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5 Newton & Secant Method

The document discusses Newton's method and Secant method for finding the roots of equations or the minima/maxima of functions. Newton's method uses the derivative to find the next approximation while Secant method uses the secant line between the last two points to find the next approximation. The document provides the mathematical formulations and examples of applying these methods.

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0% found this document useful (0 votes)
76 views12 pages

5 Newton & Secant Method

The document discusses Newton's method and Secant method for finding the roots of equations or the minima/maxima of functions. Newton's method uses the derivative to find the next approximation while Secant method uses the secant line between the last two points to find the next approximation. The document provides the mathematical formulations and examples of applying these methods.

Uploaded by

tanmoynath0999
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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Newton and Secant Methods

Newton’s Method
• Can be applied only when 𝑓 𝑥 , 𝑓 ′ 𝑥 and 𝑓 ′′ (𝑥) can be computed at every point.
• Any quadratic function can be represented by the Taylor series expansion at a point 𝑥 𝑘

1 ′′ 𝑘 2
𝑓 𝑥 =𝑓 𝑥𝑘 + 𝑓′ 𝑥𝑘 𝑥− 𝑥𝑘 + 𝑓 𝑥 𝑥 − 𝑥𝑘 +⋯
2

• We can take the first three terms as a quadratic approximation

𝑘 ′ 𝑘 𝑘
1 ′′ 𝑘 𝑘 2
𝑞 𝑥 =𝑓 𝑥 +𝑓 𝑥 𝑥−𝑥 + 𝑓 𝑥 𝑥−𝑥
2
𝑞(𝑥 𝑘 ) = 𝑓 𝑥 𝑘 , 𝑞′ 𝑥 𝑘 = 𝑓′ 𝑥𝑘 , 𝑞′′ 𝑥 𝑘 = 𝑓′′(𝑥 𝑘 )
Newton’s Method
• Thus the properties of the original function at
that point are preserved in the approximation.
• Which means at the minimum or maximum

𝑞′ 𝑥 = 0

𝑓 ′ 𝑥 𝑘 + 𝑓 ′′ 𝑥 𝑘 𝑥 − 𝑥 𝑘 = 0

𝑓′ 𝑥𝑘
𝑥= 𝑥𝑘 − ′′ 𝑘 = 𝑥 𝑘+1
𝑓 𝑥
Newton’s Method
𝑓 𝑥 = 𝑥 4 − 14𝑥 3 + 60𝑥 2 − 70𝑥, in the interval [0,2].

Initialize at 𝑥 0 = 0.1

1
𝑓′ 𝑥0
0
𝑥 = 𝑥 − ′′ 0 = 0.6229
𝑓 𝑥

2
𝑓 ′ 𝑥1
1
𝑥 = 𝑥 − ′′ 1 = 0.7692
𝑓 𝑥

3
𝑓′ 𝑥2
2
𝑥 = 𝑥 − ′′ 2 = 0.7808
𝑓 𝑥

4
𝑓′ 𝑥3
3
𝑥 = 𝑥 − ′′ 3 = 0.7808
𝑓 𝑥
Newton’s Method

1
𝑓′ 𝑥0
0
𝑥 = 𝑥 − ′′ 0 = 0.6229
𝑓 𝑥

2
𝑓 ′ 𝑥1
1
𝑥 = 𝑥 − ′′ 1 = 0.7692
𝑓 𝑥

3
𝑓′ 𝑥2
2
𝑥 = 𝑥 − ′′ 2 = 0.7808
𝑓 𝑥

4
𝑓′ 𝑥3
3
𝑥 = 𝑥 − ′′ 3 = 0.7808
𝑓 𝑥

• The method will work iff 𝑓 ′′ 𝑥 > 0 everywhere.

• It may fail to converge if for some point 𝑓 ′′ 𝑥 < 0 .


Secant Method
• As 𝑓 ′′ 𝑥 may not always be available, here the Newton’s method is modified so that only 𝑓(𝑥)
and 𝑓′(𝑥) are required.

