Solution of None Linear

Equations
Digitally signed by Dr Abdul Khaliq
DN: cn=Dr Abdul Khaliq, o, ou,
[email protected], c=US
Date: 2014.11.03 01:12:27 +05'00'

Engineering Numerical Analysis

Roots of Equations
Why?
ax 2 bx c 0

b b 2 4ac
x
2a

But

ax 5 bx
b 4 cx 3 dx
d 2 ex f 0 x ?
sin x x 0 x ?

Engineering Numerical Analysis

Nonlinear Equation
Solvers

Bracketing

Graphical

Open Methods

Newton Raphson

Bisection
False Position

Secant

All Iterative
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Bisection Method

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Basis of Bisection Method

Theorem
An equation f(x)=0, where f(x) is a real continuous function, has at
l t one roott b
least
between
t
xl and
d xu if f(
f(xl) f(x
f( u) < 0.
0
f(x)

xl
xu

Figure 1 At least one root exists between the two points if the function is
real, continuous, and changes sign.
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Basis of Bisection Method

f(x )

Figure2

x
u

Iffunction f(x)doesnotchangesignbetweentwopoints,rootsofthe
equationf(x)=0 maystillexistbetweenthetwopoints.
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Basis of Bisection Method

f(x)

f(x)

xu

x xu

Figure 3 If the function f(x) does not change sign between

two points, there may not be any roots for the
equation f(x)
f(x)=00 between the two points.
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Basis of Bisection Method

f( x )

xu

Fig re 4 If the function

Figure
f nction f(x)
f( ) changes sign bet
between
een ttwo
o points
points, mo
more
e than one
root for the equation f(x)=0 may exist between the two points.
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Algorithm for Bisection Method

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Step 1
Ch
l andx
d u astwoguessesfortherootsuchthatf(x
t
f th
t
hth tf( l)
Choosex
f(xu)<0,orinotherwords,f(x) changessignbetweenxl and
xu.ThiswasdemonstratedinFigure1.
f(x)

x
xu

Figure1
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Step
p2

Estimatetheroot,xm oftheequationf(x)=0 asthemid

pointbetweenxl andxu as

f(x)

xl xu
xm
2
x

xm
xu

Figure5Estimateofxm
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Step 3
Nowcheckthefollowing
Iff(xl)f(xm)<0,thentherootliesbetweenxl andxm;

thenxl =xl ;xu =xm.

Iff(xl)f(xm)>0thentherootliesbetweenxm andxu;then

xl =xm;xu =xu.
If f(xl)f(xm)=0;thentherootisxm. Stopthealgorithmif

thisistrue.
thisistrue

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Step 4
Find the new estimate of the root

xl xu
xm
2
Find the absolute relative approximate error

old
x new

x
m
m

new
m

100

where
xmold previous estimate of root
xmnew current estimate of root
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Step 5
Compare the absolute relative approximate error |a| with
the pre-specified error tolerance s .

Yes

Go to Step 2 using new

upper and lower
guesses.

No

Stop the algorithm

Is a s ?

Note one should also check whether the number of iterations is

more than the maximum number of iterations allowed. If so, one
needs to terminate the algorithm and notify the user about it.
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Example1
YouareworkingforDOWNTHETOILETCOMPANYthat
makesfloatsforABCcommodes.Thefloatingballhasa
spec c g a ty o 0.6 a d as a ad us o 5.5 c . ou a e
specificgravityof0.6andhasaradiusof5.5cm.Youare
askedtofindthedepthtowhichtheballissubmerged
whenfloatinginwater.

Figure 6 Diagram of the floating ball

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Example1Cont.
Theequationthatgivesthedepthx towhichtheballis
submergedunderwaterisgivenby
x 3 0.165 x 2 3.993 10 4 0

a)Usethebisectionmethodoffindingrootsofequationsto
findthedepthx towhichtheballissubmergedunder
water.Conductthreeiterationstoestimatetherootofthe
aboveequation.
b)Findtheabsoluterelativeapproximateerrorattheendof
eachiteration,andthenumberofsignificantdigitsatleast
correctattheendofeachiteration.
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Example1Cont.
Fromthephysicsoftheproblem,theballwouldbe
submergedbetweenx =0andx =2R,
whereR
h R =radiusoftheball,
di f h b ll
thatis
0 x 2R

0 x 20.055
0 x 0.11

Figure 6 Diagram of the floating ball

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Example 1 Cont
Example1Cont.
Solution

To aid in the understanding

of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where

f x x 3 0.165 x 2 3.993 10- 4

Figure 7 Graph of the function f(x)
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Example1Cont.
a p e Co t
Let us assume

x 0.00
xu 0.11
Check if the function changes sign between x and xu .

f xl f 0 0 0.1650 3.993 10 4 3.993 10 4

3

f xu f 0.11 0.11 0.1650.11 3.993 10 4 2.662 10 4

3

Hence

f xl f xu f 0 f 0.11 3.993 10 4 2.662 10 4 0

So there is at least on root between x and xu, that is between 0 and 0.11

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Example1Cont.

