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MTH510 Numerical Analysis: Text: CH 5 & 6

This document summarizes numerical methods for finding the roots or zeros of nonlinear equations. It begins by introducing the problem and some basic solution methods like graphical methods, trial and error, and numerical methods. It then describes bracketing methods like bisection and false position that use an initial interval containing the root. The document also covers open methods like Newton-Raphson, Secant, and fixed point iteration that require an initial guess. It provides algorithms for each method and examples demonstrating how to apply the methods to example functions. Matlab functions for finding roots are also introduced.

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Winsle An
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108 views6 pages

MTH510 Numerical Analysis: Text: CH 5 & 6

This document summarizes numerical methods for finding the roots or zeros of nonlinear equations. It begins by introducing the problem and some basic solution methods like graphical methods, trial and error, and numerical methods. It then describes bracketing methods like bisection and false position that use an initial interval containing the root. The document also covers open methods like Newton-Raphson, Secant, and fixed point iteration that require an initial guess. It provides algorithms for each method and examples demonstrating how to apply the methods to example functions. Matlab functions for finding roots are also introduced.

Uploaded by

Winsle An
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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MTH510 Numerical Analysis

LF/S12 1
II Non-Linear Equations
Text: Ch 5 & 6
1
2.1 Introduction
Common problem in Applied Mathematics
f(x)=0
Algebraic equations
Transcendental functions
Including Trig., log, exp to function
x of polynomial order th i f
f x f y f y f
i
n
n
n
n

= + + +

0
0 1
1
1
L
0 10 ) ln(
0 5 ) cos(
2
= + +
= + +
x x
x x
2
Solution Methods
Using formula- for simple cases
(quadratic eqn.)
Graphical method-gives rough estimate
Trial & Error Tedious and Inadequate
Numerical Method
3
2.2 Graphical method
Simple method for
one variable eqn.
Limited practical value
Plot the function and
observe the crossing
points @ x= x
r ,
f(x
r
)=0
f(x)
Root
x
4
y
x
r
Ways Roots may Occur
x
l
x
l
x
u
1-root 0-root
2-root
3-root
x
u
(a)
(c)
(b)
(d)
5
(a) (b)
(c)
(d)
x x
x
x
f(x)
f(x)
f(x)
f(x)
2.3 Bracketing Method
Two methods: Bisection & False Position
Need initial guess for the bracket
Globally convergent
Parallel usage of Graph- reduces
computation
Cannot identify multiple roots
6
MTH510 Numerical Analysis
LF/S12 2
2.3.1 Bisection Method
Incremental search method/Graphical - to identify
the root location interval ;
Interval always divided in half
Method systematically move the end points closer
until we obtain a small bracket
x
u
x
l
x
r1
L. Interval U. Interval
x
r 2
x x
l r
=
1
x x
u r
=
2
f(x)
x
7
Algorithm
1 Choose lower & upper guesses (x
l
, x
u
) such that the
function changes signs in the interval
2 Determine an estimate of the root x
r
by
3 Make evaluations
a) If f(x
l
). f(x
r
)<0, x
u
=x
r
and return to step 2
b) If f(x
l
). f(x
r
)>0, x
l
=x
r
and return to step 2
c) If f(x
l
). f(x
r
)=0, root equals x
r
, terminate the
computation
2
u l
r
x x
x
+
=
8
Error control
Relative Error
a
Termination criteria
Number of Iteration for specified error (E
ad
)
new
r
old
r
new
r
a
x
x x
=
s a

9


=
) 2 ln(
) ln( ) ln(
ad l u
E x x
Integer n
Example 2.1: Bisection method
10
7 . 4 2 . 2 4 . 0 ) (
2
+ + = x x x f
2.3.2 False Position Method
Method replaces a curve by a straight line
More efficient method than Bisection (converges faster)
There are cases where Bisection converges faster
x
l x
u
x
r
11
A
B
C
D
E
f(x
u
)-f(x
l
)
x
u
- x
l
Algorithm
1 Choose lower & upper guesses such that the function
changes signs in the interval
2 Determine an estimate of the root x
r
by
3 Compute the error
4 Set x
l
or x
u
= x
r
, which ever yields a function value with
the same sign as f(x
r
) & repeat step 2
a) If f(x
l
). f(x
r
)<0, x
u
=x
r
b) If f(x
l
). f(x
r
)>0, x
l
=x
r
and return to step 2
) ( ) (
) )( (
u l
u l u
u r
x f x f
x x x f
x x

