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Bisection convergence and error bound

Statement

Let ff be continuous on [a,b][a,b] with f(a)f(b)<0f(a)f(b)<0. Then the bisection method produces midpoints xn=an+bn2x_n=\dfrac{a_n+b_n}{2} with xn→rx_n \to r for some root rr in [a,b][a,b], and the error after nn steps satisfies ∣xn−r∣≤b−a2n+1|x_n - r| \le \dfrac{b-a}{2^{n+1}}.

Why is it true?

Every step traps the root inside a shrinking box, and a box that shrinks to a point with a root always inside it must shrink onto the root itself.

Proof sketch

Step 1 (the invariant). Set a0=aa_0=a, b0=bb_0=b. At step nn, we maintain the invariant that f(an)f(bn)<0f(a_n)f(b_n)<0, i.e. the root is trapped somewhere in [an,bn][a_n,b_n]. This holds initially by hypothesis. Given [an,bn][a_n,b_n], compute the midpoint xn=an+bn2x_n=\dfrac{a_n+b_n}{2} and evaluate f(xn)f(x_n): if it has the opposite sign to f(an)f(a_n) set an+1=an, bn+1=xna_{n+1}=a_n,\ b_{n+1}=x_n, otherwise set an+1=xn, bn+1=bna_{n+1}=x_n,\ b_{n+1}=b_n (if f(xn)=0f(x_n)=0 exactly, xnx_n is the root and the process stops). Either way f(an+1)f(bn+1)<0f(a_{n+1})f(b_{n+1})<0 again, so the invariant is preserved by induction.

Step 2 (shrinking width). By construction each new interval is exactly half the previous one, so bn−an=b−a2nb_n-a_n = \dfrac{b-a}{2^n} for every n≥0n \ge 0. Since the root rr lies in [an,bn][a_n,b_n] at every step (by Step 1), and the midpoint xnx_n also lies in [an,bn][a_n,b_n], both are within the same interval of width b−a2n\dfrac{b-a}{2^n} of each other, so ∣xn−r∣≤b−a2n|x_n - r| \le \dfrac{b-a}{2^n} already holds; a slightly sharper count (measuring from the midpoint to either endpoint) gives the stated bound ∣xn−r∣≤b−a2n+1|x_n - r| \le \dfrac{b-a}{2^{n+1}}.

Step 3 (convergence). Since b−a2n+1→0\dfrac{b-a}{2^{n+1}} \to 0 as n→∞n\to\infty, the squeeze from Step 2 forces xn→rx_n \to r. No continuity of ff beyond the initial sign condition is even needed for this part — only for guaranteeing a root existed inside [a,b][a,b] to begin with, which is the Intermediate Value Theorem applied at step 0.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.