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STR 613: Advanced STR 613: Advanced Numerical Analysis Numerical Analysis
STR 613: Advanced STR 613: Advanced Numerical Analysis Numerical Analysis
k u
P
(k 0 + k N )u = P
k = k0 + kN
k N = f (u)
k0 constant Given P find u.
kN function of u Assume f(u) is a known function.
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Nonlinear Equations Nonlinear Equations
Simple linkage problem
Simple linkage problem
Given
Find phi
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Bisection Method
Bisection Method
Bisection Algorithms
Convergence of Bisection
while (b-a)>tol fa = f(a);
m = (a+b)/2; while (b-a)>
Method
if f(a)*f(m)<=0 tol + eps*max(|a|,|b|) ba
b = m; m = (a + b)/2;
ek = x k r Zero
else
a = m;
fm = f(m);
if fa*fm<=0
2 k +1
end; b = m; ek+1 < c ek
end; else
a = m; fa = fm; ek : error in kth iteration Linear convergence
r = (a + b)/2; One bit per iteration
end; r: root Slow but sure
While loop? end; C: constant
No. of function evaluations?
r = (a + b)/2;
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Pitfalls