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Secant Method: Civil Engineering Majors Authors: Autar Kaw, Jai Paul

The document describes the secant method for finding the roots of equations. It provides a derivation of the secant method from Newton's method and geometrically. The algorithm involves taking two initial guesses and calculating successive estimates of the root using the secant method formula. An example applies the secant method to find the maximum deflection of a bookshelf by finding the root of a given deflection equation. Three iterations of the secant method are shown to estimate the root.

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0% found this document useful (0 votes)
100 views24 pages

Secant Method: Civil Engineering Majors Authors: Autar Kaw, Jai Paul

The document describes the secant method for finding the roots of equations. It provides a derivation of the secant method from Newton's method and geometrically. The algorithm involves taking two initial guesses and calculating successive estimates of the root using the secant method formula. An example applies the secant method to find the maximum deflection of a bookshelf by finding the root of a given deflection equation. Three iterations of the secant method are shown to estimate the root.

Uploaded by

Joven Madelo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Secant Method

Civil Engineering Majors

Authors: Autar Kaw, Jai Paul

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

07/28/10 http://numericalmethods.eng.usf.edu 1
Secant Method

http://numericalmethods.eng.usf.edu
Secant Method – Derivation
f(x) Newton’s Method
f(xi )
xi +1 = xi - (1)
f ′(xi )
f(xi)
[x f( x )]
i, i

Approximate the derivative


f ( xi ) − f ( xi −1 )
f ′( xi ) = (2)
f(xi-1)
xi − xi −1
θ
X
Substituting Equation (2)
xi+2 xi+1 xi
into Equation (1) gives the
Secant method
Figure 1 Geometrical illustration of f ( xi )( xi − xi −1 )
the Newton-Raphson method. xi +1 = xi −
f ( xi ) − f ( xi −1 )
3 http://numericalmethods.eng.usf.edu
Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC
=
f(xi) B AE DE
can be written as
f ( xi ) f ( xi −1 )
=
C
xi − xi +1 xi −1 − xi +1
f(xi-1)

E D A
On rearranging, the secant
X
xi+1 xi-1 xi method is given as

f ( xi )( xi − xi −1 )
Figure 2 Geometrical representation of xi +1 = xi −
the Secant method. f ( xi ) − f ( xi −1 )
4 http://numericalmethods.eng.usf.edu
Algorithm for Secant Method

5 http://numericalmethods.eng.usf.edu
Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi − xi −1 )
xi +1 = xi −
f ( xi ) − f ( xi −1 )
Find the absolute relative approximate error

xi +1- xi
∈a = × 100
xi +1

6 http://numericalmethods.eng.usf.edu
Step 2
Find if the absolute relative approximate error is greater
than the prespecified relative error tolerance.

If so, go back to step 1, else stop the algorithm.

Also check if the number of iterations has exceeded the


maximum number of iterations.

7 http://numericalmethods.eng.usf.edu
Example 1
You are making a bookshelf to carry books that range from 8 ½ ” to 11”
in height and would take 29”of space along length. The material is wood
having Young’s Modulus 3.667 Msi, thickness 3/8 ” and width 12”. You
want to find the maximum vertical deflection of the bookshelf. The
vertical deflection of the shelf is given by

v( x) = 0.42493 x 10-4 x 3 − 0.13533 x 10 -8 x 5 − 0.66722 x 10-6 x 4 − 0.018507 x

where x is the position where the deflection is maximum. Hence to find


dv
the maximum deflection we need to find where f ( x) = = 0 and
conduct the second derivative test. dx

8 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The equation that gives the position x where the deflection is maximum is
given by
f( x) = − 0.67665 x 10-8 x 4 − 0.26689 x 10-5 x 3 + 0.12748 x 10-3 x 2 − 0.018507 = 0
Books

Bookshelf

Figure 2 A loaded bookshelf.


Use the secant method of finding roots of equations to find the position
where the deflection is maximum. Conduct three iterations to estimate
the root of the above equation.
Find the absolute relative approximate error at the end of each iteration
and the number of significant digits at least correct at the end of each
iteration.
9 http://numericalmethods.eng.usf.edu
Example 1 Cont.
0.02
0.01883

0.01

0
f ( x) 0

0.01

− 0.01851 0.02
0 5 10 15 20 25 30
0 x 29
f(x)

Figure 3 Graph of the function f(x).


f( x) = − 0.67665 x 10-8 x 4 − 0.26689 x 10-5 x 3 + 0.12748 x 10-3 x 2 − 0.018507 = 0
10 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Solution
Let us take the initial guesses of the root of f ( x ) = 0 as x−1 = 10 and x0 = 15.
Iteration 1
The estimate of the root is
f ( x0 )( x0 − x−1 )
x1 = x0 −
f ( x0 ) − f ( x−1 )
f ( x0 ) = − 0.67665 × 10 −8 x04 − 2.6689 × 10 −5 x03 + 0.12748 × 10 −3 x02 − 0.018507
= − 0.67665 × 10 − 8 (15) − 2.6689 × 10 − 5 (15) + 0.12748 × 10 − 3 (15) − 0.018507
4 3 2

