Download as pdf or txt
Download as pdf or txt
You are on page 1of 14

Course: UMA 011 (Numerical Analysis)

Instructor: Dr. Amit Kumar,

Associate Professor,

School of Mathematics,

TIET, Patiala

Email: amitkumar@thapar.edu

Mob: 9888500451
Order of a root

If a root is repeated times then order of that root will be . A root of

order 1 is called a simple root and a root of order greater than 1 is called a

multiple root.

For example, roots of ( ) ( ) are 2, 2 and 3.

Since, 2 is repeating two times so order of 2 is two. It is a multiple root.

While, 3 is repeating one time so order of 3 is one. It is a simple root.

Method to check the order of a root

Let us consider that ( ) and its derivatives ( ) ( ) ( ),… are

defined and continuous on an interval about . We say that ( )

has a root of order if and only if ( ) ( ) ( ) …,

( ) ( )
( ) , ( ) .

Check that and are roots of the function ( )

or not, If yes then check their order.

Since, ( ) and ( )

so, and 2 are roots of ( )

Now,
( )

( )

( )

( )

Since,

( ) ( ) but ( ) . So, order of 1 is 3.

( ) . So, order of 2 is 1.

If the function ( ) has a root of order at then there exists a

continuous function ( ) so that ( ) can be expressed as ( )

( ) ( ), where ( )

Order of Convergence

Let * + be a convergent sequence and converges to .

Set and

i.e.,

and

If there exists two positive numbers and so that

| | | |

Then sequence is said to converge to with order of convergence . The


number is called the asymptotic error constant.
If the convergence of * + is called linear.

If the convergence of * + is called quadratic.

If is large, the sequence converges rapidly to .

Order of Convergence of Fix point method

Prove that if is a root of the equation ( ) and ( ) is continuously

differentiable for all near to such that ( ) . Then, the iteration

( ) linearly converges to root .

( )

( ) ( and )
( ) ( )
( ) ( )

(Since is a root of the equation ( ) so ( ) )


( ) ( )
( )

( ) ( )
( )

( ( ) )

 Prove that if is a root of the equation ( ) and ( ) is

continuously differentiable for all near to such that ( ) ,

( )
Then, the iteration ( ) quadratically converges to root .

( )

( ) ( and )
( ) ( )
( ) ( )

(Since is a root of the equation ( ) so ( ) )


( ) ( )
( )

( ) ( )
( )

( ) ( )
(Since, ( ) ( ) )

( )

Prove that if is a root of the equation ( ) and ( ) is times

continuously differentiable for all near to , for some such that

( ) ( )
( ) ( ) ( ) , ( ) . Then, the iteration

( ) converges to root with order of convergence .

( )

( ) ( and )
( ) ( ) ( ) ( )( )
( ) ( )

( )
( ) ( )

(Since is a root of the equation ( ) so ( ) )


( )
( ) ( ) ( ) ( )
( )

( ) ( )( )

( )
( ) ( ) ( ) ( )
( )
( )
( ) ( )

( ) ( )( )

( ) ( ) ( )( )
(Since, )

( )

Prove that Newton Raphson method converges linearly with the rate of

convergence . / for multiple roots. While, it converges quadratically

for simple roots.

Let be the root of the function ( ) and the order of be .

Since, order of is . So, ( ) may be written as

( ) ( ) ( ) ( )

Substituting

( ) ( ) ( )

and

( ) ( ) ( ) ( ) ( )

in Newton Raphson formula


( )
( )

( ) ( )
( ) ( ) ( ) ( )

( ) ( )
( ) , ( ) ( ) ( )-
( ) ( )
, ( ) ( ) ( )-

Comparing with fix point formula

( ), we have
( ) ( )
( )
, ( ) ( ) ( )-

, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( )-, ( ) ( ) ( ) ( )-
( )
, ( ) ( ) ( )-

( )
, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )-
, ( ) ( ) ( )-

, ( )-, ( )-
, ( )-

If then
( ) .
Hence, order of convergence is linear.

However, If then

( ) and it can be verified that ( )

Hence, order of convergence is quadratic.

Modify Newton Raphson method in such a manner that it also converges

converges quadratically for simple as well as multiple roots.

Let be the root of the function ( ) and the order of be . Then,

modified Newton Raphson formula


( )
( )
( )

will converge for simple as well as multiple roots.

Prove that modify Newton Raphson method converges quadratically for

simple as well as multiple roots.

Since, order of is . So, ( ) may be written as

( ) ( ) ( ) ( )

Substituting

( ) ( ) ( )

and
( ) ( ) ( ) ( )( ) in modified Newton Raphson
formula
( )
( )
( )

( ) ( )
( )
( ) ( ) ( ) ( )

( ) ( )
( )
( ) , ( ) ( ) ( )-

( ) ( )
( )
, ( ) ( ) ( )-

Comparing with fix point formula

( ), we have

( ) ( )
( ) ( )
, ( ) ( ) ( )-

, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( )-, ( ) ( ) ( ) ( )-
( )
, ( ) ( ) ( )-

( )
( )

, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )-
, ( ) ( ) ( )-

( )
, ( )-, ( )-
( )
, ( )-

It can be verified that ( )

Hence, order of convergence is quadratic.

The above discussed modified Newton Raphson method can be used only if

is known. If is not known then modify Newton Raphson method in

such a manner that it also converges quadratically for simple as well as

multiple roots.

It is proved that if is a simple root of ( ) then Newton Raphson’s


method
( )
( )

converges qudratically for .

So, if the function ( ) is replaced with such a function ( ) for which

the multiple root of ( ) is a simple root of the function ( ) then

Newton Raphson method


( )
( )
will converge qudratically.

Assuming
( )
( )
( )
( ) ( )
( ) ( ) ( ) ( )

( ) ( )
( ) , ( ) ( ) ( )-
( ) ( )
, ( ) ( ) ( )-

and hence,
, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( )-, ( ) ( ) ( ) ( )-
( )
, ( ) ( ) ( )-

We have,
( ) ( )
( )
, ( ) ( ) ( )-

and
, ( ) ( ) ( )-,( ) ( ) ( )-

,( ) ( )-, ( ) ( ) ( ) ( )-
( )
, ( ) ( ) ( )-
, ( )-, ( )-
, ( )-

So, is a simple root of


( )
( )
( )
.

Hence,
( )
( )
Where,
( )
( ) will converge qudratically.
( )

It is obvious that 1.5 is root of ( ) and order of 1.5 is 3. Find

the root near to 1.5 up to two decimal places using Newton Raphson

method, Modified Newton Raphson method (Based upon ) by considering


.

Newton Raphson method

( )
( )

( )
( )
( )
Modified Newton Raphson method based upon

( )
( )
( )

is repeating 3 times so

( )
( )
( )

( )
( )

( )
Modified Newton Raphson method not based upon

( )
( )
( )

( ) ( ) ( )
( )
( ) ( )

( )

( )
( )

( )

For more details and questions, please visit

https://sites.google.com/site/mathscomputation

You might also like