A small difference between successive secant method iterates alone does not certify a small absolute error. Instead use a residual root error bound. On ,and , so there is a unique root . For an iterate , the mean value theorem givesTherefore stop when and . This guarantees the desired absolute error in exact arithmetic; the evaluated residual of a root equation should include an allowance for its much smaller roundoff error. A safeguarded implementation can retain the bracket and use bisection if a proposed secant method step leaves it.
Residual of a root equation 2026-10-25
The residual of a root equation at a proposed solution is the value . It measures violation of the equation, while the forward error measures distance from a chosen exact root. Rescaling rescales the residual of a root equation without moving its roots, so a small residual needs a scale or a derivative bound before it certifies a small forward error.
Residual root error bound 2026-10-25
Suppose is continuous on an interval, differentiable in its interior, and throughout the interior. If is a root in the interval and is another point in it, the mean value theorem gives for an intermediate point . Taking absolute values proves the stated bound from the residual of a root equation. This converts an observed residual into a stopping certificate, provided the evaluation error in that residual is also controlled.