Figure 8 Graph demonstrating sign change between initial limits

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Example1Cont.
Iteration 1
The estimate of the root is

x xu 0 0.11

0.055
xm
2
2

f xm f 0.055 0.055 0.1650.055 3.993 10 4 6.655 10 5

3

f xl f xm f 0 f 0.055 3.993 10 4 6.655 10 5 0

Hence the root is bracketed between xm and xu, that is, between 0.055
and 0.11. So, the lower and upper limits of the new bracket are

xl 0.055, xu 0.11
At this point, the absolute relative approximate error a cannot be
calculated as we do not have a previous approximation.
approximation
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Example1Cont.

Figure 9 Estimate of the root for Iteration 1

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Example1Cont.
Iteration 2
The estimate of the root is

x xu 0.055 0.11

0.0825
xm
2
2

f xm f 0.0825 0.0825 0.1650.0825 3.993 10 4 1.622 10 4

3

f xl f xm f 0.055 f (0.0825) 1.622 10 4 6.655 10 5 0

Hence the root is bracketed between xand xm, that is, between 0.055
and 0.0825. So, the lower and upper limits of the new bracket are

xl 0.055, xu 0.0825

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Example1Cont.

Figure 10 Estimate of the root for Iteration 2

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Example1Cont.
The absolute relative approximate error a at the end of Iteration 2 is

xmnew xmold
a
100
new
xm
0.0825 0.055

100
0.0825
33.333%
None of the significant digits are at least correct in the estimate root of
xm = 0.0825 because the absolute relative approximate error is greater
than 5%.

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Example1Cont.
Iteration 3
The estimate of the root is

x xu 0.055 0.0825

0.06875
xm
2
2

f xm f 0.06875 0.06875 0.1650.06875 3.993 10 4 5.563 10 5

3

f xl f xm f 0.055 f 0.06875 6.655 10 5 5.563 10 5 0

Hence the root is bracketed between xand xm, that is, between 0.055
and 0.06875. So, the lower and upper limits of the new bracket are

xl 0.055, xu 0.06875

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Example1Cont.

Figure 11 Estimate of the root for Iteration 3

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Example1Cont.
The absolute relative approximate error a at the end of Iteration 3 is

xmnew xmold
a
100
new
xm
0.06875 0.0825

100
0.06875
20%
Still none of the significant digits are at least correct in the estimated
root of the equation as the absolute relative approximate error is
greater than 5%.
Seven more iterations were conducted and these iterations are shown in
Table 1.
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T bl 1 C t
Table1Cont.
Table
T
bl 1 Root
R t off f(
f(x)=0
) 0 as ffunction
ti off number
b off it
iterations
ti
ffor
bisection method.
Iteration

xu

xm

a %

f(xm)

0.00000

0.11

0.055

----------

6.655105

2
3

0.055
0.055

0.11
0.0825

0.0825
0.06875

33.33
20.00

1.622104
5.563105

4
5

0.055
0.06188

0.06875
0.06875

0.06188
0.06531

11.11
5.263

4.484106
2.593105

0.06188

0.06531

0.06359

2.702

1.0804105

7
8

0.06188
0.06188

0.06359
0.06273

0.06273
0.0623

1.370
0.6897

3.176106
6.497107

9
10

0.0623
0 0623
0.0623

0.06273
0 06252
0.06252

0.06252
0 06241
0.06241

0.3436
0 1721
0.1721

1.265106
3.076810
3 0768 1077

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T bl 1 C t
Table1Cont.
Hence the number of significant digits at least correct is given by the
largest value or m for which

a 0.5 10 2m
0.1721 0.5 10 2 m
0.3442 10 2 m

log0.3442 2 m

m 2 log0.3442 2.463

So

m2

The number of significant digits at least correct in the estimated root

of 0.06241 at the end of the 10th iteration is 2.
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Advantages
Alwaysconvergent
Therootbracketgetshalvedwitheachiteration
Therootbracketgetshalvedwitheachiteration

guaranteed.

