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Root-finding: from Newton to Halley and beyond
Published 19 Dec 2023 in math.OC, cs.NA, math.NA, and q-fin.CP | (2312.12305v1)
Abstract: We give a new improvement over Newton's method for root-finding, when the function in question is doubly differentiable. It generally exhibits faster and more reliable convergence. It can be also be thought of as a correction to Halley's method, as this can exhibit undesirable behaviour.
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