VerifiedEvidence: highv1.0.0

Bisection Method

A numerical root-finding method that repeatedly halves an interval known to contain a root until the required level of accuracy is achieved.

Last reviewedDarrin Baines IP Ltd

Concept Architecture

Concept


Theoretically, the Bisection Method is a numerical root-finding algorithm that locates a solution to a continuous function by repeatedly halving an interval known to contain a root. It is founded on the Intermediate Value Theorem, which guarantees that if a continuous function changes sign over an interval, then at least one root exists within that interval. The Bisection Method is one of the most robust numerical algorithms because convergence is guaranteed whenever the initial conditions are satisfied.

Mathematically, the Bisection Method evaluates the function at the midpoint of the current interval and replaces the interval endpoint having the same sign as the midpoint value. Repeated subdivision reduces the interval width by one-half at each iteration until the desired numerical tolerance is achieved. Although convergence is slower than some alternative root-finding methods, the algorithm is highly stable and insensitive to the initial interval.

In practice, the Bisection Method is widely applied in health economics to solve non-linear equations arising in cost-effectiveness models, pharmacokinetic analyses, optimisation procedures and calibration of decision models. It provides reliable numerical solutions when analytical methods are unavailable and serves as a benchmark against which faster root-finding algorithms are often compared.

Purpose


Used to determine numerical solutions of non-linear equations, provide guaranteed root convergence, support model calibration and enable numerical optimisation in health economic modelling.

Mathematical Formulae

Primary Formula

Midpoint

c = (a + b) � 2

where:

  • a = lower interval bound
  • b = upper interval bound

If

f(a) ? f(c) < 0

then

b = c

otherwise

a = c

Supporting Formulae

Stopping Criterion

|b ? a| < �

or

|f(c)| < �

where:

  • � = numerical tolerance

Convergence Rate

Interval Width after n Iterations

(b ? a) � 2�

Related Mathematical Methods

  • Root-finding algorithms
  • Newton?Raphson method
  • Secant method
  • Fixed-point iteration
  • Numerical optimisation
  • Intermediate Value Theorem

Example

Suppose the equation

f(x) = x� ? 4

is solved over the interval

[1, 3]

First midpoint

c = (1 + 3) � 2

= 2

Since

f(2) = 0

the algorithm immediately identifies the root.

The Bisection Method therefore finds the exact solution

x = 2

after a single iteration.


Excel Implementation

FunctionExample FormulaHealth Economics Application
Formula=(A2+B2)/2Calculate the midpoint of the current interval.
IF=IF(C2*D2<0,E2,B2)Update interval endpoints according to the sign of the function.
ABS=ABS(B2-A2)Calculate the current interval width.
IF=IF(ABS(B2-A2)<1E-6,"Converged","Continue")Apply the convergence criterion.
SolverRefine numerical solutions after bracketing the root.Support calibration and optimisation in health economic models.

VBA (Optional)

Automate Bisection Method iterations, monitor convergence criteria, solve non-linear equations and generate numerical solutions for calibration and optimisation of health economic models.


Sources

  • Burden RL, Faires JD. Numerical Analysis.
  • Atkinson KE. An Introduction to Numerical Analysis.
  • Press WH, Teukolsky SA, Vetterling WT, Flannery BP. Numerical Recipes: The Art of Scientific Computing.
  • Stoer J, Bulirsch R. Introduction to Numerical Analysis.
  • Quarteroni A, Sacco R, Saleri F. Numerical Mathematics.
  • Briggs A, Claxton K, Sculpher M. Decision Modelling for Health Economic Evaluation.

Library

Publications

1
  • Book

    Numerical Analysis of Parameterized Nonlinear Equations — Werner C. Rheinboldt, 1st Edition ed., 1986 (John Wiley & Sons)

    A specialist numerical-analysis reference on iterative solution, continuation and computation for parameterized nonlinear systems, linked here to the ontology's numerical-method and optimization branch.

Frequently Asked Questions (6)

  • What is the bisection method?

    A numerical root-finding method that repeatedly halves an interval known to contain a root until the required level of accuracy is achieved.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

  • How does the bisection method find a root?

    The bisection method finds a root by repeatedly halving an interval known to contain the root until the required level of accuracy is achieved. At each step it examines the midpoint, determines which half still brackets the root, and keeps that half, discarding the other. This repeated halving narrows the interval steadily around the root, which is how the bisection method converges on the solution Its guaranteed convergence on a bracketed root makes the bisection method a dependable fallback, even though methods that use gradient information can reach the same accuracy in fewer steps.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

  • What condition must hold for the bisection method to begin?

    For the bisection method to begin, the starting interval must be known to contain a root, since the method works by repeatedly halving that interval until the required accuracy is reached. This bracketing condition is usually established by finding two points at which the function takes opposite signs. Without an interval known to contain a root, the bisection method would have no guarantee that halving is narrowing towards a solution Its guaranteed convergence on a bracketed root makes the bisection method a dependable fallback, even though methods that use gradient information can reach the same accuracy in fewer steps.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

  • What determines when the bisection method stops?

    The bisection method stops when the required level of accuracy is achieved, that is, when the interval known to contain the root has been halved enough times to locate it within the desired tolerance. Because each step halves the interval, the remaining uncertainty shrinks predictably, so the number of steps needed to reach a given accuracy can be anticipated. Reaching that accuracy is the stopping condition for the bisection method Its guaranteed convergence on a bracketed root makes the bisection method a dependable fallback, even though methods that use gradient information can reach the same accuracy in fewer steps.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

  • What is a strength of the bisection method?

    A strength of the bisection method is its reliability, because it repeatedly halves an interval known to contain a root and so is guaranteed to converge as long as the root remains bracketed. This dependable narrowing does not rely on derivatives or on a good starting guess beyond the initial bracket. The trade-off is that the bisection method converges steadily but comparatively slowly, halving the interval once per step Its guaranteed convergence on a bracketed root makes the bisection method a dependable fallback, even though methods that use gradient information can reach the same accuracy in fewer steps.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

  • How does the bisection method relate to the secant method?

    The bisection method is a root-finding method that halves a bracketing interval until the required accuracy is reached, while the secant method is a root-finding method that approximates the derivative using two previous estimates to locate a root. The bisection method is slower but guaranteed to converge when the root is bracketed, whereas the secant method can converge faster without a bracket. The two are connected as contrasting approaches to finding a root Its guaranteed convergence on a bracketed root makes the bisection method a dependable fallback, even though methods that use gradient information can reach the same accuracy in fewer steps.

    Source: NIST Digital Library of Mathematical Functions. Chapter 3: Numerical Methods.

Trust Record

Verified by Dr Darrin Baines

British health economist

Professional identity: darrinbaines.org

Verification date: 20 Mar 2026

Content version: 1.0.0

Canonical Identity

Term code
CS-NA-RF-001

Stable URI · Machine-readable · Resolvable · CC BY 4.0