Nothing
bisection <- function(ftn, x.l, x.r, tol = 1e-9) {
# applies the bisection algorithm to find x such that ftn(x) == x
# we assume that ftn is a function of a single variable
#
# x.l and x.r must bracket the fixed point, that is
# x.l < x.r and ftn(x.l) * ftn(x.r) < 0
#
# the algorithm iteratively refines x.l and x.r and terminates when
# x.r - x.l <= tol
# check inputs
if (x.l >= x.r) {
cat("error: x.l >= x.r \n")
return(NULL)
}
f.l <- ftn(x.l)
f.r <- ftn(x.r)
if (f.l == 0) {
return(x.l)
} else if (f.r == 0) {
return(x.r)
} else if (f.l * f.r > 0) {
cat("error: ftn(x.l) * ftn(x.r) > 0 \n")
return(NULL)
}
# sucessively refine x.l and x.r
n <- 0
while ((x.r - x.l) > tol) {
x.m <- (x.l + x.r)/2
f.m <- ftn(x.m)
if (f.m == 0) {
return(x.m)
} else if (f.l * f.m < 0) {
x.r <- x.m
f.r <- f.m
} else {
x.l <- x.m
f.l <- f.m
}
n <- n + 1
cat("at iteration", n, "the root lies between", x.l, "and", x.r, "\n")
}
# return (approximate) root
return((x.l + x.r)/2)
}
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