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The Secant Method

The sequence of succesive approximations is built recursively using the formula


With Newton's method .

In order to avoid the (possibly expensive) derivative computation at each step, we use

The order of convergence for the secant method is

(the proof is rather cumbersome and we skip it here). Since we say that the secant method converges superlinearly.

Adrian Sandu 2001-08-26