (see [ANDE73]) works essentially like the Pe~ gasus method. Only in the third step of the algorithm, when determining few inclusion interval, one modifies the functional value fy at 2°) differently ‘The effectivity E of this procedure lies between 1.682 and 1.710. ALGORITHM 2.24 (Anderson-Bjérck Method) Given: (i) f € Cla,6] with f(a) f(t) <0, (ii) an error bound € > 0, ER. Find a zero € € (a,b) of f, approximated in such a way that the Task: difference between the last two iterated values is smaller than