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Gutzler Charles H1959
Gutzler Charles H1959
by
A THESIS
submitted to
in partial fuiriliment of
the requirements for the
decree of
MASTER OF SCIENCE
June 1959
APPROVED:
In Charge of Major
Chapter Pase
II CONVERGENCE
IV SIMULTANEOUS EQUATIONS 17
V NUMERICAL EXAMPLES 26
BmLICaRAPIrY 35
APPENDIX 36
AN ITERATIVE METHOD OF WEGSTEIN FOR SOLVING
SIMULTANEOUS NONLINEAR EQUATIONS
CHAPTER I
INTRODUCIION
equation
(1.1) F(x) = O.
(1,2) x = f(x) = x +
algorithm
(1,4) x1 =
(1,5) = + (Xk
from which
(1.6) q Xk +
where q =
BA
Since =
then q =
PC 4 CA
and==-a or q= , a1,
3
y=x
Figure i
where a is a va Lue of f'(x) between A and P.
f (xx) - f(xk_1)
Let a k = a.
- Xkl
It appears best to use corrected values as soon as they
are calculated. Therefore in final f orin the method of
/estoin can be expressed as the two equations
(1.7)
(1,8) = + (l_k)xk+1,
ak -
where = and ak =
aki - Xk.l
X1
= and x2 using only (1.7). x2 and succeeding values
are found using both (1,7) and the correction (1,8),
In general Wegetein's method accelerates convergence
in those cases when the simple iteration (1.3) converses
and induces convergence in many cases when the simple
iteration diverges, The advantages of the method are:
a) A derivative is not used, hence only one
functional value need be calculated each iteration,
(o) The condition that If' (x) J < i near the root
is not required,
CHAPTER II
CONVERGEN CE
x f(x)_xkf(x
x -
+ k -
where for simplicity of notatIon, bars on a].l x's are
(2, p. 291-292),
6
Then
f(xk.l) -
(2.4)
(xk+1..xkl)(xk+1_xk)
From (2.2)
(2,5)
f(xkl)[xk_xkl] + f(xk)_f(xkl))[xk#1_xk1)
-
Hence
fH
(11l)
(2.7) where
'k 2 '
r"
(2,8) f(xk+1) Xk+l + (xk+l_xl)(xk+l_xk).
2
where
2
between x1 and a
f' (i,)
(2 10) Xk+l 2 (xkfl_ Xk (Xk+1_ Xk) =a+ (Xk+1* a) f' 2
(2.11) x1 - cL =
2[f' 21]
Lot M = max Ir" (x) J
in J and m = min ¡f' (x)-1 ¡
in J.
Thon
ly
2
Xk_ cL )
(2,14) f(xk) = f(a) (Xka) t'(a) + -(
and
(Xk 1a)2
(2,15) f(xkl) = f(a) + (xkl_cL)f'(a) + ftt(a).
2
get
(2,20) p=1+ or
(2,21) p2 - p - 1 = o.
Hence
(2.22) - 1.6,
= 2
method.
CHAPTER III
a root;
x a Xk Xkl a Xk Xk+l Xk Q. Q. X
k+ i
Figure 2
li
2(a-xk+l
)-30.5. As f'(x)--+O, (a_xk+l)_-O, hence
a -
f' Cx) -t -00, (xx- a) -*0, hence q = 1 There-
equations,
(3.1)
a- i -
Xk+lTXk_Tf(Xk)S
From thiß we obtain
- fc;)
(3.2) Xk+1Xk4 a-1
If we define b as
- a)
(3,3) b = whore a) = a,
Xk -
then
+ f
-X + ---=x- +
k)
f(xk) - a - Xk +
or
-
(3.4) cL=xk+ b-1
3ubtraetin (3,4) froN (3,2) we et
- a =
b- a
- (a-1)(b-I) '
(a) a or CL
< < , then
< <
tive sign if f'(x)-1 and f"(x) are of like sign, but two
of different sign.
form
(3.7)
f() -
k-1
Xk _ Xk_l
obtain
F(x
xl l-xl -
k
which is the Newton-Raphson equation.
Main if we let
(1.8) becomes
2 )2
k-lk+1 k (
k -
(3.10) Xk+l -XkI
This Is the equation for Aitken's 2
process, it con-
verses somewhat more slowly in general than Westein's
where the bars have been omitted, and use the substitution
X F(x)x F(x )
( 3.12) x1 , = -
\ ( '
n.+J. L
Xk _ &
'k-1 '
CJiAPTifI. IV
F(x (1) , .
