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  4. <title>The Effect of a Poor Initial Guess</title>
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  24. </div>
  25. <div class="section">
  26. <div class="titlepage"><div><div><h2 class="title" style="clear: both">
  27. <a name="math_toolkit.bad_guess"></a><a class="link" href="bad_guess.html" title="The Effect of a Poor Initial Guess">The Effect of a Poor Initial Guess</a>
  28. </h2></div></div></div>
  29. <p>
  30. It's instructive to take our "toy" example algorithms, and use deliberately
  31. bad initial guesses to see how the various root finding algorithms fair. We'll
  32. start with the cubed root, and using the cube root of 500 as the test case:
  33. </p>
  34. <div class="informaltable"><table class="table">
  35. <colgroup>
  36. <col>
  37. <col>
  38. <col>
  39. <col>
  40. <col>
  41. <col>
  42. <col>
  43. <col>
  44. <col>
  45. <col>
  46. <col>
  47. <col>
  48. <col>
  49. </colgroup>
  50. <thead><tr>
  51. <th>
  52. <p>
  53. Initial Guess=
  54. </p>
  55. </th>
  56. <th>
  57. <p>
  58. -500% (&#8776;1.323)
  59. </p>
  60. </th>
  61. <th>
  62. <p>
  63. -100% (&#8776;3.97)
  64. </p>
  65. </th>
  66. <th>
  67. <p>
  68. -50% (&#8776;3.96)
  69. </p>
  70. </th>
  71. <th>
  72. <p>
  73. -20% (&#8776;6.35)
  74. </p>
  75. </th>
  76. <th>
  77. <p>
  78. -10% (&#8776;7.14)
  79. </p>
  80. </th>
  81. <th>
  82. <p>
  83. -5% (&#8776;7.54)
  84. </p>
  85. </th>
  86. <th>
  87. <p>
  88. 5% (&#8776;8.33)
  89. </p>
  90. </th>
  91. <th>
  92. <p>
  93. 10% (&#8776;8.73)
  94. </p>
  95. </th>
  96. <th>
  97. <p>
  98. 20% (&#8776;9.52)
  99. </p>
  100. </th>
  101. <th>
  102. <p>
  103. 50% (&#8776;11.91)
  104. </p>
  105. </th>
  106. <th>
  107. <p>
  108. 100% (&#8776;15.87)
  109. </p>
  110. </th>
  111. <th>
  112. <p>
  113. 500 (&#8776;47.6)
  114. </p>
  115. </th>
  116. </tr></thead>
  117. <tbody>
  118. <tr>
  119. <td>
  120. <p>
  121. bracket_and_solve_root
  122. </p>
  123. </td>
  124. <td>
  125. <p>
  126. 12
  127. </p>
  128. </td>
  129. <td>
  130. <p>
  131. 8
  132. </p>
  133. </td>
  134. <td>
  135. <p>
  136. 8
  137. </p>
  138. </td>
  139. <td>
  140. <p>
  141. 10
  142. </p>
  143. </td>
  144. <td>
  145. <p>
  146. 11
  147. </p>
  148. </td>
  149. <td>
  150. <p>
  151. 11
  152. </p>
  153. </td>
  154. <td>
  155. <p>
  156. 11
  157. </p>
  158. </td>
  159. <td>
  160. <p>
  161. 11
  162. </p>
  163. </td>
  164. <td>
  165. <p>
  166. 11
  167. </p>
  168. </td>
  169. <td>
  170. <p>
  171. 11
  172. </p>
  173. </td>
  174. <td>
  175. <p>
  176. 7
  177. </p>
  178. </td>
  179. <td>
  180. <p>
  181. 13
  182. </p>
  183. </td>
  184. </tr>
  185. <tr>
  186. <td>
  187. <p>
  188. newton_iterate
  189. </p>
  190. </td>
  191. <td>
  192. <p>
  193. 12
  194. </p>
  195. </td>
  196. <td>
  197. <p>
  198. 7
  199. </p>
  200. </td>
  201. <td>
  202. <p>
  203. 7
  204. </p>
  205. </td>
  206. <td>
  207. <p>
  208. 5
  209. </p>
  210. </td>
  211. <td>
  212. <p>
  213. 5
  214. </p>
  215. </td>
  216. <td>
  217. <p>
  218. 4
  219. </p>
  220. </td>
  221. <td>
  222. <p>
  223. 4
  224. </p>
  225. </td>
  226. <td>
  227. <p>
  228. 5
  229. </p>
  230. </td>
  231. <td>
  232. <p>
  233. 5
  234. </p>
  235. </td>
  236. <td>
  237. <p>
  238. 6
  239. </p>
  240. </td>
  241. <td>
  242. <p>
  243. 7
  244. </p>
  245. </td>
  246. <td>
  247. <p>
  248. 9
  249. </p>
  250. </td>
  251. </tr>
  252. <tr>
  253. <td>
  254. <p>
  255. halley_iterate
  256. </p>
  257. </td>
  258. <td>
  259. <p>
  260. 7
  261. </p>
  262. </td>
  263. <td>
  264. <p>
  265. 4
  266. </p>
  267. </td>
