Root finding by divided differences

SummaryA recursive method is presented for computing a simple zero of an analytic functionf from information contained in a table of divided differences of its reciprocalh=1/f. A good deal of flexibility is permitted in the choice of ordinate and derivative values, and in the choice of the number of previous points upon which to base the next estimate of the required zero.The method is shown to be equivalent to a process of fitting rational functions with linear numerators to data sampled fromf. Asymptotic and regional convergence properties of such a process have already been studied; in particular, asymptotically quadratic convergence is easily obtained, at the expense of only one function evaluation and a moderate amount of “overhead” computation per step. In these respects the method is comparable with the Newton form of iterated polynomial inverse interpolation, while its regional convergence characteristics may be superior in certain circum-stances.It is also shown that the method is not unduly sensitive to round-off errors.