It can be shown (see, for example, [DaB], pp. 228-229) that if {pn} n=0 are convergent Secant

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It can be shown (see, for example, [DaB], pp. 228-229) that if {pn}∞ n=0 are convergent Secant method approximations to p, the solution to f (x) = 0, then a constant C exists with |pn+1 − p| ≈ C |pn − p| |pn−1 − p| for sufficiently large values of n. Assume {pn} converges to p of order α, and show that α = (1 +√5)/2. (This implies that the order of convergence of the Secant method is approximately 1.62).
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Numerical Analysis

ISBN: 978-0538733519

9th edition

Authors: Richard L. Burden, J. Douglas Faires

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