= 8.2591× 10 − 4
f ( x−1 ) = − 0.67665 × 10 −8 x−41 − 2.6689 × 10 −5 x−31 + 0.12748 × 10 −3 x−21 − 0.018507
= − 0.67665 × 10 −8 (10) − 2.6689 × 10 − 5 (10) + 0.12748 × 10 − 3 (10) − 0.018507
4 3 2

= − 8.4956 × 10 − 3
11 http://numericalmethods.eng.usf.edu
Example 1 Cont.
(8.2591×10 )(15 − 10)
0.03
−4 0.027

x1 = 15 −
(8.2591×10 ) − ( − 8.4956 ×10 )
−4 −3 0.02

= 14.557 f ( x) 0.01

f ( x)
0
f ( x) 0
secant ( x)

f ( x)
0.01

0.02

− 0.027 0.03
0 5 10 15 20 25 30
0 x, x 0 , x 1' , x, x 1 29
f(x)
x'1, (first guess)
x0, (previous guess)
Secant line
x1, (new guess)

Figure 4 Graph of the estimated


root after Iteration 1.
12 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error ∈a at the end of Iteration 1 is

x1 − x0
∈a = × 100
x1
14.557 − 15
= × 100
14.557
= 3.0433 %
The number of significant digits at least correct is 1, because the absolute
relative approximate error is less than 5%.

13 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 2
The estimate of the root is
f ( x1 )( x1 − x0 )
x2 = x1 −
f ( x1 ) − f ( x0 )
f ( x1 ) = − 0.67665 × 10 −8 x14 − 2.6689 × 10 −5 x13 + 0.12748 × 10 −3 x12 − 0.018507
= − 0.67665 × 10 −8 (14.557 ) − 2.6689 × 10 − 5 (14.557 ) + 0.12748 × 10 − 3 (14.557 ) − 0.018507
4 3 2

= − 2.9870 × 10 − 5

x2 = 15 −
( − 2.9870 ×10 )(14.557 − 15)
−5

( − 2.9870 ×10 ) − (8.2591×10 )


−5 −4

= 14.572

14 http://numericalmethods.eng.usf.edu
Example 1 Cont.
0.03
0.028

0.02

f ( x) 0.01

f ( x)
0
f ( x) 0
secant ( x)

f ( x)
0.01

0.02

− 0.028 0.03
0 5 10 15 20 25 30
0 x, x 1 , x 0 , x, x 2 29
f(x)
x1 (guess)
x0 (previous guess)
Secant line
x2 (new guess)

Figure 5 Graph of the estimate root after Iteration 2.


15 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error ∈a at the end of Iteration 2 is

x2 − x1
∈a = × 100
x2
14.572 − 14.557
= × 100
14.572
= 0.10611 %

The number of significant digits at least correct is 2, because the absolute


relative approximate error is less than 0.5%.

16 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 3
The estimate of the root is
f ( x2 )( x2 − x1 )
x3 = x2 −
f ( x2 ) − f ( x1 )
f ( x2 ) = − 0.67665 × 10 −8 x24 − 2.6689 × 10 −5 x23 + 0.12748 × 10 −3 x22 − 0.018507
= − 0.67665 × 10 −8 (14.572 ) − 2.6689 × 10 − 5 (14.572 ) + 0.12748 × 10 − 3 (14.572 ) − 0.018507
4 3 2

= − 6.0676 × 10 − 9

x2 = 14.572 −
( − 6.0676 × 10 )(14.572 − 14.557 )
−9

( − 6.0676 ×10 ) − ( − 2.9870 ×10 )


−9 −5

= 14.572

17 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
0.03
0.028

0.02

f ( x)
0.01
f ( x)
0
f ( x) 0
secant ( x)

f ( x) 0.01

0.02

− 0.028 0.03
0 5.8 11.6 17.4 23.2 29
0 x, x 2 , x 1 , x, x 3 29
f(x)
x2 (guess)
x1 (previous guess)
Secant line
Figure 6 Graph of the estimate root after Iteration 3.
x3 (new guess)

18 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error ∈a at the end of Iteration 3 is

x2 − x1
∈a = × 100
x2
14.572 − 14.572
= × 100
14.572
= 2.1559 × 10 − 5%

The number of significant digits at least correct is 6, because the absolute


relative approximate error is less than 0.00005%.

19 http://numericalmethods.eng.usf.edu
Advantages

 Converges fast, if it converges


 Requires two guesses that do not need to
bracket the root

20 http://numericalmethods.eng.usf.edu
Drawbacks
2
2

f ( x)
0
f ( x) 0
f ( x)

−2 2
10 5 0 5 10
− 10 x, x guess1 , x guess2 10
f(x)
f ( x ) = Sin( x ) = 0
prev. guess
new guess

Division by zero

21 http://numericalmethods.eng.usf.edu
Drawbacks (continued)
2
2

f ( x)

f ( x)
0
f ( x) 0
secant ( x)

f ( x)

−2 2
10 5 0 5 10
− 10 x, x 0 , x 1' , x, x 1 10
f(x)
x'1, (first guess) f ( x ) = Sinx = 0
x0, (previous guess)
Secant line
x1, (new guess)

Root Jumping
22 http://numericalmethods.eng.usf.edu
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

http://numericalmethods.eng.usf.edu/topics/secant_method
THE END

http://numericalmethods.eng.usf.edu

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