Small Solver Program

[Albert Chan]

(11-10-2019 07:02 PM)Albert Chan Wrote:  rate iteration formula: x ← (f(x) - r x) / (1-r)

The formula actually approximate Newton's method.

Let g(x) = x - f(x) → solving for x=f(x) is same as solving g(x)=0

g'(x) = 1 - f'(x) ≈ 1 - r

x ← (f(x) - r x) / (1-r) ≈ ((x - g(x)) - (1 - g'(x))*x) / g'(x) = x - g(x) / g'(x)