feat: add Secant Method (#1255)

* feat: add secant method

* Apply suggestions from code review

Co-authored-by: Sharon "Cass" Cassidy <[email protected]>

* fixed indentation

* added more tests

* better clarification for the tolerance parameter

* removed redundant comments

* chore: apply suggestions from code review

---------

Co-authored-by: Sharon "Cass" Cassidy <[email protected]>
Co-authored-by: scpires <[email protected]>
Co-authored-by: David Leal <[email protected]>

Author: 4 people

numerical_methods/secant_method.c

@@ -0,0 +1,80 @@
+/**
+ * @file
+ * @brief [Secant Method](https://en.wikipedia.org/wiki/Secant_method) implementation. Find a
+ * continuous function's root by using a succession of roots of secant lines to
+ * approximate it, starting from the given points' secant line.
+ * @author [Samuel Pires](https://github.com/disnoca)
+ */
+
+#include <assert.h>  /// for assert
+#include <math.h>    /// for fabs
+#include <stdio.h>   /// for io operations
+
+#define TOLERANCE 0.0001  // root approximation result tolerance
+#define NMAX 100          // maximum number of iterations
+
+/**
+ * @brief Continuous function for which we want to find the root
+ * @param x Real input variable
+ * @returns The evaluation result of the function using the input value
+ */
+double func(double x)
+{
+    return x * x - 3.;  // x^2 = 3 - solution is sqrt(3)
+}
+
+/**
+ * @brief Root-finding method for a continuous function given two points
+ * @param x0 One of the starting secant points
+ * @param x1 One of the starting secant points
+ * @param tolerance Determines how accurate the returned value is. The returned
+ * value will be within `tolerance` of the actual root
+ * @returns `root of the function` if secant method succeed within the
+ * maximum number of iterations
+ * @returns `-1` if secant method fails
+ */
+double secant_method(double x0, double x1, double tolerance)
+{
+    int n = 1;  // step counter
+
+    while (n++ < NMAX)
+    {
+        // calculate secant line root
+        double x2 = x1 - func(x1) * (x1 - x0) / (func(x1) - func(x0));
+
+        // update values
+        x0 = x1;
+        x1 = x2;
+
+        // return value if it meets tolerance
+        if (fabs(x1 - x0) < tolerance)
+            return x2;
+    }
+
+    return -1;  // method failed (maximum number of steps exceeded)
+}
+
+/**
+ * @brief Self-test implementations
+ * @returns void
+ */
+static void test()
+{
+    // compares root values found by the secant method within the tolerance
+    assert(secant_method(0.2, 0.5, TOLERANCE) - sqrt(3) < TOLERANCE);
+    assert(fabs(secant_method(-2, -5, TOLERANCE)) - sqrt(3) < TOLERANCE);
+    assert(secant_method(-3, 2, TOLERANCE) - sqrt(3) < TOLERANCE);
+    assert(fabs(secant_method(1, -1.5, TOLERANCE)) - sqrt(3) < TOLERANCE);
+
+    printf("All tests have successfully passed!\n");
+}
+
+/**
+ * @brief Main function
+ * @returns 0 on exit
+ */
+int main()
+{
+    test();  // run self-test implementations
+    return 0;
+}