New Root-Seeking Algorithms
04-02-2017, 09:28 PM
Post: #1
 Namir Senior Member Posts: 741 Joined: Dec 2013
New Root-Seeking Algorithms
I am happy to post two new root-seeking algorithms. They are the Super Secant and Hyper Secant methods. These two methods are based on the legacy secant methods (which are rough approximation of Newton's method) that use multiple guess refinement per iteration.click here to download a ZIP file that contains a PDF document and an Excel file that shows how these algorithms work compared to the methods Newton, Halley, and Ostrowski.

Enjoy!

Namir
04-02-2017, 09:54 PM
Post: #2
 pier4r Senior Member Posts: 2,056 Joined: Nov 2014
RE: New Root-Seeking Algorithms
Nice work! I have to read it slowly, I just had a glance.

May I make some remarks about formatting and packaging? Both for the next work, since you publish a lot.

For the format, could you use "alignment justified" or "justified text"? It is more pleasant to read.

For the packaging, while the file is obviously intended for who has a computer, reading a pdf from other platforms is not so rare. So could be possible to have the package (excel+pdf) and the pdf duplicated so one can access at least directly to the pdf?

If you want to keep the package, there is the possibility to embed files in a pdf, a free tool that does this is the pretty neat pdftk server (here the manual)

Mine are just suggestions, not a critics. What is important is the content of the file.

Wikis are great, Contribute :)
04-02-2017, 11:12 PM
Post: #3
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-02-2017 09:54 PM)pier4r Wrote:  Nice work! I have to read it slowly, I just had a glance.

May I make some remarks about formatting and packaging? Both for the next work, since you publish a lot.

For the format, could you use "alignment justified" or "justified text"? It is more pleasant to read.

For the packaging, while the file is obviously intended for who has a computer, reading a pdf from other platforms is not so rare. So could be possible to have the package (excel+pdf) and the pdf duplicated so one can access at least directly to the pdf?

If you want to keep the package, there is the possibility to embed files in a pdf, a free tool that does this is the pretty neat pdftk server (here the manual)

Mine are just suggestions, not a critics. What is important is the content of the file.

I write the document in MS Word and hwn I am ready to publish save it as a PDF. So yo are suggesting to use "alignment justified" in Word?

Namir
04-02-2017, 11:15 PM
Post: #4
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-02-2017 09:54 PM)pier4r Wrote:  Nice work! I have to read it slowly, I just had a glance.

May I make some remarks about formatting and packaging? Both for the next work, since you publish a lot.

For the format, could you use "alignment justified" or "justified text"? It is more pleasant to read.

For the packaging, while the file is obviously intended for who has a computer, reading a pdf from other platforms is not so rare. So could be possible to have the package (excel+pdf) and the pdf duplicated so one can access at least directly to the pdf?

If you want to keep the package, there is the possibility to embed files in a pdf, a free tool that does this is the pretty neat pdftk server (here the manual)

Mine are just suggestions, not a critics. What is important is the content of the file.

I tested "alignment justified" on the Word document and I agree with you that it looks nicer!!

Namir
04-03-2017, 09:23 PM
Post: #5
 bshoring Member Posts: 264 Joined: Dec 2013
RE: New Root-Seeking Algorithms
Have you tried any of these new methods on an HP-67 ?

Regards,
Bob
04-03-2017, 09:32 PM
Post: #6
 Bill Zimmerly Junior Member Posts: 37 Joined: Jun 2014
RE: New Root-Seeking Algorithms
Excellent work, Namir!

I'm looking forward to hearing your presentation in September.
04-04-2017, 08:43 AM (This post was last modified: 04-04-2017 08:49 AM by emece67.)
Post: #7
 emece67 Senior Member Posts: 363 Joined: Feb 2015
RE: New Root-Seeking Algorithms
Thanks again, Namir, for your work.

As you know, I'm quite parcial about the Ostrowsky method. When I read your paper I was surprised by its mediocre performance. Thus, I decided to check what was the problem with it.

In your code, the derivative is approximated as the ratio of two increments, but the constant you use (0.01 in the computation of h as h = 0.01 * (1 + Abs(X))) is way high for the Ostroswky method, you need a much smaller one.