=
s new
r
old
r
new
r
a
x
x x

=
12
MTH510 Numerical Analysis
LF/S12 3
Example 2.2 False Position method
13
7 . 4 2 . 2 4 . 0 ) (
2
+ + = x x x f
Comparison: Bisection & False Position
Bisection
False
Position
Iteration

a
14
Example 2.3: Bisection & False Position
methods
15
x x x f + = 5 ) ln( ) (
2.3 Open Method
Formula based & require 1or 2 starting values
Diverges sometimes
Converge faster than bracketing methods
Methods
Newton-Raphson method
Secant method
Simple fixed Point method
Two curve method
16
2.3.1 Newtons Method
Most widely used,
Needs one starting
guess x
0
value
Iteration formula
Convergence depends
on the function
) ( '
) (
1
i
i
i i
x f
x f
x x =
+
x
r
x
i
x
i +1
x f x
i i
, ( )
f x ( )
17 18
Method Pitfalls
x
0
x
1
x
2
f x ( )
x
0 x
1 x
2
(a) (b)
x
0
x
1
x
2
x
3
x
0 x
1
(c) (d)
MTH510 Numerical Analysis
LF/S12 4
Algorithm
1 Guess a value (x
i
) for the root & compute
f(x
i
), f(x
i
)
2 For f(x
i
)0, f(x
i
)0, compute the next
estimate from formula
3 Alert possibility of f(x
i
)=0 during comp.
4 Terminate Iteration
Criteria:
a
<
s
& | f(x
i
)|<Tol
19
Example 2.4: Newton Method
20
x x x f + = 5 ) ln( ) (
Example 2.5: Determine the lowest and highest
real roots
21
-1
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0 0.5 1 1.5 2 2.5 3 3.5
f(x)=-6.1+11x-6x
2
+x
3
f(x)
Modified Newtons Method
Formula
Suitable to determine (M) multiple roots
Condition: f(x), f (x), f (x),f
M
(x) exits
f(x
r
)=0, f (x
r
)=0,f
M
(x)0
M=1- simple root, M=2- double roots at x
r
Less efficient & requires more computational effort
( ) [ ] ) ( ' ' ) ( ) ( '
) ( ' ) (
2 1
i i i
i i
i i
x f x f x f
x f x f
x x

=
+
22
Example 2.6: Find the roots of the polynomial
23
-3
-2
-1
0
1
2
3
4
0 0.5 1 1.5 2 2.5 3 3.5 4
f(x) = x
3
-5x
2
+7x-3
f(x) = 3x
2
-10x+7
f(x) = 6x-10, f(x=1)0
24
Example 2.7
-4
-2
0
2
4
6
8
10
0 1 2 3 4
f(x)=x
4
-6x
3
+12x
2
-10x+3
-5
0
5
10
15
20
25
0 1 2 3 4
f(x)=x
5
-7x
4
+6x
3
-22x
2
+13x-3
f(x)=fx)=f(x)=f(x)=0@x=1
f
IV
0 @x=1
f(x) = 4x
3
-18x
2
+24x-10
f(x) = 12x
2
-36x +24
f(x) = 24x-36, f(x=1) 0
MTH510 Numerical Analysis
LF/S12 5
2.3.2 Secant Method
Requires 2 initial estimates
(NOT required to change
sign)
Eliminates the evaluation of
f(x)
Formula
( )
[ ] ) ( ) (
) (
1
1
1
i i
i i
i i i
x f x f
x x
x f x x

+
x
i
x
i 1
f x ( )
f x
i
( )
1
f x
i
( )
25
Algorithm
1 Choose initial estimates x
i-1
& x
i
near to one
another
2 Determine the next possible root from
formula
3 Until |f(x
i
)|<Tol & | x
i+1
- x
i
|/| x
i+1
| <
s
26
Example 2.7: Solve Example 2.4 using Secant method
27
Modified Secant Formula
Formula
Problem:
Too small can result round off error
Big , the technique can be inefficient
[ ] ) ( ) (
) (
1
i i i
i i
i i
x f x x f
x x f
x x
+
=
+

28
2.3.3 Fixed Point Method
Function itself used to formulate the iteration formula
Formulation:
Rearrange f(x)=0, so that x (independent variable) is on the
LHS
X=g(x)
G(x)- the iteration function of the original f(x),
if function can be separated
Algebraic manipulation
Add independent variable on both sides of the equation
X=f(x)+x=g(x)
Iteration formula x
i+1
=g(x
i
)
Check for convergence of g(x): Condition |g(x)|<1
29
Algorithm
1. Guess initial value for the solution
2. Evaluate the new estimate
x
i+1
=g(x
i
)
1. Evaluate the error
a
If
a<

s
Terminate iteration
Else repeat step 2
30
MTH510 Numerical Analysis
LF/S12 6
Using Matlab function
General NL function f(x)
>> [x,feval]=fzero(function, X0)
fzero- matlab function (uses a combination of the methods)
X0- interval [xl xf] / nearest to the point x0
Polynomial (p=[ an a0])
>>roots(p)
31 32
Example 2.8 Find the roots of function in
Example 2.2, 2.4
Polynomial f= a
n
x^n +...a
0
P=[a
n
...a
0
]

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