How to do the Bisection method in Python
Basic Technique
Here's some code showing the basic technique:
>>> def samesign(a, b):
return a * b > 0
>>> def bisect(func, low, high):
'Find root of continuous function where f(low) and f(high) have opposite signs'
assert not samesign(func(low), func(high))
for i in range(54):
midpoint = (low + high) / 2.0
if samesign(func(low), func(midpoint)):
low = midpoint
else:
high = midpoint
return midpoint
>>> def f(x):
return -26 + 85*x - 91*x**2 +44*x**3 -8*x**4 + x**5
>>> x = bisect(f, 0, 1)
>>> print(x, f(x))
0.557025516287 3.74700270811e-16
Tolerance
To exit early when a given tolerance is achieved, add a test at the end of the loop:
def bisect(func, low, high, tolerance=None):
assert not samesign(func(low), func(high))
for i in range(54):
midpoint = (low + high) / 2.0
if samesign(func(low), func(midpoint)):
low = midpoint
else:
high = midpoint
if tolerance is not None and abs(high - low) < tolerance:
break
return midpoint
You could see the solution in an earlier Stack Overflow question here that uses scipy.optimize.bisect. Or, if your purpose is learning, the pseudocode in the Wikipedia entry on the bisection method is a good guide to doing your own implementation in Python, as suggested by a commenter on the the earlier question.