Changing to h = 3.0e-7 * (1 + Abs(X)) (a nice value if the floats are 64 bits, as I think they are in VB), you will see (*) that the Ostrowsky method numbers in the tables turn red in all test cases except 2: Custom1 (but it no longer fails, it's now 17-53, same iterations but 2 more function evaluations than your hyper-secant method) and equation 6 with x0 = 1 (it's now 15-45, second behind Halley).

Perhaps the other methods in this comparison may also benefit from such change in the computation of h.

Your approach in the Hyper-Secant method looks really interesting for me.

Regards.

(*) I've performed such computations in Python with a precision of 15 digits, In VB the results may be different. In any case, my Python code returned the very same results (for number of iterations and total function calls) for all test cases in your table, so I am confident about my statement about the change in the computation of h. Also, the Python code does some sanity checks (as to not to divide by 0 and so on) anticipating problems such the derivative going to 0. I'm not sure at all if the VB code may have problems of such kind when the constant is changed.

César - Information must flow.
04-04-2017, 09:22 AM
Post: #8
 ttw Member Posts: 206 Joined: Jun 2014
RE: New Root-Seeking Algorithms
I've been playing with root finding methods for about 50 years or so, so I thought I'd post some links to newer papers on the subject.

https://arxiv.org/pdf/1702.03174.pdf (Using multistep integrators to find roots)

https://arxiv.org/pdf/1505.05573.pdf (Newton's method in function spaces)

https://arxiv.org/pdf/1501.05033.pdf (All roots of polynomials)

https://arxiv.org/pdf/1410.2202.pdf (Newton Ellipsiod method)

https://arxiv.org/pdf/1309.4734.pdf (Inexact Newton's method)

https://arxiv.org/pdf/1112.6263.pdf (Root finding in Boolean Algebra)

https://arxiv.org/pdf/1110.3430.pdf (Errors in the inexact Newton method)

https://arxiv.org/pdf/1109.2503.pdf (Quaternion equations)

https://arxiv.org/pdf/1004.3412.pdf (Brent's method)
https://arxiv.org/pdf/1308.4217.pdf (Another all roots method)
04-04-2017, 09:33 AM
Post: #9
 pier4r Senior Member Posts: 2,056 Joined: Nov 2014
RE: New Root-Seeking Algorithms
(04-04-2017 09:22 AM)ttw Wrote:  I've been playing with root finding methods for about 50 years or so, so I thought I'd post some links to newer papers on the subject.

https://arxiv.org/pdf/1702.03174.pdf (Using multistep integrators to find roots)

https://arxiv.org/pdf/1505.05573.pdf (Newton's method in function spaces)

https://arxiv.org/pdf/1501.05033.pdf (All roots of polynomials)

https://arxiv.org/pdf/1410.2202.pdf (Newton Ellipsiod method)

https://arxiv.org/pdf/1309.4734.pdf (Inexact Newton's method)

https://arxiv.org/pdf/1112.6263.pdf (Root finding in Boolean Algebra)

https://arxiv.org/pdf/1110.3430.pdf (Errors in the inexact Newton method)

https://arxiv.org/pdf/1109.2503.pdf (Quaternion equations)

https://arxiv.org/pdf/1004.3412.pdf (Brent's method)
https://arxiv.org/pdf/1308.4217.pdf (Another all roots method)
Thanks for sharing!

Wikis are great, Contribute :)
04-04-2017, 10:11 AM
Post: #10
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-03-2017 09:23 PM)bshoring Wrote:  Have you tried any of these new methods on an HP-67 ?

No I have not.

Namir
04-04-2017, 10:14 AM
Post: #11
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-04-2017 09:22 AM)ttw Wrote:  I've been playing with root finding methods for about 50 years or so, so I thought I'd post some links to newer papers on the subject.

https://arxiv.org/pdf/1702.03174.pdf (Using multistep integrators to find roots)

https://arxiv.org/pdf/1505.05573.pdf (Newton's method in function spaces)

https://arxiv.org/pdf/1501.05033.pdf (All roots of polynomials)

https://arxiv.org/pdf/1410.2202.pdf (Newton Ellipsiod method)

https://arxiv.org/pdf/1309.4734.pdf (Inexact Newton's method)

https://arxiv.org/pdf/1112.6263.pdf (Root finding in Boolean Algebra)

https://arxiv.org/pdf/1110.3430.pdf (Errors in the inexact Newton method)

https://arxiv.org/pdf/1109.2503.pdf (Quaternion equations)

https://arxiv.org/pdf/1004.3412.pdf (Brent's method)
https://arxiv.org/pdf/1308.4217.pdf (Another all roots method)

Wow!! Thanks for the links. I will check each nd every one of them.

