Professional Documents
Culture Documents
Numerical Method Assignment (Ratnadeep Roy)
Numerical Method Assignment (Ratnadeep Roy)
The convergce process in the bisection method is very slow. It depends only on the choice of end points of the interval [a,b].
The function f(x) does not have any role in finding the point c (which is just the mid-point of a and b). It is used only to decide
the next smaller interval [a,c] or [c,b]. A better approximation to c can be obtained by taking the straight line L joining the
points (a,f(a)) and (b,f(b)) intersecting the x-axis. To obtain the value of c we can equate the two expressions of the slope m of
the line L.
f(b) ∗ (b−a)
c=b-
f(b) − f(a)
. Now the next smaller interval which brackets the root can be obtained
by checking
f(a) * f(b) < 0 then b = c
> 0 then a = c
= 0 then c is the root.
Selecting c by the above expression is called Regula-Falsi method or
False position method
Newton Raphson Method:-
Let f(x)=0 be the given equation and x be an approximate root of the equation f()=0 . If x=x+h
be the exact root then f()=0 that is f()=0
Expanding f() by Taylor series,
ℎ2
f(x1)=f(x0+h)=f(x0)+hf’(x1)+ 𝑓′′(x0) + ⋯=0
2!
Since h is small , neglecting h2 and higher power of h,
f(x0)+hf’(x0)=0
𝑓(x0)
h= -
𝑓′(x0)
𝑓(x0)
x= x + h =x -
𝑓(x0)
Similarly, starting with x1, a still better approximation x2 is obtained.
𝑓(x1)
x2 = x1 -
𝑓′(x1)
𝑓(x )
xn+1=xn - n
𝑓′(xn)
This equation is known as Newton Raphson formula.
Secant method:-
Although the Newton-Raphson method is very powerfull to solve non-linear equations, evaluating of the function derivative is the major difficulty of this
method. To overcome this deficiency, the secant method starts the iteration by employing two starting points and approximates the function derivative by
evaluating of the slope of the line passing through these points. The secant method has been shown in Fig. 1. As it is illustrated in Fig. 1, the new guess of the
root of the function f(x) can be found as follows:
Newton Raphson Method for Multivariable:-
The above method can be generalized to multi-variate case to solve n simultaneous algebraic equations
Where a11, a22, a33 are large as compared to the other coefficients in the corresponding row and satisfy the condition
of convergence as follows:
1
x=𝑎11(b1 –a12 y- a13 z)
1
y=𝑎22(b2 –a21 y- a23 z)
1
z= (b –a31 y- a32 z)
𝑎33 3
Juass seidel Method:-
The method is applicable to the system of equations in which leading diagonal elements of the
coefficient matrix are dominant in their respective rows.Consider the system of equations:
a11x+ a12x+ a13 = b1
a21x+ a22x+ a23x= b2
a31x+ a32x+ a33x= b3
Where a11, a22, a33 are large as compared to the other coefficients in the corresponding
row and satisfy the condition of convergence as follows:
Rewriting the equations for x , y, and z respectively,
1
x= (b –a12 y- a13 z)
𝑎11 1
1
y= (b2 –a21 y- a23 z)
𝑎22
1
z= (b3 –a31 y- a32 z)
𝑎33
LU Decomposition:-
Newton’s Forward Interpolation:-
Interpolation is the technique of estimating the value of a function for any intermediate value of the
independent variable, while the process of computing the value of the function outside the given range is
called extrapolation.
Forward Differences : The differences y1 – y0, y2 – y1, y3 – y2, ……, yn – yn–1 when denoted by dy0,
dy1, dy2, ……, dyn–1 are respectively, called the first forward differences. Thus the first forward differences
are :
Newton’s Backward Interpolation:-
Backward Differences : The differences y1 – y0, y2 – y1, ……, yn – yn–1 when denoted by dy1, dy2, ……, dyn,
respectively, are called first backward difference. Thus the first backward differences are :
Newton’s divided difference:-
𝑓 𝑥𝑖 −𝑓(𝑥𝑗)
Let us assume that the function f(x) is linear then we have 𝑥𝑖−𝑥𝑗
where xi and xj are any two tabular points, is independent of xi and xj. This ratio is called the first divided difference
𝑓 𝑥𝑖 −𝑓(𝑥𝑗)
of f(x) relative to xi and xj and is denoted by f [xi, xj]. That is f[xi, xj]= 𝑥𝑖−𝑥𝑗
f(x) − f(x0)
= f[x0, x1]
(x − x0)