CH 06

Chapter 6
~Roots of Equations ~
Open Methods
“These notes are only to be used in class presentations”

1
Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Open Methods
•Bracketing methods depend on knowing the interval in

which the root resides
•What if you don’t know the upper and lower bound
on the root?
• Open methods
– Use a single starting value or two starting values that do
not need to bracket the root.
– May not converge on root but when converge, they
converge faster than braketing methods.
2
Bracketing methods
(a) In the bisection method the
root is constrained within
the interval [ xl, xu ]
Open methods
(b) and (c) A formula is used

to project from xi to xi+1 in
an iterative fashion
So the method may diverge
(b) or converge (c).
3
Simple Fixed-Point Iteration
• Given an equation f(x)=0
• Convert f(x)=0 in to the form x=g(x)
f ( x)  0  x  g ( x)
If algebraic manipulation doesn’t work, just add x to both sides
f ( x)  0  x  f ( x)  x
• Let the initial guess be x0
• Then iterate
xi 1  g ( xi )
until the termination criteria is satisfied
Termination criteria
xi 1  xi
a   s OR Max.Iteration is reached
xi 1 4
Example 6.1:
Use simple fixed point iteration to locate the root of f ( x)  e  x  x
with an initial guess of x0=0. Iterate until the estimated error εa falls
below a level of εs=0.01
Iter. no xi εa
0 0
1 1
2 0.36788 1.71828
3 0.69220 0.46854
4 0.50047 0.38309
5 0.60624 0.17447
6 0.54540 0.11157
7 0.57961 0.05903
8 0.56012 0.03481
9 0.57114 0.01931
10 0.56488 0.01109
11 0.56843 0.00624
5
Convergence properties
– May not converge
– If it converges it converges linearly (the error is
roughly proportional to the error of the previous step)
– Convergence depends on the function characteristics
and starting point (initial guess).
6
Fixed point theorem
Let g(x) and g’(x) are continuous on the interval [a,b].

If g ( x) [a, b] for each x [a, b] and if g ( x)  1 for all x in
the interval [a,b] then the fixed point iterative process
xi 1  g ( xi )
will converge to the root for any initial approximation x0
belonging to the given interval.
7
8
Example 6.2:
Use fixed point iteration method to determine a solution accurate

to within 0.01 for f(x)=x3-x-1 on [1,2] with x0=1.
Iter. no xi εa
0 1
1 1.2599
2 1.3123 0.0399
3 1.3224 0.0076
Newton-Raphson Method
• Most widely used method.

• Based on Taylor series expansion:
f ( xi 1 )  f ( xi )  f ( xi )( xi 1  xi )  R1
The root is the value of x i 1 when f(x i 1 )  0
Rearrangin g,
0  f(xi )  f (xi )( xi 1  xi )
f ( xi )
xi 1  xi  Newton-Raphson formula
f ( xi )
10
Geometric interpretation of the slope in the figure
f ( xi )  0
f (xi ) 
( xi  xi 1 )
f ( xi )
xi 1  xi 
f ( xi )
11
Step 1: Choose an initial guess xi for the root

Step 2: Calculate f(xi) and f '(xi)
Step 3: Estimate the root to be
f ( xi )
xi 1  xi 
f ( xi )
Step 4: Calculate
xi 1  xi
a 
xi 1
If εa ≤ εs OR Max.Iteration is reached, terminate the computation.

If not, return to Step 2.
12
Example 6.3:
Determine the real root of f ( x)  x3  4 x 2  10

to 2 significant digits using Newton-Raphson Method with an
initial guess of x0=1.
iter. no xi f(xi) df(xi) εa

0 1 -5 11
1 1.45455 1.54020 17.98347

2 1.36890 0.06072 16.57287 0.06256
3 1.36524 0.00011 16.51351 0.00268
13
Example 6.4:
Determine the real root of f ( x)  e  x  x

using Newton-Raphson Method with an initial guess of x0=0.
Iterate until the estimated error εa falls below a level of εs=0.01
iter. no xi f(xi) df(xi) εa

0 0 1 -2
1 0.50000 0.10653 -1.60653
2 0.56631 0.00130 -1.56762 0.11709
3 0.56714 0.0000002 -1.56714 0.00147
14
Example 6.5:
x1
Determine the real root of sin( 2 x )  e
correct to 2 significant digits using Newton-Raphson Method
with an initial guess of x0=0.
iter.no xi f(xi) df(xi) εa