Namir
04-04-2017, 01:13 PM (This post was last modified: 04-04-2017 01:17 PM by Namir.)
Post: #12
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-04-2017 08:43 AM)emece67 Wrote:  Thanks again, Namir, for your work.

As you know, I'm quite parcial about the Ostrowsky method. When I read your paper I was surprised by its mediocre performance. Thus, I decided to check what was the problem with it.

In your code, the derivative is approximated as the ratio of two increments, but the constant you use (0.01 in the computation of h as h = 0.01 * (1 + Abs(X))) is way high for the Ostroswky method, you need a much smaller one.

Changing to h = 3.0e-7 * (1 + Abs(X)) (a nice value if the floats are 64 bits, as I think they are in VB), you will see (*) that the Ostrowsky method numbers in the tables turn red in all test cases except 2: Custom1 (but it no longer fails, it's now 17-53, same iterations but 2 more function evaluations than your hyper-secant method) and equation 6 with x0 = 1 (it's now 15-45, second behind Halley).

Perhaps the other methods in this comparison may also benefit from such change in the computation of h.

Your approach in the Hyper-Secant method looks really interesting for me.

Regards.

(*) I've performed such computations in Python with a precision of 15 digits, In VB the results may be different. In any case, my Python code returned the very same results (for number of iterations and total function calls) for all test cases in your table, so I am confident about my statement about the change in the computation of h. Also, the Python code does some sanity checks (as to not to divide by 0 and so on) anticipating problems such the derivative going to 0. I'm not sure at all if the VB code may have problems of such kind when the constant is changed.

Cesar,

Thank you so much for your comments. I use h=0.01 *(1+|x|) in fear that much smaller values would cause computational errors. By this I mean the accuracy of vintage calculators may give a slope of zero if h is way too small. Obviously I am wrong. I think replacing 0.01 with smaller value for all the methods should be interesting.

I think I am going to compare how reducing 0.01 repeatedly by a factor of 10 affect the iterations of at least the Newton method (maybe include Halley and Ostrowski too) and see how it affects the number of iterations and number of functions needed to reach a refined guess for the root, for a given tolerance value.

Namir
04-04-2017, 02:20 PM
Post: #13
 ttw Member Posts: 206 Joined: Jun 2014
RE: New Root-Seeking Algorithms
Another possibility is to use variable step lengths. I don't have a quick rule of thumb, but there are some in the various references. The idea is to automatically adjust step length as the computation proceeds. This is often with the Levenberg-Marquardt method for multidimensional problems.

If error estimation is easy, one just increases the step length until things don't work then backs off. (There are good discussions on the Wiki for the Nelder-Mead Creeping Simplex optimization method.) I used to lengthen by 3 and shrink by 2 as the actual numbers don't matter; one eventually gets 3^n/2^m with n stretches and m shrinks.

I also found a new reference: http://citeseerx.ist.psu.edu/viewdoc/dow...1&type=pdf
04-04-2017, 02:39 PM (This post was last modified: 04-04-2017 02:43 PM by emece67.)
Post: #14
 emece67 Senior Member Posts: 363 Joined: Feb 2015
RE: New Root-Seeking Algorithms
You will also need to modify the stopping criterion as, simply relaying on the difference between the last two root estimations is not adequate. The convergence is, sometimes, so fast that at the 2nd or 3rd iteration, although being Abs(X - LastX) greater than Toler, the function does indeed evaluate to 0.

