2.1 Bisection Method

  1. Identify an interval [a,b] such that either a or b overshoots the mark while the other undershoots it.
  2. Calculate the midpoint, m, of the identified interval.
  3. If a and m both overshoot or both undershoot the mark, the desired value lies in [m,b].
  4. If b and m both overshoot or both undershoot the mark, the desired value lies in [a,m].
  5. Return to step 2 using the newly identified interval.

Error Analysis

if mj is a midpoint for any given j then

|mjp|ba2j

Taking pn=ba2n pn0 we have

limn|ba2n+10||ba2n0|α=limn2αn2n+1|ba|1α=12|ba|1αlimn2(α1)n

which converges to a real λ>0 for α=1 so the bisection method has a linear order of convergence
Clearly has rate of convergence of O(12n)