A method to accelerate the convergence of the secant algorithm (Q2260479)

Summary: We present an acceleration technique for the secant method. The secant method is a root-searching algorithm for a general function \(f\). We exploit the fact that the combination of two secant steps leads to an improved, so-called first-order approximant of the root. The original secant algorithm can be modified to a first-order accelerated algorithm which generates a sequence of first-order approximants. This process can be repeated: two \(n\)th order approximants can be combined in a \((n+1)\)th order approximant and the algorithm can be modified to an \((n+1)\)th order accelerated algorithm which generates a sequence of such approximants. We show that the sequence of \(m\)th order approximants converges to the root with the same order as methods using polynomial fits of \(f\) of degree \(n\).