I ended up with:
Code:
   ' Ostrowski   ' Count the number of function evaluation in detail   Dim Tnfe As Long   Tnfe = 0   R = 2   C = C + 2   X = [A2].Value   Do     LastX = X     h = 0.0000003 * (1 + Abs(X))     F0 = Fx(sFx, X)     Tnfe = Tnfe + 1     ' Early Exit if root found     If F0 = 0 Then         Exit Do     End If     Fp = Fx(sFx, X + h)     Tnfe = Tnfe + 1     ' Early Exit if root found     If Fp = 0 Then         Cells(R, C) = X + h         Cells(R, C + 1) = Fp         R = R + 1         Exit Do     End If     Deriv1 = (Fp - F0) / h     Z = X - F0 / Deriv1     Fz = Fx(sFx, Z)     Tnfe = Tnfe + 1     ' Early Exit if root found     If Fz = 0 Then         Cells(R, C) = Z         Cells(R, C + 1) = Fz         R = R + 1         Exit Do     End If     X = Z - Fz * (X - Z) / (F0 - 2 * Fz)     Cells(R, C) = X     Cells(R, C + 1) = Fx(sFx, X)     R = R + 1   Loop Until Abs(X - LastX) < Toler Or R > 1000   Cells(R + 1, C) = "Fx Calls="   Cells(R + 1, C + 1) = Tnfe

I can confirm that the other methods do also benefit from decreasing the constant in the computation of h (your Hyper-Secant included. I've not tested the Super-Secant).

César - Information must flow.
04-05-2017, 09:47 PM
Post: #15
 JMBaillard Junior Member Posts: 20 Joined: Dec 2013
RE: New Root-Seeking Algorithms
Hi Namir,

here is an HP-41 program that uses quadratic interpolation to find a root of f(x) = 0

It takes 3 guesses in registers X Y Z and returns a root x in X-register and f(x) in Y-register ( which should be a "small" number ) if flag F02 is clear.
It should also find double roots.

If F02 is set, "SLV2" tries to find an extremum.

In both cases, R00 = function name is to be initialized.

Here is the listing:

01 LBL "SLV2"
02 STO 01
03 RDN
04 STO 02
05 X<>Y
06 STO 03
07 XEQ IND 00
08 STO 06
09 RCL 02
10 XEQ IND 00
11 STO 05
12 LBL 01
13 VIEW 01
14 RCL 01
15 XEQ IND 00
16 STO 04
17 RCL 02
18 RCL 03
19 -
20 *
21 ENTER
22 STO 07
23 RCL 01
24 RCL 03
25 -
26 STO 08
27 STO 10
28 ST* Z
29 RCL 05
30 *
31 ST* 08
32 -
33 RCL 02
34 RCL 01
35 -
36 STO 09
37 ST- 10
38 ST* Z
39 RCL 06
40 *
41 ST* 09
42 -
43 STO 06
44 *
45 RCL 07
46 RCL 10
47 *
48 RCL 08
49 -
50 RCL 09
51 +
52 2
53 /
54 STO 10
55 X^2
56 +
57 FC? 02
58 X<0?
59 GTO 02
60 SQRT
61 RCL 10
62 SIGN
63 *
64 RCL 10
65 +
66 GTO 03
67 LBL 02
68 RCL 10
69 CHS
70 RCL 06
71 LBL 03
72 X#0?
73 /
74 RCL 01
75 +
76 X<> 01
77 X<> 02
78 STO 03
79 RCL 04
80 X<> 05
81 STO 06
82 RCL 01
83 RCL 02
84 X#Y?
85 GTO 01
86 RCL 04
87 X<>Y
88 END

( 113 bytes / SIZE 011 )

Number of function evaluations = 2 + number of iterations.

Best wishes,
JM.
04-05-2017, 10:00 PM
Post: #16
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-05-2017 09:47 PM)JMBaillard Wrote:  Hi Namir,

here is an HP-41 program that uses quadratic interpolation to find a root of f(x) = 0

It takes 3 guesses in registers X Y Z and returns a root x in X-register and f(x) in Y-register ( which should be a "small" number ) if flag F02 is clear.
It should also find double roots.

If F02 is set, "SLV2" tries to find an extremum.

In both cases, R00 = function name is to be initialized.

