Successive Parabolic Interpolation - Jarratt's Method
Optimization method for finding extrema of functions using three points to create a parabola that is then used to find the next approximation to the solution. This lesson visualizes the behavior of the method with numeric examples as well as its convergence through fractals. Based off the paper "An iterative method for locating turning points" by P. Jarratt. Example code https://github.com/osveliz/numerical-... Chapters: 0:00 Intro 0:21 Scaffolding 0:42 Richard P. Brent 1:01 An Iterative Method for Locating Turning Points 1:33 Graphing 1:46 Create a Quadratic 1:58 Finding the Next Point 2:35 The Next Iteration 2:22 Derivative is Zero 2:56 Avoid Calculating L_2 3:32 Jarratt's Method 3:47 Example 4:10 Fractal Scaffolding 4:20 Complex Plane Discussion 5:47 Jarratt Fractal z^4/4 - z 6:33 Jarratt Fractal -cos(z) 6:55 Jarratt Fractal z^9/9 + 3z^5 - 16z 7:52 Jarratt's Notes 8:32 Oscar's Notes 9:00 Thank You Suggested Viewing: Ternary Search • Ternary Search Lagrange Polynomials • Lagrange Polynomials Muller's Method • Muller's Method Inverse Quadratic Interpolation • Brent's Method Brent's Minimization Method • Brent's Minimization Method References: Jarratt's paper https://doi.org/10.1093/comjnl/10.1.82 Brent's Book https://maths-people.anu.edu.au/~bren... Background music "The Golden Present" by @JesseGallagher #SuccessiveParabolicInterpolation #NumericalAnalysis

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