Numerical Methods

Roots of Non-linear equations

Thai Minh Quan - Numerical Methods 1

Contents
1. Introduction
2. Roots of Non-linear equations
1. Bisection method
2. Newton-Raphson method
3. Roots of polynomials
4. Roots of systems of non-linear equations
3. Systems of linear equations
4. LU decomposition
5. Linear Programming
6. Numerical Differentiation and Integration
Thai Minh Quan - Numerical Methods 2
Roots of Non-linear equations
 Roots of polynomials
 Polynomials
 roots
 Roots of systems of non-linear equations
 Fixed-point iteration
 Newton-Raphson

Thai Minh Quan - Numerical Methods 3

Roots of Non-linear equations Polynomials

 Polynomials: the general form

n
f n ( x)   ai x i
n 1
f n ( x)  an x  an 1 x
n
 ...  a1 x  a0 or
i 0

 where n is the order of the polynomial, and the a’s are

constant coefficients
 Polynomials have many applications in engineering and
science.
 They are used extensively in curve-fitting.
 One of their most interesting and powerful applications is in
characterizing dynamic systems and, in particular, linear systems.
Examples include mechanical devices, structures, and electrical
circuits.
Thai Minh Quan - Numerical Methods 4
Roots of Non-linear equations Polynomials

 Polynomials are a special type of nonlinear algebraic

equation
f n ( x)  an x n  an 1 x n 1  ...  a1 x  a0  0 or f n ( x)  0

 The solutions of this equation are called the roots of the

polynomial, In general, an nth order polynomial will have n
roots (can be real and/or complex)
 If n is odd, there is at least one real root.
 they are the zeroes of the function f (corresponding to the
points where the graph of f meets the x-axis)

Thai Minh Quan - Numerical Methods 5

Roots of Non-linear equations Polynomials

 A polynomial function in one real variable can be represented

by a graph

The graph of a polynomial The graph of a polynomial The graph of a polynomial

function of degree 2 function of degree 3 function of degree 6

Thai Minh Quan - Numerical Methods 6

Roots of Non-linear equations Polynomials

Characteristics of polynomials
 The relation between the roots of a polynomial and its
coefficients is described by Vieta's formulas

f ( x)  ax 2  bx  c

Roots x1, x2 of the equation f(x) = 0 satisfy

b c
x1  x2   , x1 x2 
a a

Thai Minh Quan - Numerical Methods 7

Roots of Non-linear equations Polynomials

 In general case, Vieta's formulas

Thai Minh Quan - Numerical Methods 8

Roots of Non-linear equations Polynomials

 To find the roots of any given monic polynomial, two problems

need to be solved:
1. construct a square matrix A whose characteristic polynomial
2. find the eigenvalues of this matrix A

Thai Minh Quan - Numerical Methods 9

Roots of Non-linear equations Polynomials
Companion matrix
In general, the monic polynomial of degree n

An n-by-n matrix
A companion matrix (square matrix)

Characteristics: xi is a root of the polynomial p(x)

xi is also a eigenvalue of the companion matrix A

Thai Minh Quan - Numerical Methods 10
Roots of Non-linear equations Polynomials

 Example
 Suppose we have a polynomial

Dividing by a1 and rearranging yields

A special matrix
(5x5) Calculate the
eigenvalues?
polynomial’s
companion matrix

Thai Minh Quan - Numerical Methods 11

Roots of Non-linear equations Polynomials

 Example
 Suppose we have a polynomial f ( x)  x 3  7 x  6

polynomial’s companion matrix

0 7  6 
A  1 0 0 
0 1 0 

Thai Minh Quan - Numerical Methods 12

Roots of Non-linear equations Polynomials

Eigenvalue
 The eigenvalues of matrix A are values of λ that satisfy the
equation

 The fundamental theorem of algebra implies that the

characteristic polynomial of an n by n matrix A, being a
polynomial of degree n, can be factored into the product of n
linear terms

Roots

Eigenvalues : characteristic roots, characteristic values, proper values

Thai Minh Quan - Numerical Methods 13

Roots of Non-linear equations Polynomials
Case study 1
Find the eigenvalue of a matrix

Step 1: We need to solve the equation

Step 2: Calculation

Step 3: calculate the determinant: det

  0

  2
  3


Thai Minh Quan - Numerical Methods 14

 Example
Find the eigenvalue of a matrix

x1 = 2, x2 = 3

Thai Minh Quan - Numerical Methods 15

Roots of Non-linear equations Systems of non-linear equations
Case study 2
Find the roots of a polynomial f ( x)  x 3  7 x  6

Step 1: the companion matrix

0 7  6 
A  1 0 0 
0 1 0 

Step 2: The eigenvalues of A   1


  2
  3


Step 3: The eigenvalues of A are the polynomial roots

x1  1, x2  2, x3  3

Thai Minh Quan - Numerical Methods 16

 Example
Find the roots of a polynomial

X1 = 4, x2 = -1, x3 = -3

Thai Minh Quan - Numerical Methods 17

 Roots of polynomials
 Bisection and Newton-Raphson method for real roots
Müller and Bairstow methods for real/complex roots (p.181)

Thai Minh Quan - Numerical Methods 18

 Roots of polynomials
 Polynomials
 roots
 Systems of non-linear equations
Fixed-point iteration
Newton-Raphson

Thai Minh Quan - Numerical Methods 19

Roots of Non-linear equations Systems of non-linear equations

 Objectives: the primary objective is to find the root of a system

of nonlinear equation

Example

the solution is the intersection of the curves

Thai Minh Quan - Numerical Methods 20

Roots of Non-linear equations Systems of non-linear equations

 Recall that the Newton-Raphson method was predicated on

employing the derivative (that is, the slope) of a function to
estimate its intercept with the axis of the independent
variable—that is, the root.

