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Solution of Non-Linear Equations
Solution of Non-Linear Equations
Solution of
Non-Linear
Equations
Introduction
Bisection Method
Regula-Falsi Method
Method of iteration
Newton - Raphson Method
Secant Method
Muller’s Method
Graeffe’s Root Squaring
Method
Secant
Method
We choose x0, x1 close to the root
‘a’ of f (x) =0 such that f (x0) f(x1)
As a next approximation x2 is
obtained as the point of
intersection of y = 0 and the chord
passing through the points
(x0, f(x0 )), (x1 f(x1 )).
f ( x1 ) f ( x0 )
y f ( x0 ) ( x x0 ),
x1 x0
Putting y = 0 we get
x0 f ( x1 ) x1 f ( x0 )
x2 x
f ( x1 ) f ( x0 )
Generally
xn 1 f ( xn ) xn f ( xn 1 )
xn 1 , n 12,3
f ( xn ) f ( xn 1 )
This sequence converges to the
root ‘b’ of f (x) = 0 i.e. f( b ) = 0.
Convergence of
Secant Method
Here the sequence is generated by the rule
xn 1 f ( xn ) xn f ( xn 1 )
xn 1
f ( xn ) f ( xn 1 )
starting with x0 and x1 as
{x0 , x1 }
It will converge to ‘a’ ,that is f ( a ) = 0
The Secant method
converges faster
than linear and
slower than
Newton’s quadratic.
Example
Do three iterations of secant
method to find the root of
f ( x) x 3x 1 0,
3
taking
x0 1, x1 0.5
n 1,
f ( x0 ) f (1) 1,
f ( x1 ) f (0.5) 0.375
x0 f ( x1 ) x1 f ( x0 )
x2
f ( x1 ) f ( x0 )
(1)(0.375) (0.5)(1)
0.2
0.375 (1)
n 2,
f ( x2 ) f (0.2) 0.408
x1 f ( x2 ) x2 f ( x1 )
x3
f ( x2 ) f ( x1 )
(0.5)(0.408) 0.2(0.375)
0.3563
0.408 (0.375)
n 3,
f ( x3 ) f (0.3563) 0.02367
x2 f ( x3 ) x3 f ( x2 )
x4
f ( x3 ) f ( x2 )
(0.2) f (0.3563) 0.3563 f (0.2)
f (0.3563) f (0.2)
(0.2)(0.02367) (0.3563)(0.408)
0.3477
0.02367 0.408
x5 0.3473, f ( x5 ) 0.0000096
and x5 x4 0.0004.
Though X5 is not the true
root, yet this is good
approximation to the root
and convergence is faster
than bisection.
Comparison:
In secant method, we do not
check whether the root lies in
between two successive
approximates Xn-1, and Xn.
This checking was imposed after
each iteration, in Regula –Falsi
method.
Muller’s
Method
In Muller’s method, f (x) = 0 is
approximated by a second
degree polynomial; that is by a
quadratic equation that fits
through three points in the
vicinity of a root. The roots of
this quadratic equation are
then approximated to the roots
of the equation f (x) = 0.
This method is iterative in
nature and does not
require the evaluation of
derivatives as in Newton-
Raphson method. This
method can also be used to
determine both real and
complex roots of f (x) = 0.
Suppose, xi 2 , xi 1 , xi
be any three distinct
approximations to a root
of f (x) = 0.
f ( xi 2 ) fi 2 , f ( xi 1 ) fi 1
f ( xi ) fi .
Noting that any three distinct
points in the (x, y)-plane
uniquely, determine a
polynomial of second degree.
A general polynomial of
second degree is given by
f ( x) ax bx c
2
Suppose, it passes through the points
( xi 2 , fi 2 ), ( xi 1 , fi 1 ), ( xi , fi )
ax bxi c f i
i
2
Fig: Quadratic polynomial.
Eliminating a, b, c, we obtain
2
x x 1 f
2
xi 2 xi 2 1 fi 2
2
0
xi 1 xi 1 1 f i 1
2
xi xi 1 fi
which can be written as
( x xi 1 )( x xi )
f fi 2
( xi 2 xi 1 )
( x xi 2 )( x xi )
fi 1
( xi 1 xi 2 )( xi 1 xi )
( x xi 2 )( x xi 1 )
fi
( xi xi 2 )( xi xi 1 )
That was a second degree
polynomial.
Now, introducing the notation
h x xi ,
hi xi xi 1 ,
hi 1 xi 1 xi 2
The above equation can be written as
The above equation can be written as
( h hi )h
f fi 2
hi 1 ( hi 1 hi )
( h hi hi 1 )h
f i 1
( hi 1 )( hi )
(h hi hi 1 )(h hi )
fi
( hi hi 1 )hi
We further define
h x xi
hi xi xi 1
hi
i
hi 1
i 1 i
With these substitution we
get a simplified Equation as
1
f [ ( 1) f i 2
2
i i
( 1 )i i fi 1
i
1
( 1 )i fi ]
i
1
Or
f ( fi 2 fi 1i i fi i )
2
i
2
i
1
[ f i 2 f
i
2
i 1 i
2
fi (i i )] i
1
fi
To compute ,set f = 0, we obtain
i ( fi 2i fi 1 i fi ) gi i fi 0
2
where
gi f i 2 i f i 1 i f i (i i )
2 2
2 f i i
gi [ gi 4 f i i i ( f i 2 i f i 1 i f i )]
2 1/ 2
xi 1 xi hi
Example
Find the root of the
equation x – x–1 = 0
3