(2)
X. s , ..., 0.
(1)
Xk+1Q Xk.P (1q
q(2)
X1:
-
_
(2)
Xk+ (1_q(2))f(2)(x,x(2)
k
01X (n)
k
(4.3)
. I O
X
(n)
k+i.
qx+ (_q(fl))f(fl)( (1)
k
X
(2)
k
1 (n)
k
where
(i)
f(i)( a2, a1) + (X(kLal)
(4.4)
ai(i) (fl)
+ (x_a2) + ... a)
- ax (n1
1'
a2, .., aa). If we substitute the expansions (4.4),
(i)]
- (x( (_q(l))
1)]
[(_q1 a
+ (x_a2) x(2)j
a(1)l
+ (xsa) [(_q(1))
(nil
ax J
. . .
xj - (x-a) [(1_q)
J
+ (X( _a2)[(1_)
ax(2uj
+ (x_a)[ + (1-q)
axi
where the i term of the 1th equation contains the factor
[q(i)
+ (1-q)
ax(i)j=
O
If we lot and be the vectoïs
20
(1)
- Xkl -
(2)
- -
(4,6) z =
k
''I
(n)
- Xk+l - Un
(l)
C)
(1-q1) ,, (1-q1) af
(nJ
ax2 òx
ar(2) ar(2)
1_q(2)) (1_q(2))
(4.7)
. . .
(n)
]_q(fl)) ar (]_q(fl))
o I.
e have
(4.8)
= = Zk1 = s.. = M1z0,
(l)
À (q-l)
f(2) ar(2)
(2) (q(2)_)
(q -) rl n)
(4.9) =0.
s..
(fl)
(n)
(q -) r]:
s..
Z0 = U1 Z1 + u2 (2) + u
Mz0 = u1 + ... + u
Mz0 = u1 Àz + Xz(2) + .. + un
2
= U1 A2z) U2 x2z(2) + + u
. . .
= u1 + U2 xkz() + .. + u AkZ(n)
(x - A9 4 d
...
(2) (2) k
- a2 =
4 A A + .. + A
n
À
(4.10)
. . .
(n)_ A()
=
4 +
4 + ...
A
-
-'-
k
(4.11)
=
f(x, ..., (1)
-f()(x1, ii,
(1)
x)
X
k - Xkl
The four values used to calculate a are already
available so that no new functional values need be
calculated, In practice this method has been used with
some success with the IBM 704 computer. However the
approximation (4.11) can be quite inaccurate and ray lead
to failure,
A second method which seems to provide a better
usually be avoided.
CHAPTER V
(5.1) - 2x2 5x + 6 = o
2
k Aitken's Regula Falsi Newton's ogstein's
TABLE 1
27
(5.3) 5x + 3 = O.
TABLE 2 TABLE 3
Example 2 and Example 3 both demonstrate a poor charac-
equat ion
(5.4) - 2x2 + X - 2 = O
X0 :
rerO attempted. However 1Iesteints method con-
= f(x,y)
(5.5)
y = (x,y) ,
f-. (1- q
(1) - -
I
Xk+l = q 'Xk (1 - ) f(xk,
(5.6)
q(2)' qt:2))
(1 -
t)"k+l = k'
q(]) q(2)
where and
f:I
29
A (q-l)f
(5.7) = o
(2 )
(q 1)
f
(5.8) A =
(f_l)(_1)
(5.9) I
________ 1<1.
I
(r_1)(_1)
two hyperbolas
(5.10) xy-x-l=O
(5.11) xy - y - 2 = O,
(5,12) r(x,y) = x = xy - i
(5,13) g(x,y) = y = xy - 2,
fxY, fy=X
For the point (-0.4, -1,4) the criterion (5,9) is
(2.4,1,4)
Figure 3
31
q(2)
= 0.33 instead of calculating the difference quotients,
I (2,4) (1.4) t
satisfied.
(5,16) f(x,y) = x = xy + x - y - 2
(5,17) g(x,y) = y = xy + y - x - 1,
fx =
y+l, f3 = x-1, = y-1, g = x.,]..
(l4) (0,4? t
(2)
g-1 =
14.
2 2
(5,18) + = i
(5,19) - = 1
Figure 4
33
(5.21) g(x,y)
32 + y + - 3
of lo6 in 13 iterations1
BIBLIOGRAPHY
method, To use:
(3) f() le
in B.
Enter
Ex t
i.
ALWAC III-E CODE FOIl WEGSTEIN'3 AIITUrIETIC SUBIlOLTTINE
st ore n
o )k
,
11-.j [Ca1cu1ate Arithiriet ic
b-
I
I
[+i )j ¡f(3E(i))_.:.
esi11 store
stoPD
________________
IOu.tput ______ISet
subroutine If1 I
non-zero >ì