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M3 Non Linear Equations

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16 views41 pages

M3 Non Linear Equations

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NUMERICAL METHODS

NON-LINEAR EQUATIONS
NUMERICAL METHODS

Numerical methods are techniques used to approximate mathematical procedures.


This include methods to solve equations specially those that cannot be solved
analytically as discussed in algebra. Methods in numerical analysis for solving
equations are performed by trying estimates of the answer where the next trial is
calculated to be increasingly closer to the actual value. This procedure of repetitive
calculations where trial value is changed is called iteration.
ACCURACY VS PRECISION
Accuracy refers to how closely a computed or measured value agrees with the true
value. Precision refers to how closely individual computed or measured values agree
with each other. One of the easiest example to use in explaining the difference
between accuracy and precision is a target practice where bull’s-eye is the true value.

(a) Is inaccurate and imprecise (b) Is accurate but imprecise

(b) Is inaccurate but precise (d) Is accurate and precise

In numerical methods, exact value is not expected. However, it is desired that methods
are both accurate and precise enough for the application.
DEFINITION OF ERROR
Numerical errors arise from the use of approximations to represent exact
mathematical operations and quantities. The value of which can be expressed as:
True Value = Approximation + Error
or
Et = True Value - Approximation
A subscript “t” is placed since it is the true error. However, in applications, we can only
estimate an error since or “approximate” error. The weakness of this error that the
significance of error is not expressed. For example, a centimeter in error in the
distance calculation from the earth to the sun is negligible. In contrast, a centimeter in
error in measuring the size of a cellular phone is a relatively large error. To remove this
weakness, the error may be normalized by dividing the equation by the true value.
True Value - Approximation
True fractional relative error=
True Value
DEFINITION OF ERROR
In numerical methods, true value is typically not available unless the problem can also
be solved analytically. In lieu of this, the error is normalized by using the value closest
to the true value which is the approximation itself.
approx.error
a =  100%
approximate

During iteration, the error is often estimated as the difference between the previous
and present approximations. Thus, percent relative error is determined according to

present .approximation − previous .approximation


a =  100%
present .approximaton
DEFINITION OF ERROR
Again, it is not expected that exact solution will always be acquired. It is possible to
have an irrational number as a solution, whose all digits will be impossible to acquire
(since there is no final digit). Also, even if it is possible to find the exact answer,
number of iterations required might be too high. Some equations from certain
applications would require a heavy computations. To minimize the number of
iterations, a tolerance value is set. Since calculations are only interested in the
magnitude of the error, the absolute value of the error percentage is compare to the
tolerance value (tolerance of relative error).
 a  tol
This concept of stopping the iteration when the error percentage is less than the
tolerance value is called the stopping criterion.
For solving non-linear equations, it is also practiced that f(xtrial) is checked against a
tolerance in function error. This is particularly applicable in the first method to be
discussed, the incremental search method.
NON-LINEAR EQUATIONS
An equation is considered non-linear if it has terms that is not a constant nor has a
degree of 1. This also includes transcendental equations.

For example: 3x2 − 5x − 6 = 0


3 x + 6 cos ( 5 x ) = 0
6 x 3 = ln ( 3 x 2 ) − x −2

Aside from quadratic equations, most non-linear equations are difficult to solve
analytically. Numerical methods provide a better solution to this type of equations.

Note that any non-linear equation can be transformed into the form f(x) =0 such as
that of the third example equation:
6 x 3 + x −2 − ln ( 3 x 2 ) = 0
GRAPHICAL METHOD
Unlike linear equations that when plotted, will appear as a straight line, non-linear
equations will generally appear to be a curve when plotted.