0 0.000000 -0.367879 1.632121
1 0.225400 -0.025203 1.339310
2 0.244217 -0.000399 1.296494 0.077053
3 0.244525 0.000000 1.295772 0.001257
15
• Newton-Raphson is an efficient method if f’(x) (the derivative)
can be evaluated analytically
• Rate of convergence is quadratic, i.e. the error is roughly
proportional to the square of the previous error
Ei+1=O(Ei2)
**Proof will be given in class
But:
• It does not always converge
• There is no convergence criterion. Convergence depends on
the nature of the function and on the accuracy of the initial
guess.
16
Diverges because f''(x)=0 in
the vicinity of the root.
Oscillates around a local

minimum or maximum.
Diverges because of near

zero slopes.
Diverges because f '(x) =0.
17
Secant Method
• Requires two initial
estimates xi and xi-1.
• However, it is not a
“bracketing method”
because f(x) is not required
to change signs between
estimates.
• The Secant Method has the
same properties as
Newton’s method.
• Convergence is not
guaranteed
18
18
Secant Method
• If derivative f’(x) can not be computed analytically then we

need to compute it numerically (backward finite divided
difference method)
RESULT: NR becomes SECANT METHOD
df f ( xi )  f ( xi 1 )
f ( xi )   substitute this into NR equation
dx xi  xi 1
xi  xi 1
xi 1  xi  f ( xi ) i  1,2,3,
f ( xi )  f ( xi 1 )
19
Secant Method
Step 1: Choose two initial guesses xi and xi-1 for the root
Step 2: Calculate f(xi) and f (xi-1)
Step 3: Estimate the root to be
xi  xi 1
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )
Step 4: Calculate
xi 1  xi
a 
xi 1
If εa ≤ εs OR Max.Iteration is reached, terminate the computation.

If not, return to Step 2.
20
Example 6.6:
Determine the real root of f ( x)  x3  4 x 2  10

using Secant Method with with initial estimates of x-1=1 and
x0=2. Iterate until the estimated error εa falls below a level of
εs=0.01 . Give your answers using 5 decimal digits with
rounding.
Iter. no xi-1 xi f(xi) εa

0 1 2 14
1 2 1.26316 -1.60227
2 1.26316 1.33883 -0.43036 0.05652
3 1.33883 1.36662 0.02291 0.02033
4 1.36662 1.36521 -0.00030 0.00103
21
Example 6.7:
Determine the real root of f ( x)  e  x  x
using Secant Method with initial estimates of x-1=0 and x0=1.
Iterate until the estimated error εa falls below a level of εs=0.01.
Give your answers using 4 decimal digits with rounding.
Iter. no xi-1 xi f(xi) εa

0 0 1 -0.6321
1 1 0.6127 -0.0708
2 0.6127 0.5638 0.0052 0.0867
3 0.5638 0.5672 -4.242e-5 0.0059
22
Secant Method vs. False-Position Method
• False-Position method always brackets the root
• False-Position will always converge
• Secant method may not converge
• Secant method usually converges much faster
The 1st iterations (a) and (b)

for two methods are identical
For the 2nd iterations (c) and

(d), the points used differ.
23
Modified Secant Method
•Instead of using two arbitrary values to estimate the derivative,
we define a small δ (perturbation fraction)
f ( xi  xi )  f ( xi )
f ( xi ) 
xi
Substitute this derivative back into the equation:
xi
xi 1  xi  f ( xi )
f ( xi  xi )  f ( xi )
How to choose δ:
•If δ is too small, then the method will involve too much round-off error.
•If δ is too large, then the method is inefficient and may diverge
24
Example 6.8:
Determine the real root of f ( x)  x 2  2 xe  x  e 2 x
using Modified Secant Method with an initial estimate of x0=0.06

and δ=0.01. Iterate until the estimated error εa falls below a level
of εs=0.1
iteration xi f(xi) εa
0 0.6 0.0026
1 0.5848 0.0008
2 0.5772 0.00025 0.0132
25
A computer program for the root-finding methods
1. A plotting routine should be included in the program.

