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Steffensen's Method
In numerical analysis, Steffensen's method is an iterative method for numerical root-finding named after Johan Frederik Steffensen that is similar to the secant method and to Newton's method. Steffensen's method achieves a quadratic order of convergence without using derivatives, whereas the more familiar Newton's method also converges quadratically, but requires derivatives and the secant method does not require derivatives but also converges less quickly than quadratically. Steffensen's method has the drawback that it requires two function evaluations per step, whereas the secant method requires only one evaluation per step, so it is not necessarily most efficient in terms of computational cost, depending on the number of iterations each requires. Newton's method also requires evaluating two functions per step – for the function and for its derivative – and its computational cost varies between being the same as Steffensen's method (for most functions, where calculation of ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Analysis
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic computation, symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt to find approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences like economics, medicine, business and even the arts. Current growth in computing power has enabled the use of more complex numerical analysis, providing detailed and realistic mathematical models in science and engineering. Examples of numerical analysis include: ordinary differential equations as found in celestial mechanics (predicting the motions of planets, stars and galaxies), numerical linear algebra in data analysis, and stochastic differential equations and Markov chains for simulati ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |