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Newton Raphson, and Fixed Point Iteration Methods

The document discusses two numerical methods for finding roots of equations: 1) The Newton-Raphson method, which uses the tangent line at an initial guess to iteratively find better approximations of the root. It converges faster than bisection but requires the derivative. 2) The fixed point or simple iteration method, which transforms the equation into the form x=g(x) and iteratively applies the function g(x). It converges if the derivative of g(x) is less than 1. An example applies each method to find roots: Newton-Raphson finds the root of xe^x - 2 to 3 decimal places. Fixed point finds the root of x^3 + x - 1

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252 views8 pages

Newton Raphson, and Fixed Point Iteration Methods

The document discusses two numerical methods for finding roots of equations: 1) The Newton-Raphson method, which uses the tangent line at an initial guess to iteratively find better approximations of the root. It converges faster than bisection but requires the derivative. 2) The fixed point or simple iteration method, which transforms the equation into the form x=g(x) and iteratively applies the function g(x). It converges if the derivative of g(x) is less than 1. An example applies each method to find roots: Newton-Raphson finds the root of xe^x - 2 to 3 decimal places. Fixed point finds the root of x^3 + x - 1

Uploaded by

Sheeraz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Newton Raphson, and Fixed point

iteration methods
Newton-Raphson Method
• Instead of working with the chord joining two points on the graph of y =
f(x) as in bisection and false position methods, Newton’s method uses the
tangent at one point on the graph of y = f(x). Therefore, it requires only one
instead of two initial guesses.
• Suppose x0 is an initial guess. Draw the tangent line at x = xo and produce
it to meet the x-axis at x = x1. This is shown in the figure below. Now from
the right triangle

But tan θ is the slope of tangent line at x = x0. Hence, tan θ = f `(x0).
f(x)
Subsequent iterations are defined in a similar manner as:
f (x n )
x n 1  x n  , provided f `(xn) ≠ 0
f (x n )
Drawback/failure of NR method
The drawbacks or pitfalls of this method
are: (i) At any point of computation if f `(x0) = 0
f `(xn) = 0, that is, the tangent is parallel
to the x-axis then this method will not
work at all. (ii) If the initial guess lies away x0
from the real root, the convergence will be
too slow.
Example 01: Use Newton Raphson Method to obtain a root of f(x) = 𝑥𝑒 𝑥 − 2
correct to 3dp.
Solution: As an initial guess is not given hence it is to be evaluated first as it is the
requirement of NR-method.
x 0 1 2
f(x) -2 0.718 12.778

Using N-R algorithm, we get:


f (x 0 ) 0.71828
n  0, x1  x 0   1  0.70521
f (x 0 ) 2.43656
x  x1  x 0  0.70521  1  0.29479
f (x1 ) 0.57246
n  1, x 2  x1   0.71828   0.87105
f (x1 ) 3.45181
x  x 2  x1  0.87105  0.70521  0.16584
f (x 2 ) 0.08130
n  2, x 3  x 2   0.87105   0.85287
f ' (x 2 ) 4.47072
x  x 3  x 2  0.85287  0.87105  0.01818
f (x 3 ) 0.00115
n  3, x 4  x 3   0.85287   0.85261
f (x 3 ) 4.34752
x  x 4  x 3  0.85261  0.85287  0.00026
Hence at 4th iteration approximate root is 0.85261 which is correct to 3 dp.
Simple Iteration Method / Fixed Point Iteration
Method
• Simple iteration which is usually known as fixed point iteration
method is useful method. It involves rearranging or transforming the
equation f(x) = 0 in the form x = g(x). The only restriction on this
transformation is that there must be one to one relationship with
solutions to x = g(x) for the roots being sorted. The efficiency and
convergence of this method depends on the final form of g(x). The
above transformation is then recursively used as follows.
Remark: While rearranging the equation f(x) = 0 in the form x = g(x),
g(x) should be chosen so that |g`(xo)| < 1.
Example 06: Find an approximate root of an equation 𝑥 3 + 𝑥 − 1 = 0
by fixed point iteration method taking an initial guess 𝑥0 = 1 correct to 2
d.p
• Solution: Let us rearrange the given equation in the form:𝑥 = 1 − 𝑥 3 .
• Here g(x) = 1 − 𝑥 3 giving g`(x) = −3𝑥 2 Now, |g`(1)| = |-3| = 3 > 1.
Hence the condition |g`(1)| < 1 fails. This means with the above choice
of g(x) the iteration scheme will not work, that is, the sequence
𝑥1 , 𝑥2 … . will diverge. Now if the above equation is rearranged in the
form:

Now, g`(x) = -2x/(1 + x2)2 then |g`(1)| = 0.5 < 1. Thus the condition |g`(1)| < 1 is
satisfied. This shows that the above scheme will converge as is worked out below
1
Define an iterative scheme as: x n 1  2
xn 1
1 1 1
Put n  0, x1  2  2   0.5  x | x1  x 0 |  | 0.5  1| 0.5
x0 1 1 1 2
1 1
Put n  1, x2    0.8  x | x 2  x1 || 0.8  0.5 | 0.3
x 1  1 0.5  1
2 2

1 1
Put n  2, x 3  2   0.60976
x 2  1 (0.8)  1
2

 x  x 3  x 2  0.60976  0.8  0.19024


1 1
Put n  3, x 4    0.72896
x 3  1 (0.60976)  1
2 2

 x  x 4  x 3  0.72896  0.60976  0.1192


If above process is continued we find that the approximate root to 2 d.p is obtained at 10th
iteration as is shown in the table shown below. The values in the table are obtained by
running a computer program. However, an accuracy of 4 d.p is achieved at 20th iteration.
This is also depicted in the results in the table
WORKSHEET 03
(1) Determine the approximate root of the following equations up to 4
decimal places using Newton Raphson method
𝑎. 4𝑠𝑖𝑛𝑥 = 𝑒 𝑥 𝑖𝑛(0,0.5)
𝑥 𝑥
𝑏. 𝑒 𝑠𝑖𝑛𝑥 = , 𝑥0 = 𝜋
2
𝑐. 𝑥 4 + 0.5𝑥 3 + 0.8𝑥 2 −
1.66𝑥 − 1.32 = 0
𝑑. 2𝑠𝑖𝑛ℎ𝑥 = 𝑐𝑜𝑠ℎ𝑥 𝑖𝑛(0,1)
(2) The volume of a gas depends on the temperature. Volumes 𝑉1 and 𝑉1
of two gases under ideal situations are given by 𝑉1 = eT and 𝑉2 = 4T, T
being the temperature. For what value of T are the volumes of the gases
equal? (Hint: You may use N-R or False Position method).

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