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Drawbacks

Slow convergence
If one off th
the iinitial
iti l guesses is
i close
l
to
t
the root, the convergence is slower

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Drawbacks(continued)
Ifafunctionf(x)issuchthatitjusttouchesthexaxis

itwillbeunabletofindthelowerandupperguesses.

f(x)

f x x

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Drawbacks(continued)

Function changes sign but root does not

exist
f(x)

1
f x
x
x

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NewtonRaphson
p
Method

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NewtonRaphsonMethod
f(x)

x f x

f(xi)

i,

f(xi )
xi 1 = xi f ((xi )

f(x
( ii-11)

xi+2

xi+1

xi

Figure 1 Geometrical illustration of the Newton-Raphson method.

36

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Derivation
f(x)

f(xi)

tan(

AB
AC

f ((xxi )
f ' ( xi )
xi xi 1
C

xi+1

xi

f ( xi )
xi 1 xi
f ( xi )

Figure 2 Derivation of the Newton-Raphson method.

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AlgorithmforNewtonRaphson
Method

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Step 1
Step1
E l t
Evaluate

39

f (x
( )

symbolically.
b li ll

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Step2
Use an initial guess of the root, xi , to estimate the new
value of the root, xi 1 , as

f xi
xi 1 = xi f xi

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Step3
Find the absolute relative approximate error a as

xi 1- xi
a =
100
xi1

41

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Step4
Comparetheabsoluterelativeapproximateerrorwith
theprespecifiedrelativeerrortolerance.
s

Yes

Go to Step 2 using new

estimate of the root.

No

Stop the algorithm

Is a s ?

Also,checkifthenumberofiterationshasexceeded
Also
checkifthenumberofiterationshasexceeded
themaximumnumberofiterationsallowed.Ifso,one
needstoterminatethealgorithmandnotifytheuser.

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Example1
YouareworkingforDOWNTHETOILETCOMPANYthat
makesfloatsforABCcommodes.Thefloatingballhasa
spec c g a ty o 0.6 a d as a ad us o 5.5 c . ou a e
specificgravityof0.6andhasaradiusof5.5cm.Youare
askedtofindthedepthtowhichtheballissubmerged
whenfloatinginwater.

Figure 3 Floating ball problem.

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43
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Example1Cont.
Theequationthatgivesthedepthx inmetersto
whichtheballissubmergedunderwaterisgiven
by

f x x 3-0.165 x 2+3.993 10- 4

Figure 3 Floating ball problem.

Use the Newtons method of finding

g roots of equations
q
to find
a) the depth x to which the ball is submerged under water. Conduct three
iterations to estimate the root of the above equation.
b) The absolute relative approximate error at the end of each iteration, and
c)) The
Th number
b off significant
i ifi
t digits
di it att least
l t correctt att the
th end
d off each
h
iteration.
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44
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Example1Cont.
Solution
To aid in the understanding
of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where

f x x 3-0.165 x 2+3.993 10 - 4
Figure 4 Graph of the function f(x)
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Example1Cont.
Solve for f ' x

f x x 3-0.165 x 2+3.993 10- 4

f ' x 3 x 2 -0.33 x
Let us assume the initial guess of the root of f x 0
is x0 0.05m . This is a reasonable guess (discuss why
x 0 aandd x 0.11m are
a not
o good choices)
o
) as
a the
extreme values of the depth x would be 0 and the
diameter (0.11 m) of the ball.

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Example1Cont.
Iteration 1
The estimate of the root is

x1 x 0

f x 0
f ' x 0

0 . 05

0 . 05 3 0 . 165 0 . 05 2 3 .993
2
3 0 . 05 0 . 33 0 . 05

10 4

1 . 118 10 4
0.05
9 10 3
0.05 0 . 01242
0 . 06242

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Example1Cont.

Figure 5 Estimate of the root for the first iteration.

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Example1Cont.
The absolute relative approximate error a at the end of Iteration 1
is

x1 x 0
100
x1

0 . 06242 0 . 05
100
0 . 06242
19 . 90 %

The number of significant digits at least correct is 0, as you need an

absolute relative approximate error of 5% or less for at least one
significant digits to be correct in your result.

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Example1Cont.
Iteration 2
The estimate of the root is

f x1
x 2 x1
f ' x1
0 . 06242

0 . 06242 3 0 . 165 0 . 06242 2 3 .993

993
2
3 0 . 06242 0 . 33 0 . 06242

10 4

3 . 97781 10 7
0 . 06242
8 . 90973 10 3
0 . 06242 4 . 4646 10 5
0 . 06238

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Example1Cont.

