Lesson plan
ITP method
In numerical analysis, the ITP method (Interpolate Truncate and Project method) is the first root-finding algorithm that achieves the superlinear convergence of the secant method while retaining the optimal worst-case performance of the bisection method. It is also the first method with guaranteed average performance strictly better than the bisection method under any continuous distribution. In practice it performs better than traditional interpolation and hybrid based strategies (Brent's Method, Ridders, Illinois), since it not only converges super-linearly over well behaved functions but also guarantees fast performance under ill-behaved functions where interpolations fail. The ITP method follows the same structure of standard bracketing strategies that keeps track of upper and lower bounds for the location of the root; but it also keeps track of the region where worst-case performance is kept upper-bounded. As a bracketing strategy, in each iteration the ITP queries the value of the function on one point and discards the part of the interval between two points where the function value shares the same sign. The queried point is calculated with three steps: it interpolates finding the regula falsi estimate, then it perturbs/truncates the estimate (similar to ) and then projects the perturbed estimate onto an interval in the neighbourhood of the bisection midpoint.…
Article summary
In numerical analysis, the ITP method (Interpolate Truncate and Project method) is the first root-finding algorithm that achieves the superlinear convergence of the secant method while retaining the optimal worst-case performance of the bisection method. It is also the first method with guaranteed average performance strictly better than the bisection method under any continuous distribution. In practice it performs better than traditional interpolation and hybrid based strategies (Brent's Method, Ridders, Illinois), since it not only converges super-linearly over well behaved functions but also guarantees fast performance under ill-behaved functions where interpolations fail. The ITP method follows the same structure of standard bracketing strategies that keeps track of upper and lower bounds for the location of the root; but it also keeps track of the region where worst-case performance is kept upper-bounded. As a bracketing strategy, in each iteration the ITP queries the value of the function on one point and discards the part of the interval between two points where the function value shares the same sign. The queried point is calculated with three steps: it interpolates finding the regula falsi estimate, then it perturbs/truncates the estimate (similar to ) and then projects the perturbed estimate onto an interval in the neighbourhood of the bisection midpoint.…
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Discussion questions
- Summarise the article in your own words. Which single claim would you verify first, and why?
- Which claim in this article is most likely to be revised as the sources update? How would you check its current status?
- If two sources disagreed about one of these facts, what would you need in order to trust one over the other?
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