 Solution

Start with $[a_0,b_0]=[a,b]$. At stage $n$, form the midpoint $c_n=(a_n+b_n)/2$. If $f(c_n)=0$, stop; for a sequence defined for all later indices, repeat $c_n$ forever. Otherwise retain the half-interval with opposite endpoint signs: set $[a_{n+1},b_{n+1}]=[a_n,c_n]$ if $f(a_n)f(c_n)<0$, and $[a_{n+1},b_{n+1}]=[c_n,b_n]$ otherwise. This is the bisection method.

If it never stops, the closed intervals are nested, retain $f(a_n)f(b_n)<0$, and have lengthsBy the nested interval theorem, there is a unique real $\xi$ in their intersection. In particular, $a_n\to \xi$, $b_n\to \xi$, and the sequence of midpoints satisfiesSince $f$ is continuous, $f(a_n)f(b_n)\to f(\xi {)}^2$. All these products are negative, so their limit of a sequence is nonpositive. Therefore $f(\xi {)}^2\le 0$, forcing $f(\xi )=0$. We have proved that the sequence is a convergent sequence whose limit of a sequence is a zero of a function:The error bound applies at every stage before exact termination; after termination the error is zero. The intermediate value theorem also guarantees a zero of a function in each retained interval, but the nested-interval argument identifies the particular one to which the sequence of midpoints converges.