3x2 − 5x − 6 = 0 3 x + 6 cos ( 5 x ) = 0 6 x 3 + x −2 − ln ( 3 x 2 ) = 0
Graph as Graph as Graph as
3x2 − 5x − 6 = y 3 x + 6 cos ( 5 x ) = y 6 x + x −2 − ln ( 3 x 2 ) = y
3

The solution to the function f(x)=0 will be where the graph crosses the x-axis (x,0). The
graphical method can provide a very rough solution to the equation.
INCREMENTAL SEARCH
Since graphing the non-linear equation would only indicate the approximate location
of the answer, a proper numerical method is needed. In particular, the incremental
search goes well with the graphing method. As the name suggests, a starting value is
chosen and tried. The trial solution is then increased or decreased in small increments
until the solution is found within the tolerance value
1. Pick a starting point x0 and a step size Δx.
2. Calculate f(x0), if it is within the tolerance of error, then it is already the solution. If
it is not, proceed with incremental search
3. Let x1 = x0 + Δx. Use a positive Δx if you want to search to the right, and a negative
Δx if you want to search to the left.
4. Calculate f(x1) if it is within the tolerance of error, then it is already the solution. If
it is not, proceed with the next increment (i.e. for the second increment x2 = x1 +
Δx).
5. Repeat steps 3 and 4 until accepted tolerance of error is met.
INCREMENTAL SEARCH
Example 1. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
First, plot the equation as y=f(x).
y = 3x2 − 5x − 6
x y
-3 36
-2 16
-1 2
0 -6
1 -8
2 -4
3 6
Notice that the positive solution to the equation is somewhere near 2.5. It will be a
good initial value for the solution, proceed to incremental search.
INCREMENTAL SEARCH
Example 1. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
x0 = 2.5
Note how f(x) changed from positive to negative. This means the
f ( x0 ) = 0.25  0.001 increment has passed over the value which would give a result of
Using  x = − 0.01 zero. When this happens, sign of increment (step) must be changed.
x1 = x0 +  x = 2.50 − 0.01= 2.49 However, it cannot be the same magnitude since it would just go
back to the previous trial. The step size must be decreased. In
f ( x1 ) = 0.1503 ; f ( x1 )  0.002 addition, this would work in favor of accuracy since a lower decimal
x2 = x1 +  x = 2.49 − 0.01= 2.48 place will be incremented. It can be argued that a smaller step value
can be used right from the start. The downside would be the
f ( x2 ) = 0.0512 ; f ( x2 )  0.002 number of iterations will be greatly increased.

x3 = x2 +  x = 2.48 − 0.01 = 2.47

f ( x3 ) = −0.0473 ; f ( x3 )  0.002
INCREMENTAL SEARCH
Example 1. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
Using  x = + 0.001
x4 = x3 +  x = 2.47 + 0.001 = 2.471 x7 = x6 +  x = 2.473 + 0.001 = 2.474

f ( x4 ) = −0.03748 ; f ( x4 )  0.002 f ( x7 ) = −0.00797 ; f ( x7 )  0.002

x5 = x4 +  x = 2.471 + 0.001 = 2.472 x8 = x7 +  x = 2.474 + 0.001 = 2.475

f ( x5 ) = −0.02765 ; f ( x5 )  0.002 f ( x8 ) = +0.00188 ; f ( x8 )  0.002


The answer can now be accepted as x = 2.475
x6 = x5 +  x = 2.472 + 0.001 = 2.473

f ( x6 ) = −0.01781 ; f ( x6 )  0.002
INCREMENTAL SEARCH
Example 1. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
The answer can now be accepted as x = 2.475
A common scientific calculator can give an x value of x=2.474809634, to reach this value, it would take until
step 30. This is the importance of a good starting value. For this solution, that was achieved using the
graphical method. For other application problems, in lieu to this, expected or realistic value can be used as a
starting point. In addition, a good tolerance and step value must be chosen. A small value would give a more
accurate result but will take more time to compute. The key is to find the balance between accuracy and
amount of computation.
It must be remembered that for non-linear equations, there are possibly more than one solution. For
polynomial equations, the number of solutions are equal to the polynomial degree (though some might be
imaginary). It is also possible that there are no solutions (all solutions are imaginary), therefore solution will
never converge.
It is also obvious that if an equation has multiple roots, the root closest to the initial value will be found. To
find the other roots, a different initial value must be set. For example, in this problem, the other root is
x=-0.808143
INCREMENTAL SEARCH
Example 2. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use a tolerance of function error of 0.0002
Solution:
First, plot the equation as y=f(x).
y = 6 x 3 + x −2 − ln ( 3 x 2 )
x y
-1.50 -21.7151
-1.00 -6.0986
-0.50 3.5377
0.00 +∞
0.50 5.0377
1.00 5.9014
1.50 18.7849

