In numerical analysis, Halley's method is a root-finding algorithm used for functions of one real variable with a continuous second derivative. Edmond Halley was an English mathematician and astronomer who introduced the method now called by his name. The algorithm is second in the class of Householder's methods, after Newton's method. Like the latter, it iteratively produces a sequence of approximations to the root; their rate of convergence to the root is cubic. Multivariate versions of this method exist. Halley's method exactly finds the roots of a linear-over-linear Padé approximation to the function, in contrast to Newton's method or the Secant method which approximate the function linearly, or Muller's method which approximates the function quadratically. There is also Halley's irrational method, described below.
Method Halley's method is a numerical algorithm for solving the nonlinear equation f (x) = 0 . In this case, the function f has to be a function of one real variable. The method consists of a sequence of iterations:
x n + 1 = x n − f ( x n ) f ′ ( x n ) [ f ′ ( x n ) ] 2 − 1 2 f ( x n ) f ″ ( x n ) {\displaystyle x_{n+1}=x_{n}-{\frac {\ f(x_{n})\ f'(x_{n})\ }{\ \left[\ f'(x_{n})\ \right]^{2}-{\tfrac {1}{2}}\ f(x_{n})\ f''(x_{n})\ }}}
beginning with an initial guess x0. If f is a three times continuously differentiable function and a is a zero of f but not of its derivative, then, in a neighborhood of a, the iterates xn satisfy:
| x n + 1 − a | ≤ K ⋅ | x n − a | 3 , for some K > 0 . {\displaystyle |x_{n+1}-a|\leq K\cdot {|x_{n}-a|}^{3},\quad {\text{ for some }}\quad K>0~.}
This means that the iterates converge to the zero if the initial guess is sufficiently close, and that the convergence is cubic. The following alternative formulation shows the similarity between Halley's method and Newton's method. The ratio f ( x n ) / f ′ ( x n ) {\displaystyle \ f(x_{n})/f'(x_{n})\ } only needs to be computed once, and this form is particularly useful when the other ratio, f ″ ( x n ) / f ′ ( x n ) , {\displaystyle \ f''(x_{n})/f'(x_{n})\ ,} can be reduced to a simpler form:
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