2. At the end of the computation, the final root estimate
should always be substituted into the original function to
compute whether the result is close to zero.
3. The program should always include an upper limit on the
number of iterations to guard agains divergence.
4. The program should alert the user and take account of the
possibility that f' (x) might equal zero at any time during
the computation. (division by zero)
26
Multiple Roots
Function is tangent to the x-axis at the

double root.
f ( x )  ( x  3)( x  1)2
Function is tangent to the x-axis at the

triple root bu that for this case the axis is
crossed.
f ( x)  ( x  3)( x  1)3
27
1. Bracketing methods don’t work for the multiple roots.
2. Both f(x) & f´(x) goes to 0 at the root
3. Newton-Raphson and Secant Methods are linearly convergent for multiple
roots ( Ralston and Rabinowitz, 1978)
One way to ensure quadratic convergence is to define a function, which has

roots at all the same locations as the original function.
u( xi )
u( x ) 
f ( x) xi 1  xi 
f ( x ) u( xi )
Substitute this back into NR equation Alternative form for secant method;
f ( xi ) f ( xi ) u ( xi )( xi 1  xi )
xi 1  xi  xi 1  xi 
 f ( xi )2  f ( xi ) f ( xi ) u( xi 1 )  u ( xi )
 These equations are preferable for multiple roots but less efficient for single root
28
Example 6.9: Use both the standard and modified Newton-Raphson
methods to evaluate the multiple root of
f ( x )  ( x  3)( x  1)( x  1)
with an initial guess of x0=0. Iterate until the estimated error εa

falls below a level of εs=0.01 .
29
The results for multiple roots
Modified Newton-Raphson method
iteration xi f(xi) df(xi) εa

0 0 -3 7
1 1.10526 -0.02099 -0.38781

2 1.00308 -0.00002 -0.01230 0.10187
3 1.00000 -1.13e-11 -0.00001 0.00308
Standard Newton-Raphson method

1 0 -3 7
2 0.42857 -0.83965 3.26531

3 0.68571 -0.22859 1.55347 0.17668
4 0.83287 -0.06054 0.75234 0.08810
5 0.91333 -0.01567 0.36922 0.04442
6 0.95578 -0.00400 0.18273 0.02237
7 0.97766 -0.00101 0.09088 0.01124
8 0.98877 -0.00025 0.04531 0.00563
30
Solve for the same function at x0=4 with both methods
The results for single root
Modified Newton-Raphson method
0 4 9 15
1 2.63636 -0.97370 1.48760

2 2.82022 -0.59563 2.65876 0.06519
3 2.96173 -0.14728 3.69822 0.04778
4 2.9985 -0.0061 3.98784 0.01226
5 3.00000 -0.00001 3.99998 0.00051
Standard Newton-Raphson method

1 4 9 15
2 3.40000 2.30400 7.68000

3 3.10000 0.44100 4.83000 0.03035
4 3.00870 0.03509 4.06979 0.00287
31

CH 06

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

CH 06

Uploaded by

Copyright:

Available Formats

Chapter 6

“These notes are only to be used in class presentations”

•Bracketing methods depend on knowing the interval in

(b) and (c) A formula is used

Let g(x) and g’(x) are continuous on the interval [a,b].

Use fixed point iteration method to determine a solution accurate

• Most widely used method.

Geometric interpretation of the slope in the figure

Step 1: Choose an initial guess xi for the root

If εa ≤ εs OR Max.Iteration is reached, terminate the computation.

Determine the real root of f ( x)  x3  4 x 2  10

iter. no xi f(xi) df(xi) εa

1 1.45455 1.54020 17.98347

Determine the real root of f ( x)  e  x  x

iter. no xi f(xi) df(xi) εa

iter.no xi f(xi) df(xi) εa

Oscillates around a local

Diverges because of near

Diverges because f '(x) =0.

• If derivative f’(x) can not be computed analytically then we

RESULT: NR becomes SECANT METHOD

If εa ≤ εs OR Max.Iteration is reached, terminate the computation.

Determine the real root of f ( x)  x3  4 x 2  10

Iter. no xi-1 xi f(xi) εa

Iter. no xi-1 xi f(xi) εa

The 1st iterations (a) and (b)

For the 2nd iterations (c) and

Determine the real root of f ( x)  x 2  2 xe  x  e 2 x

using Modified Secant Method with an initial estimate of x0=0.06

1. A plotting routine should be included in the program.

Function is tangent to the x-axis at the

Function is tangent to the x-axis at the

One way to ensure quadratic convergence is to define a function, which has

with an initial guess of x0=0. Iterate until the estimated error εa

iteration xi f(xi) df(xi) εa

1 1.10526 -0.02099 -0.38781

Standard Newton-Raphson method

2 0.42857 -0.83965 3.26531

1 2.63636 -0.97370 1.48760

Standard Newton-Raphson method

2 3.40000 2.30400 7.68000

You might also like