Thai Minh Quan - Numerical Methods 21

Roots of Non-linear equations Systems of non-linear equations

Newton-Raphson f ( x)  0

the first derivative at x is

equivalent to the slope

Single-equation forme
Newton-Raphson

Systems of non-linear equations

Thai Minh Quan - Numerical Methods 22

Roots of Non-linear equations Systems of non-linear equations

 This estimate was based on a first-order Taylor series expansion

xi+1 is solution

which is the single-equation form of the Newton-Raphson method.

=> The multi-equation form is derived in an identical fashion.
However, a multivariable Taylor series must be used

Thai Minh Quan - Numerical Methods 23

Roots of Non-linear equations Systems of non-linear equations

 Newton-Raphson
the two-equation case

u ( x, y )  0 a first-order
 Taylor series
 v( x, y )  0

the two-equation Newton-Raphson

Thai Minh Quan - Numerical Methods 24

Roots of Non-linear equations Systems of non-linear equations

u ( x, y )  0
 Newton-Raphson 
 v( x, y )  0

the two-equation Newton-Raphson

The two-equation Newton-Raphson approach can

be generalized to solve n simultaneous equations determinant of the
Jacobian of the system
it can be employed iteratively to home in on
the roots of two simultaneous equations.
Thai Minh Quan - Numerical Methods 25
Roots of Non-linear equations Systems of non-linear equations

Newton-Raphson
Input: a continuous function u, v
1. Evaluate u′(x,y), v′(x,y) symbolically

2. Use an initial guess of the root xi, yi to estimate the new value
of the root xi+1, yi+1 as

3. Find the relative approximate error

Thai Minh Quan - Numerical Methods 26

Case study 1
Use the multiple-equation Newton-Raphson method to determine
roots of equations

Thai Minh Quan - Numerical Methods 27

Case study 1
Step 1: Initiate the computation with guesses
x  1.5 , y  3.5

Step 2: The first derivatives of the function can be evaluated

Thai Minh Quan - Numerical Methods 28

Case study 1
Step 3: the determinant of the Jacobian for the first iteration

 6.5(32.5)  1.5(36.75)  156.25

Step 4: The values of the functions can be evaluated at the initial

guesses

Thai Minh Quan - Numerical Methods 29

Case study 1
Step 5: These values can be substituted into the two-equation
Newton-Raphson

Step 6: the results are converging to the true values of x = 2 and y =

3. The computation can be repeated until an acceptable accuracy
is obtained

Thai Minh Quan - Numerical Methods 30

Case study 2
Use the multiple-equation Newton-Raphson method to determine
roots of equations 5
Two equations

 x 2  y 2  10 2


2 x  y  1
1

y
-1

-2

X0= 2 -3

Y0 = -2 -4

-5
-5 -4 -3 -2 -1 0 1 2 3 4 5
Thai Minh Quan - Numerical Methods x 31
Exercise
1. Use the Newton-Raphson method to determine roots of equations

3 iterations, initial guess: x1 = 3.5

2. Use the multiple-equation Newton-Raphson method to

determine roots of equations
3 iterations, initial guess:
x1 = 0.8
x2 = 1.8

Thai Minh Quan - Numerical Methods 32

Exercise
2. Use the multiple-equation Newton-Raphson method to
determine roots of equations
2 iterations, initial guess:
x1 = 0.8
x1 = 1.8

Thai Minh Quan - Numerical Methods 33

Matlab

Thai Minh Quan - Numerical Methods 34

Matlab

In addition to ones, eye, zeros, rand and randn

Thai Minh Quan - Numerical Methods 35

Exercise
%% bisection
f=@(x)(x^3-x-2)
a=1
b=2
[p,i] = bisection(f,a,b)
Write the function: bisection(f,a,b) to solve the

Thai Minh Quan - Numerical Methods 36

Matlab
clc
clear all
close all
%%
eps=10^-8;
f=@(x)(x^2+2*x-3);
a=-5;
b=0;
while (b-a)>eps
x=(a+b)/2;
if sign(f(x))== sign(f(a))
a=x;
else
b=x;
end;
end
fprintf('root of quadratic equation x');
x