  268. <td>
  269. <p>
  270. 4
  271. </p>
  272. </td>
  273. <td>
  274. <p>
  275. 3
  276. </p>
  277. </td>
  278. <td>
  279. <p>
  280. 3
  281. </p>
  282. </td>
  283. <td>
  284. <p>
  285. 3
  286. </p>
  287. </td>
  288. <td>
  289. <p>
  290. 3
  291. </p>
  292. </td>
  293. <td>
  294. <p>
  295. 3
  296. </p>
  297. </td>
  298. <td>
  299. <p>
  300. 3
  301. </p>
  302. </td>
  303. <td>
  304. <p>
  305. 4
  306. </p>
  307. </td>
  308. <td>
  309. <p>
  310. 4
  311. </p>
  312. </td>
  313. <td>
  314. <p>
  315. 6
  316. </p>
  317. </td>
  318. </tr>
  319. <tr>
  320. <td>
  321. <p>
  322. schroder_iterate
  323. </p>
  324. </td>
  325. <td>
  326. <p>
  327. 11
  328. </p>
  329. </td>
  330. <td>
  331. <p>
  332. 6
  333. </p>
  334. </td>
  335. <td>
  336. <p>
  337. 6
  338. </p>
  339. </td>
  340. <td>
  341. <p>
  342. 4
  343. </p>
  344. </td>
  345. <td>
  346. <p>
  347. 3
  348. </p>
  349. </td>
  350. <td>
  351. <p>
  352. 3
  353. </p>
  354. </td>
  355. <td>
  356. <p>
  357. 3
  358. </p>
  359. </td>
  360. <td>
  361. <p>
  362. 3
  363. </p>
  364. </td>
  365. <td>
  366. <p>
  367. 4
  368. </p>
  369. </td>
  370. <td>
  371. <p>
  372. 5
  373. </p>
  374. </td>
  375. <td>
  376. <p>
  377. 5
  378. </p>
  379. </td>
  380. <td>
  381. <p>
  382. 8
  383. </p>
  384. </td>
  385. </tr>
  386. </tbody>
  387. </table></div>
  388. <p>
  389. As you can see <code class="computeroutput"><span class="identifier">bracket_and_solve_root</span></code>
  390. is relatively insensitive to starting location - as long as you don't start
  391. many orders of magnitude away from the root it will take roughly the same number
  392. of steps to bracket the root and solve it. On the other hand the derivative-based
  393. methods are slow to start, but once they have some digits correct they increase
  394. precision exceptionally fast: they are therefore quite sensitive to the initial
  395. starting location.
  396. </p>
  397. <p>
  398. The next table shows the number of iterations required to find the second radius
  399. of an ellipse with first radius 50 and arc-length 500:
  400. </p>
  401. <div class="informaltable"><table class="table">
  402. <colgroup>
  403. <col>
  404. <col>
  405. <col>
  406. <col>
  407. <col>
  408. <col>
  409. <col>
  410. <col>
  411. <col>
  412. <col>
  413. <col>
  414. <col>
  415. <col>
  416. </colgroup>
  417. <thead><tr>
  418. <th>
  419. <p>
  420. Initial Guess=
  421. </p>
  422. </th>
  423. <th>
  424. <p>
  425. -500% (&#8776;20.6)
  426. </p>
  427. </th>
  428. <th>
  429. <p>
  430. -100% (&#8776;61.81)
  431. </p>
  432. </th>
  433. <th>
  434. <p>
  435. -50% (&#8776;61.81)
  436. </p>
  437. </th>
  438. <th>
  439. <p>
  440. -20% (&#8776;98.9)
  441. </p>
  442. </th>
  443. <th>
  444. <p>
  445. -10% (&#8776;111.3)
  446. </p>
  447. </th>
  448. <th>
  449. <p>
  450. -5% (&#8776;117.4)
  451. </p>
  452. </th>
  453. <th>
  454. <p>
  455. 5% (&#8776;129.8)
  456. </p>
  457. </th>
  458. <th>
  459. <p>
  460. 10% (&#8776;136)
  461. </p>
  462. </th>
  463. <th>
  464. <p>
  465. 20% (&#8776;148.3)
  466. </p>
  467. </th>
  468. <th>
  469. <p>
  470. 50% (&#8776;185.4)
  471. </p>
  472. </th>
  473. <th>
  474. <p>
  475. 100% (&#8776;247.2)
  476. </p>
  477. </th>
  478. <th>
  479. <p>
  480. 500 (&#8776;741.7)
  481. </p>
  482. </th>
  483. </tr></thead>
  484. <tbody>
  485. <tr>
  486. <td>
  487. <p>
  488. bracket_and_solve_root
  489. </p>
  490. </td>
  491. <td>
  492. <p>
  493. 11
  494. </p>
  495. </td>
  496. <td>
  497. <p>
  498. 5
  499. </p>
  500. </td>
  501. <td>
  502. <p>
  503. 5
  504. </p>
  505. </td>
  506. <td>