Notice that the positive solution to the equation is somewhere near -1. It will be a
good initial value for the solution, proceed to incremental search.
INCREMENTAL SEARCH
Example 2. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use an a tolerance of function error of 0.0002
Solution:
Using x0 = −1 and start with  x = 0.1 y = 6 x 3 + x −2 − ln ( 3 x 2 )

Step Δx x y Step Δx x y
0 -1 -6.0986 9 -0.01 -0.65 0.4821
1 0.1 -0.9 -4.0273 10 -0.01 -0.66 0.3031
2 0.1 -0.8 -2.1618 11 -0.01 -0.67 0.1254
3 0.1 -0.7 -0.4024 12 -0.01 -0.68 -0.0512
4 0.1 -0.6 1.4048 13 0.001 -0.679 -0.0336
5 -0.01 -0.61 1.2155 14 0.001 -0.678 -0.0160
6 -0.01 -0.62 1.0289 15 0.001 -0.677 0.0017
7 -0.01 -0.63 0.8447 16 -0.0001 -0.6771 -0.0001
8 -0.01 -0.64 0.6625
At Step 16, a value of x=-0.6771 is acquired. The 9 significant figure answer -0.677094175, can be acquired
at Step 44.
INCREMENTAL SEARCH
Example 3. The maximum deflection is desired to be acquired for the beam shown.
The location of the maximum deflection must first be determined. The knowledge that
the slope of the beam is zero at max deflection will be used. The slope equation where
the slope is set to zero must then be solved. Use a tolerance of function error of 0.002.

10kN
3kN / m
13.5 x 2 3 x 3 10 ( x − 1)
2
67 C
 EI = 0 = − − − A
2 6 2 4 B

1.0m 3.0m
INCREMENTAL SEARCH
Example 3. The slope equation where the slope is set to zero must then be solved.
13.5 x 2 3 x 3 10 ( x − 1)
2
67
0= − − −
2 6 2 4
Solution:
Simplify first the equation to shorten the calculations
0 = 27 x 2 − 2 x 3 − 20 ( x − 1) − 67
2

0 = 27 x 2 − 2 x 3 − 20 x 2 + 40 x − 20 − 67
0 = −2 x 3 + 7 x 2 + 40 x − 87
0 = 2 x 3 − 7 x 2 − 40 x + 87
Plot the equation as y=f(x).
There are three possible roots as expected since the
equation is cubic. Among the roots, only the one near x=2
is within the beam (one is negative and the last one is
longer than the beam length). x=2 can be used as initial
value.
INCREMENTAL SEARCH
Example 3. The slope equation2 where the slope is set to zero must then be solved.
13.5 x 2 3 x 3 10 ( x − 1) 67
0= − − −
2 6 2 4
Solution:
Using x0 = 2 and start with  x = − 0.1 y = 2 x 3 − 7 x 2 − 40 x + 87
Step Δx x y Step Δx x y
0 2 -5.0000 11 0.01 1.89 -0.1022
1 -0.1 1.9 -0.5520 12 -0.001 1.889 -0.0571
2 -0.1 1.8 3.9840 13 -0.001 1.888 -0.0121
3 0.01 1.81 3.5268 14 -0.001 1.887 0.0330
4 0.01 1.82 3.0703 15 0.0001 1.8871 0.0285
5 0.01 1.83 2.6147 16 0.0001 1.8872 0.0239
6 0.01 1.84 2.1598 17 0.0001 1.8873 0.0194
7 0.01 1.85 1.7057 18 0.0001 1.8874 0.0149
8 0.01 1.86 1.2525 19 0.0001 1.8875 0.0104
9 0.01 1.87 0.8001 20 0.0001 1.8876 0.0059
10 0.01 1.88 0.3485 21 0.0001 1.8877 0.0014
10 significant answer, x=1.88773161, can be determined at Step 36.
INCREMENTAL SEARCH
Example 3. The slope equation2 where the slope is set to zero must then be solved.
13.5 x 2 3 x 3 10 ( x − 1) 67
0= − − −
2 6 2 4
Solution:
y = 2 x 3 − 7 x 2 − 40 x + 87
Algorithm can be improved by considering which Using x0 = 2 and start with  x = − 0.1
of the 2 previous trials is closer to the answer. Step Δx x y
Instead of always applying increment to the 0 2 -5.0000
previous trial value of x, compare the y value of 1 -0.1 1.9 -0.5520
the 2 previous values. Apply increment on the x 2 -0.1 1.8 3.9840
value whose y is closer to zero.
3 -0.01 1.89 -0.1022
4 -0.01 1.88 0.3485
For this problem, instead of 21 steps, the same 5 -0.001 1.889 -0.0571
accuracy can be achieved in only 10 steps. 6 -0.001 1.888 -0.0121
7 -0.001 1.887 0.0330
8 -0.0001 1.8879 -0.0076
9 -0.0001 1.8878 -0.0031
10 -0.0001 1.8877 0.0014
EXERCISES
1. Solve for the root with starting at x=3, Δx=+0.1 and tolerance of function error of 0.001
Ans: x= 3.26844 @ step 26
3 x − 5 x + 2 x − 8 x − 163 = 0
4 3 2