Thai Minh Quan - Numerical Methods 37

Matlab
function [ x ] = bisection(f,x_l,x_u,esp_s)
clc e=1;
clear all x_old=x_u;
close all while e>esp_s
%% x_new=(x_l+x_u)/2;
esp_s=10^(-8); if f(x_new)==0
a= 1; b=-6; c= 11; d=-6 x=x_new;
f=@(x)(a*x^3+b*x^2+c*x+d); else
x=0;y=f(x); if f(x_new)*f(x_l)>0
l=0;u=1.5;iter=0; x_l=x_new;
while (abs(y)>esp_s)&&(iter<=5000) else
x=bisection(f,l,u,esp_s); x_u=x_new;
l=l-1;u=u+1; end
y=f(x); e=abs((x_new-x_old)/x_new);
iter=iter+1; x_old=x_new;
end end
x x=x_new;
end

Thai Minh Quan - Numerical Methods 38

 Find the root of a non-linear equation f=@(x)(x^3-x-2)

The fzero function is designed to find the real root of a single equation.
A simple representation of its syntax is fzero(function,x0) or fzero(function,[x0 x1])

Step 1: To find a zero of the function f(x) = x3 – x – 2, write an anonymous function

f=@(x)(x^3-x-2)

Step 2: Then find the zero near one guess

z = fzero(f,2) z  1.5214

options=optimset('Display','iter');%Option to display output

[x,fval] = fzero(f,2,options)

Thai Minh Quan - Numerical Methods 39

Case study 1-Matlab
Find the eigenvalue of a matrix

Step 1: We need to solve the equation

Step 2: Calculation

A  [3 6  8 ;0 0 6;0 0 2;]

Step 3: calculate the determinant

syms    0

  2
det( A   I )   3


Thai Minh Quan - Numerical Methods 40

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6
Step 1: the companion matrix
u  [1 0  7 6]
0 7  6 
A  diag  ones  n  1,1 , 1 ; A  1 0 0 
0 1 0 
A 1,:   u  2 : n  1 / u 1 ;

Step 2: The eigenvalues of A   1


eig ( A)   2
  3


Step 3: The eigenvalues of A are the polynomial roots

x1  1, x2  2, x3  3

Thai Minh Quan - Numerical Methods 41

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

%
u = [1 0 -7 6] A=
n= 3
A = diag(ones(n-1,1),-1); 0 7 -6
A(1,:) = -u(2:n+1)/u(1); 1 0 0
x = eig(A) 0 1 0
%

Thai Minh Quan - Numerical Methods 42

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

2nd method:

c  [1 0  7 6] 0 7  6 
A  1 0 0 
A  compan(c) 0 1 0 

Thai Minh Quan - Numerical Methods 43

Case study 2 - Matlab
3rd method:

Step 1: coefficients of polynomial

syms x
f  x3  7 x  6
c  sym2poly( f )

Step 2: the companion matrix

0 7  6 
A  compan(c) A  1 0 0 
0 1 0 

Thai Minh Quan - Numerical Methods 44

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

clc
clear all
close all
%% CALCULATE THE ROOT OF POLYNOMINALS F = X^3 - 7X + 6
u = [1 0 -7 6]
n = 3
A = diag(ones(n-1,1),-1);
A(1,:) = -u(2:n+1)/u(1);
x = eig(A)

Thai Minh Quan - Numerical Methods 45

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

clc
clear all
close all
%% CALCULATE THE ROOT OF POLYNOMINALS F = X^3 - 7X + 6

% 2nd method
c = [1 0 -7 6]
A = compan(c)
x = eig(A)

Thai Minh Quan - Numerical Methods 46

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

clc
clear all
close all
%% CALCULATE THE ROOT OF POLYNOMINALS F = X^3 - 7X + 6

% 3rd method
syms x
f = x^3 -7*x + 6
c = sym2poly(f)
A = compan(c)
x = eig(A)

Thai Minh Quan - Numerical Methods 47

Case study 2 - Matlab
Find the roots of a polynomial f ( x)  x 3  7 x  6

clc
clear all
close all
%% CALCULATE THE ROOT OF POLYNOMINALS F = X^3 - 7X + 6

% 4th method
syms x
f = x^3 -7*x + 6
c = sym2poly(f)
x = roots(c)

p = poly(x)

Thai Minh Quan - Numerical Methods 48

Case study 3 - Matlab
Find the roots of a system

%% Solver of non linear systems:

x=[1.5 3.5]'; % initial guess
N = 5000;
n = 2;
for k=1:N,
F=[ x(1)*x(1)+ x(1)*x(2) - 10 ; x(2) + 3*x(1)*x(2)*x(2)-57];
J=[2*x(1)+x(2), x(1) ; 3*x(2).^2 , 1 + 6*x(1).*x(2)];
dx=J\F;
x=x-dx
k=k+1
pause
end
x'

Thai Minh Quan - Numerical Methods 49

Case study 3 - Matlab
Find the roots of a system

clc
clear all
close all function F = myfun(x)

fun = @myfun; F(1) = x(1)^2 + x(1)*x(2) - 10;

x0 = [0,0]; F(2) = x(2) +3*x(1)*x(2)^2 -57 ;
options=optimset('Display','iter');
%Option to display output
[x,fval] = fsolve(fun,x0,options)

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