  507. <p>
  508. 8
  509. </p>
  510. </td>
  511. <td>
  512. <p>
  513. 8
  514. </p>
  515. </td>
  516. <td>
  517. <p>
  518. 7
  519. </p>
  520. </td>
  521. <td>
  522. <p>
  523. 7
  524. </p>
  525. </td>
  526. <td>
  527. <p>
  528. 8
  529. </p>
  530. </td>
  531. <td>
  532. <p>
  533. 9
  534. </p>
  535. </td>
  536. <td>
  537. <p>
  538. 8
  539. </p>
  540. </td>
  541. <td>
  542. <p>
  543. 6
  544. </p>
  545. </td>
  546. <td>
  547. <p>
  548. 10
  549. </p>
  550. </td>
  551. </tr>
  552. <tr>
  553. <td>
  554. <p>
  555. newton_iterate
  556. </p>
  557. </td>
  558. <td>
  559. <p>
  560. 4
  561. </p>
  562. </td>
  563. <td>
  564. <p>
  565. 4
  566. </p>
  567. </td>
  568. <td>
  569. <p>
  570. 4
  571. </p>
  572. </td>
  573. <td>
  574. <p>
  575. 3
  576. </p>
  577. </td>
  578. <td>
  579. <p>
  580. 3
  581. </p>
  582. </td>
  583. <td>
  584. <p>
  585. 3
  586. </p>
  587. </td>
  588. <td>
  589. <p>
  590. 3
  591. </p>
  592. </td>
  593. <td>
  594. <p>
  595. 3
  596. </p>
  597. </td>
  598. <td>
  599. <p>
  600. 3
  601. </p>
  602. </td>
  603. <td>
  604. <p>
  605. 4
  606. </p>
  607. </td>
  608. <td>
  609. <p>
  610. 4
  611. </p>
  612. </td>
  613. <td>
  614. <p>
  615. 4
  616. </p>
  617. </td>
  618. </tr>
  619. <tr>
  620. <td>
  621. <p>
  622. halley_iterate
  623. </p>
  624. </td>
  625. <td>
  626. <p>
  627. 4
  628. </p>
  629. </td>
  630. <td>
  631. <p>
  632. 3
  633. </p>
  634. </td>
  635. <td>
  636. <p>
  637. 3
  638. </p>
  639. </td>
  640. <td>
  641. <p>
  642. 3
  643. </p>
  644. </td>
  645. <td>
  646. <p>
  647. 3
  648. </p>
  649. </td>
  650. <td>
  651. <p>
  652. 2
  653. </p>
  654. </td>
  655. <td>
  656. <p>
  657. 2
  658. </p>
  659. </td>
  660. <td>
  661. <p>
  662. 3
  663. </p>
  664. </td>
  665. <td>
  666. <p>
  667. 3
  668. </p>
  669. </td>
  670. <td>
  671. <p>
  672. 3
  673. </p>
  674. </td>
  675. <td>
  676. <p>
  677. 3
  678. </p>
  679. </td>
  680. <td>
  681. <p>
  682. 3
  683. </p>
  684. </td>
  685. </tr>
  686. <tr>
  687. <td>
  688. <p>
  689. schroder_iterate
  690. </p>
  691. </td>
  692. <td>
  693. <p>
  694. 4
  695. </p>
  696. </td>
  697. <td>
  698. <p>
  699. 3
  700. </p>
  701. </td>
  702. <td>
  703. <p>
  704. 3
  705. </p>
  706. </td>
  707. <td>
  708. <p>
  709. 3
  710. </p>
  711. </td>
  712. <td>
  713. <p>
  714. 3
  715. </p>
  716. </td>
  717. <td>
  718. <p>
  719. 2
  720. </p>
  721. </td>
  722. <td>
  723. <p>
  724. 2
  725. </p>
  726. </td>
  727. <td>
  728. <p>
  729. 3
  730. </p>
  731. </td>
  732. <td>
  733. <p>
  734. 3
  735. </p>
  736. </td>
  737. <td>
  738. <p>
  739. 3
  740. </p>
  741. </td>
  742. <td>
  743. <p>
  744. 3
  745. </p>
  746. </td>
  747. <td>
  748. <p>
  749. 3
  750. </p>
  751. </td>
  752. </tr>
  753. </tbody>
  754. </table></div>
  755. <p>
  756. Interestingly this function is much more resistant to a poor initial guess
  757. when using derivatives.
  758. </p>
  759. </div>
  760. <table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
  761. <td align="left"></td>
  762. <td align="right"><div class="copyright-footer">Copyright &#169; 2006-2019 Nikhar
  763. Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
  764. Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
  765. R&#229;de, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
  766. Daryle Walker and Xiaogang Zhang<p>
  767. Distributed under the Boost Software License, Version 1.0. (See accompanying
  768. file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
  769. </p>
  770. </div></td>
  771. </tr></table>
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