IMSL C# Numerical Library

ZeroFunction Class

The ZeroFunction class uses Muller's method to find the zeros of a univariate function, f(x).

For a list of all members of this type, see ZeroFunction Members.

System.Object
   Imsl.Math.ZeroFunction

public class ZeroFunction

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

ZeroFunction computes n real zeros of a real function f. Given a user-supplied function f(x) and an n-vector of initial guesses x_1, x_2, \ldots, x_n, the routine uses Muller's method to locate n real zeros of f, that is, n real values of x for which f(x) = 0. The routine has two convergence criteria.

The first requires the absolute value of the function be less than the AbsoluteError. The second requires that the relative change of any two successive approximations to an x_i be less than RelativeError. Here, x_i^m is the m-th approximation to x_i. Let AbsoluteError be \varepsilon _1, and RelativeError be \varepsilon _2. The criteria may be stated mathematically as follows:

Criterion 1:

\left| {f\,\left( {x_i^m } \right)} \right| 
            \lt \,\,\varepsilon _1

Criterion 2:

\left| {\frac{{x_i^{m + 1}  - x_i^m }}{{x_i^m }}} 
            \right|\; \lt \;\varepsilon _2

"Convergence" is the satisfaction of either criterion.

Requirements

Namespace: Imsl.Math

Assembly: ImslCS (in ImslCS.dll)

See Also

ZeroFunction Members | Imsl.Math Namespace | Example