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Tricks of the Trade
Explicit Roots of Transcendental EquationsCauchy's integral theorem [mathworld.wolfram.com/CauchyIntegralTheorem.html] states that if
for any closed contour
where the contour For example, consider computing the roots of
To determine the first root, we use equation (2), integrating around an arbitrary contour enclosing just this root.
We verify that this value is correct to machine precision.
Alternatively, evaluating both integrals around the same circular contour
equation (2) becomes
where To determine the second zero of
We use equation (3) to determine
This is an excellent approximation to the second root.
The
so equation (3) reduces to
involving a simple ratio of Fourier coefficients. To determine the third zero of
We use equation (4) to determine
Then we check that this value is a good approximation to the third root.
Increasing the number of sample points improves the accuracy of roots computed via Fourier.
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