Bisection method

The method is applicable for numerically solving the equation f(x) = 0 for the real variable x, where f is a continuous function defined on an interval [a, b] and where f(a) and f(b) have opposite signs. In this case a and b are said to bracket a root since, by the intermediate value theorem, the continuous function f must have at least one root in the interval (a, b).

At each step the method divides the interval in two by computing the midpoint c = (a+b) / 2 of the interval and the value of the function f(c) at that point. Unless c is itself a root (which is very unlikely, but possible) there are now only two possibilities: either f(a) and f(c) have opposite signs and bracket a root, or f(c) and f(b) have opposite signs and bracket a root.[5] The method selects the subinterval that is guaranteed to be a bracket as the new interval to be used in the next step. In this way an interval that contains a zero of f is reduced in width by 50% at each step. The process is continued until the interval is sufficiently small.

Explicitly, if f(a) and f(c) have opposite signs, then the method sets c as the new value for b, and if f(b) and f(c) have opposite signs then the method sets c as the new a. (If f(c)=0 then c may be taken as the solution and the process stops.) In both cases, the new f(a) and f(b) have opposite signs, so the method is applicable to this smaller interval.[6]

INPUT: Function f, 
       endpoint values a, b, 
       tolerance TOL, 
       maximum iterations NMAX
CONDITIONS: a < b, 
            either f(a) < 0 and f(b) > 0 or f(a) > 0 and f(b) < 0
OUTPUT: value which differs from a root of f(x) = 0 by less than TOL
 
N ← 1
while N ≤ NMAX do // limit iterations to prevent infinite loop
    c ← (a + b)/2 // new midpoint
    if f(c) = 0 or (b – a)/2 < TOL then // solution found
        Output(c)
        Stop
    end if
    N ← N + 1 // increment step counter
    if sign(f(c)) = sign(f(a)) then a ← c else b ← c // new interval
end while
Output("Method failed.") // max number of steps exceeded

Suppose that the bisection method is used to find a root of the polynomial

${\displaystyle f(x)=x^{3}-x-2\,.}$

First, two numbers ${\displaystyle a}$ and ${\displaystyle b}$ have to be found such that ${\displaystyle f(a)}$ and ${\displaystyle f(b)}$ have opposite signs. For the above function, ${\displaystyle a=1}$ and ${\displaystyle b=2}$ satisfy this criterion, as

${\displaystyle f(1)=(1)^{3}-(1)-2=-2}$

and

${\displaystyle f(2)=(2)^{3}-(2)-2=+4\,.}$

Because the function is continuous, there must be a root within the interval [1, 2].

In the first iteration, the end points of the interval which brackets the root are ${\displaystyle a_{1}=1}$ and ${\displaystyle b_{1}=2}$, so the midpoint is

${\displaystyle c_{1}={\frac {2+1}{2}}=1.5}$

The function value at the midpoint is ${\displaystyle f(c_{1})=(1.5)^{3}-(1.5)-2=-0.125}$. Because ${\displaystyle f(c_{1})}$ is negative, ${\displaystyle a=1}$ is replaced with ${\displaystyle a=1.5}$ for the next iteration to ensure that ${\displaystyle f(a)}$ and ${\displaystyle f(b)}$ have opposite signs. As this continues, the interval between ${\displaystyle a}$ and ${\displaystyle b}$ will become increasingly smaller, converging on the root of the function. See this happen in the table below.

Iteration	${\displaystyle a_{n}}$	${\displaystyle b_{n}}$	${\displaystyle c_{n}}$	${\displaystyle f(c_{n})}$
1	1	2	1.5	−0.125
2	1.5	2	1.75	1.6093750
3	1.5	1.75	1.625	0.6660156
4	1.5	1.625	1.5625	0.2521973
5	1.5	1.5625	1.5312500	0.0591125
6	1.5	1.5312500	1.5156250	−0.0340538
7	1.5156250	1.5312500	1.5234375	0.0122504
8	1.5156250	1.5234375	1.5195313	−0.0109712
9	1.5195313	1.5234375	1.5214844	0.0006222
10	1.5195313	1.5214844	1.5205078	−0.0051789
11	1.5205078	1.5214844	1.5209961	−0.0022794
12	1.5209961	1.5214844	1.5212402	−0.0008289
13	1.5212402	1.5214844	1.5213623	−0.0001034
14	1.5213623	1.5214844	1.5214233	0.0002594
15	1.5213623	1.5214233	1.5213928	0.0000780

After 13 iterations, it becomes apparent that there is a convergence to about 1.521: a root for the polynomial.

The method is guaranteed to converge to a root of f if f is a continuous function on the interval [a, b] and f(a) and f(b) have opposite signs. The absolute error is halved at each step so the method converges linearly. Specifically, if c₁ = a+b/2 is the midpoint of the initial interval, and c_n is the midpoint of the interval in the nth step, then the difference between c_n and a solution c is bounded by[8]

${\displaystyle |c_{n}-c|\leq {\frac {|b-a|}{2^{n}}}.}$

This formula can be used to determine, in advance, an upper bound on the number of iterations that the bisection method needs to converge to a root to within a certain tolerance. The number n of iterations needed to achieve a required tolerance ε (that is, an error guaranteed to be at most ε), is bounded by

${\displaystyle n\leq n_{1/2}\equiv \left\lceil \log _{2}\left({\frac {\epsilon _{0}}{\epsilon }}\right)\right\rceil ,}$

where the initial bracket size ${\displaystyle \epsilon _{0}=|b-a|}$ and the required bracket size ${\displaystyle \epsilon \leq \epsilon _{0}.}$ The main motivation to use the bisection method is that over the set of continuous functions, no other method can guarantee to produce an estimate c_n to the solution c that in the worst case has an ${\displaystyle \epsilon }$ absolute error with less than n_1/2 iterations.[9] This is also true under several common assumptions on function f and the behaviour of the function in the neighbourhood of the root.[9][10]

However, despite the bisection method being optimal with respect to worst case performance under absolute error criteria it is sub-optimal with respect to average performance under standard assumptions [11][12] as well as asymptotic performance.[13] Popular alternatives to the bisection method, such as the secant method, Ridders' method or Brent's method (amongst others), typically perform better since they trade-off worst case performance to achieve higher orders of convergence to the root. And, a strict improvement to the bisection method can be achieved with a higher order of convergence without trading-off worst case performance with the ITP Method.[13][14]

• Binary search algorithm
• Lehmer–Schur algorithm, generalization of the bisection method in the complex plane
• Nested intervals
• Brent's Method
• Ridders Method
• Secant Method

• Burden, Richard L.; Faires, J. Douglas (1985), "2.1 The Bisection Algorithm", Numerical Analysis (3rd ed.), PWS Publishers, ISBN 0-87150-857-5

• Corliss, George (1977), "Which root does the bisection algorithm find?", SIAM Review, 19 (2): 325–327, doi:10.1137/1019044, ISSN 1095-7200
• Kaw, Autar; Kalu, Egwu (2008), Numerical Methods with Applications (1st ed.), archived from the original on 2009-04-13

Wikiversity has learning resources about The bisection method

The Wikibook Numerical Methods has a page on the topic of: Equation Solving

• Weisstein, Eric W. "Bisection". MathWorld.
• Bisection Method Notes, PPT, Mathcad, Maple, Matlab, Mathematica from Holistic Numerical Methods Institute