Here is the listing:

01 LBL "SLV2"
02 STO 01
03 RDN
04 STO 02
05 X<>Y
06 STO 03
07 XEQ IND 00
08 STO 06
09 RCL 02
10 XEQ IND 00
11 STO 05
12 LBL 01
13 VIEW 01
14 RCL 01
15 XEQ IND 00
16 STO 04
17 RCL 02
18 RCL 03
19 -
20 *
21 ENTER
22 STO 07
23 RCL 01
24 RCL 03
25 -
26 STO 08
27 STO 10
28 ST* Z
29 RCL 05
30 *
31 ST* 08
32 -
33 RCL 02
34 RCL 01
35 -
36 STO 09
37 ST- 10
38 ST* Z
39 RCL 06
40 *
41 ST* 09
42 -
43 STO 06
44 *
45 RCL 07
46 RCL 10
47 *
48 RCL 08
49 -
50 RCL 09
51 +
52 2
53 /
54 STO 10
55 X^2
56 +
57 FC? 02
58 X<0?
59 GTO 02
60 SQRT
61 RCL 10
62 SIGN
63 *
64 RCL 10
65 +
66 GTO 03
67 LBL 02
68 RCL 10
69 CHS
70 RCL 06
71 LBL 03
72 X#0?
73 /
74 RCL 01
75 +
76 X<> 01
77 X<> 02
78 STO 03
79 RCL 04
80 X<> 05
81 STO 06
82 RCL 01
83 RCL 02
84 X#Y?
85 GTO 01
86 RCL 04
87 X<>Y
88 END

( 113 bytes / SIZE 011 )

Number of function evaluations = 2 + number of iterations.

Best wishes,
JM.

Thank you JM. A few years ago I presented at one of the HHC conferences an algorithm that used inverse quadratic Lagrangian interpolation to find the root of a function. I came to realize that there was some "politics" among mathematicians. For some reason many avoided methods like inverse quadratic Lagrangian interpolation to find the roots.

Namir
04-06-2017, 01:51 AM
Post: #17
 ttw Member Posts: 206 Joined: Jun 2014
RE: New Root-Seeking Algorithms
There are a couple of more root finders that I have used. One is Brents's algorithm (inverse quardratic interpolation with bisection) and the other is the "Illinois" algorithm (which I heard of long before the published work.) There is another modification of Newton's method that raises its effective rate (to Sqrt(8)). The idea is to evaluate f(x) and f'(x) at different xs. (http://www.sciencedirect.com/science/art...30)There's also Chebychev's method which is (like Halley's) a Taylor series; Chebychev used the series and Halley used the continued fraction for the series. Also a guy named Galindo did rather well with bunches of tests and algorithms.
04-06-2017, 03:17 AM
Post: #18
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-06-2017 01:51 AM)ttw Wrote:  There are a couple of more root finders that I have used. One is Brents's algorithm (inverse quardratic interpolation with bisection) and the other is the "Illinois" algorithm (which I heard of long before the published work.) There is another modification of Newton's method that raises its effective rate (to Sqrt(8)). The idea is to evaluate f(x) and f'(x) at different xs. (http://www.sciencedirect.com/science/art...30)There's also Chebychev's method which is (like Halley's) a Taylor series; Chebychev used the series and Halley used the continued fraction for the series. Also a guy named Galindo did rather well with bunches of tests and algorithms.

You link is confusing my browser! Can you please send a link that works. I would like to read the material you are pointing to.
04-06-2017, 05:11 AM
Post: #19
 DMaier Junior Member Posts: 45 Joined: Jan 2014
RE: New Root-Seeking Algorithms
(04-06-2017 03:17 AM)Namir Wrote:  You link is confusing my browser! Can you please send a link that works. I would like to read the material you are pointing to.

The URL ran into the following text. It should be:
http://www.sciencedirect.com/science/art...5913002930
04-06-2017, 09:05 AM
Post: #20
 Namir Senior Member Posts: 741 Joined: Dec 2013
RE: New Root-Seeking Algorithms
(04-06-2017 05:11 AM)DMaier Wrote:
(04-06-2017 03:17 AM)Namir Wrote:  You link is confusing my browser! Can you please send a link that works. I would like to read the material you are pointing to.

The URL ran into the following text. It should be:
http://www.sciencedirect.com/science/art...5913002930

Thank you very much for the link. The article itself has more pdf links to other free articles. I also google-searched for articles with pdf-for-purchase, mentioned in the reference area, and found even more pdf articles to download. So thank you for the link as it lead to a bonanza of articles!

Namir
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