𝑓′ 𝑥 𝑘 −𝑓′(𝑥 𝑘−1 ) 𝑓′ 𝑥 𝑘
• We use the concept 𝑓 ′′ 𝑥𝑘 ≈ in 𝑥 𝑘+1 = 𝑥𝑘 −
𝑥 𝑘 −𝑥 𝑘−1 𝑓′′ 𝑥 𝑘

• The update equation now becomes


𝑘 𝑘−1
𝑥 − 𝑥
𝑥 𝑘+1 = 𝑥𝑘 − ′ 𝑘 𝑓′(𝑥 𝑘)
𝑓 𝑥 − 𝑓 ′ 𝑥 𝑘−1
Secant Method
𝑓 𝑥 = 𝑥 4 − 14𝑥 3 + 60𝑥 2 − 70𝑥, in the interval [0,2].
Initialize at 𝑥 0 = 0.1, 𝑥 1 = 0.2,

𝑘 𝑘−1
𝑥 − 𝑥
𝑥 𝑘+1 = 𝑥𝑘 − ′ 𝑘 ′ 𝑘−1
𝑓′(𝑥 𝑘 )
𝑓 𝑥 −𝑓 𝑥
Finding Roots of Equation: Newton’s Method
Using Newton’s Method

• To find roots of 𝑔 𝑥 = 0, we can make

𝑔 𝑥 = 𝑓′(𝑥).

• Since we stop at the point when 𝑓 ′ 𝑥 = 0, this will also mean that
at the same point 𝑔 𝑥 = 0.

• We can modify the Newton’s update

𝑘+1 𝑘
𝑓′ 𝑥𝑘 𝑘+1 𝑘
𝑔 𝑥𝑘
𝑥 = 𝑥 − ′′ 𝑘 ⇒ 𝑥 =𝑥 −
𝑓 𝑥 𝑔′ 𝑥 𝑘
Finding Roots of Equation: Newton’s Method

Using Newton’s Method

• Let the first approximation be 𝑥 (𝑘)

• The tangent drawn at 𝑥 (𝑘) on 𝑔(𝑥) intersects the


x-axis at at 𝑥 (𝑘+1) .

• If we keep drawing the tangents then we will


approach the 𝑔 𝑥 ∗ = 0 eventually.

• This is also called Newton’s Method of


Tangents.
Finding Roots of Equation: Newton’s Method

Using Newton’s Method

• Disadvantage: If the initial approximation of the


root is not good enough , i.e., 𝑔(𝑥 0 )/𝑔′ 𝑥 0 is
not small enough, then we may not reach the
solution.

• Here if we start too far away, then we will not


arrive at the solution at all.
Finding Roots of Equation: Secant Method
Using Secant Method

• To find roots of 𝑔 𝑥 = 0, we can make


𝑔 𝑥 = 𝑓′(𝑥).

• Since we stop at the point when 𝑓 ′ 𝑥 = 0, this will also mean that
at the same point 𝑔 𝑥 = 0.

• We can modify the Secant update

𝑘+1 𝑘
𝑓 ′ 𝑥 𝑘 − 𝑓 ′ 𝑥 𝑘−1 ′ 𝑘
𝑥 =𝑥 − 𝑓 𝑥
𝑥 𝑘 − 𝑥 𝑘−1

𝑘+1
𝑔 𝑥 𝑘 − 𝑔 𝑥 𝑘−1
𝑘
⇒𝑥 =𝑥 − 𝑘 𝑘−1
𝑔 𝑥𝑘
𝑥 −𝑥
Finding Roots of Equation: Secant Method
Using Secant Method

• Secant : “A straight line that cuts a curve in


two or more parts.”

• Here instead of tangents this method uses the


secant between the (k-1)th and kth points to
determine the (k + l)th point.

• Due to this it does not suffer from the


disadvantage of Newton’s Tangent Method.

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