Figure 6 Estimate of the root for the Iteration 2.

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Example1Cont.
The absolute relative approximate error a at the end of Iteration 2
is

x 2 x1
100
x2

0 . 06238 0 . 06242
100
0 . 06238
0 . 0716 %

2m

The maximum value of m for which a 0 . 5 10

is 2.844.
Hence, the number of significant digits at least correct in the
answer is 2.

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Example1Cont.
Iteration 3
The estimate of the root is

x3 x2

f x 2
f ' x 2

0 . 06238

0 . 06238 3 0 . 165 0 . 06238 2 3 .993

993
2
3 0 . 06238 0 . 33 0 . 06238

10 4

4 . 44 10 11
0 . 06238
8 . 91171 10 3
0 . 06238 4 . 9822 10 9
0 . 06238

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Example1Cont.

Figure 7 Estimate of the root for the Iteration 3.

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Example1Cont.
The absolute relative approximate error a at the end of Iteration 3
is

x 2 x1
100
x2

0 . 06238 0 . 06238
100
0 . 06238
0%

The number of significant digits at least correct is 4, as only 4

significant digits are carried through all the calculations.

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Advantages
Convergesfast(quadraticconvergence),ifitconverges.
Requiresonlyoneguess

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Drawbacks
1.

Divergence at inflection points

Selection of the initial guess or an iteration value of the root that
is close to the inflection p
point of the function f x mayy start
diverging away from the root in ther Newton-Raphson method.

For example, to find the root of the equation f x x 1 0.512 0 .

3

The Newton-Raphson method reduces to xi 1 xi

3
i

1 0.512
.
2
3 xi 1

T bl 1 shows
Table
h
the
th iterated
it t d values
l
off the
th roott off the
th equation.
ti
The root starts to diverge at Iteration 6 because the previous estimate
of 0.92589 is close to the inflection point of x 1 .
Eventually after 12 more iterations the root converges to the exact
value of x 0.2.
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Drawbacks InflectionPoints
Table 1 Divergence near inflection point.
Iteration
Number

xi

5.0000

3.6560

2.7465

2.1084

1.6000

0.92589

30.119

19.746

18

0.2000

Fi
Figure
8 Divergence
Di
att iinflection
fl ti point
i t for
f

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f x x 1 0.512 0
3

59

Drawbacks DivisionbyZero
2. Division by zero
For the equation

f x x 3 0.03 x 2 2.4 10 6 0
the Newton-Raphson method
reduces to
xi3 0.03 xi2 2.4 10 6
xi 1 xi
3 xi2 0.06 xi

For x0 0 or x0 0.02 , the

denominator will equal zero.
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Figure 9 Pitfall of division by zero

or near a zero number

60

Drawbacks Oscillationsnearlocal
Oscillations near local
Drawbacks
maximumandminimum
3. Oscillations near local maximum and minimum
Results obtained from the Newton-Raphson method may
oscillate about the local maximum or minimum without
converging
g g on a root but converging
g g on the local maximum or
minimum.
Eventually, it may lead to division by a number close to zero
and may diverge.
diverge

2
For example for f x x 2 0 the equation has no real
roots.

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Drawbacks Oscillationsnearlocal
Oscillations near local
Drawbacks
maximumandminimum
Table 3 Oscillations near local maxima
and mimima in Newton-Raphson method.
Iteration
Number
0
1
2
3
4
5
6
7
8
9

xi
1.0000
0.5
1.75
0.30357
3 1423
3.1423
1.2529
0.17166
5.7395
2.6955
0.97678

f xi a %
3.00
2.25
5.063
2.092
11 874
11.874
3.570
2.029
34.942
9.266
2.954

f(x)

3
3

300.00
128.571
476.47
109 66
109.66
150.80
829.88
102.99
112.93
175.96

11
4

0
-2

-1.75

-1

-0.3040

0.5

3.142

-1

Figure 10 Oscillations around local

2
minima for f x x 2 .

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Drawbacks RootJumping
4. Root Jumping
In some cases where the function f x is oscillating and has a number
of roots, one may choose an initial guess close to a root. However, the
guesses may jump and converge to some other root.

f(x)

For example

1.5

f x sin
i x0

0.5

Choose

x0 2.4 7.539822

It will converge to

x0

-2

-0.06307

0.5499

4.461

7.539822

10

-0.5

-1

x 2 6.2831853 Figure 11 Root jumping from intended

-1.5

instead of

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location of root for

f x sin
. x0

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THEEND

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