With additional algorithm @ step 18


2. Solve for the root with starting at x=0 and Δx=+0.1 and tolerance of function error of 0.00001
Ans: x= 0.19635 @ step 22
sin ( 5 x ) − cos ( 3 x ) = 0
With additional algorithm @ step 17
3. Solve for the root with starting at x=1 and Δx=+0.1 and tolerance of function error of 0.001

Ans: x= 1.297 @ step 11


3 x + ln ( 2 x ) − 6 = 0
2

With additional algorithm @ step 7


BISECTION METHOD
Bisection method is a numerical method for solving non-linear equations. Two points
are chosen as starting values. The points must contain the answer in between. To
check this, one of the values must result to a function value of positive while the other
must result to a negative. The next value that will be used is the mid point between
the previous two values, which is where the method’s name comes from. It can be
calculated by taking the average of the two values. Each iteration requires a pair from
which the next value will be computed. The new value needs a partner to compute the
next guess. Among the two previous values, use the value which gives a result with an
opposite sign compared to the result of the new value. Iteration process is repeated
until tolerance is reached.
an + bn
cn =
2
f ( cn ) f ( an )
if =− then an +1 = an otherwise an +1 = bn
f ( cn ) f ( an )

bn +1 = cn
BISECTION METHOD
To explain, take this very simplified analogous example. You are to guess Paul’s age (he
is 29 years old). When you guess, he will say whether the answer is higher or lower.
You give two guesses, 10 and 40. Paul says he is younger than 33. Remembering that
he is older than 25, the answer must be between 25
He says he is older than 10 but younger than 40.
and 33 (which is 29).
It is important that the answer must be between
the first two guesses. Your next guess is (25+33)/2=29

Adhering to similar technique to the Bisection Paul says you are correct
method, you take the average or midpoint of the
two guesses (10+40)/2=25
This is similar to how Bisection method works, but
Paul says that he is older than 25. This means that instead of asking Paul if the answer is correct, or
the answer must be between 25 and 40 because he lower, or higher, we will substitute the guess value
is younger than 40 (which is 29). to the equation.
Your next guess is (25+40)/2=32.5=33, let’s round
off the guess since the answer must be a whole
number
BISECTION METHOD
Example 4. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
First, initial values may be picked. In academic problems, initial values may be provided. If initial values are
not provided, solver may try out values. Another option is to graph the equation but that would require
more work. For this solution try using 2 and 4 as initial values.
Test if viable:
y ( 2 ) = 3 ( 2 ) − 5 ( 2 ) − 6 = −4
2

y ( 4 ) = 3 ( 4 ) − 5 ( 4 ) − 6 = 22
2

The starting pair is viable since one


results into a positive y and the other
negative.
BISECTION METHOD
Example 4. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002 (4,22)
Solution:
Graphing is not required, but to explain how the
method works, the graph will help. The answer will
give y=0. If one value gives a negative y and the other
positive y, the value that gives y=0 must be
somewhere in between.

(x,0)

(2,-4)
BISECTION METHOD
Example 4. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
Proceed now to iteration Step a b c y(a) y(b) y(c )
0 2 4 3 -4 22 6
With y less than 0.002, 1 2 3 2.5 -4 6 0.25
x=2.474854 can be 2 2 2.5 2.25 -4 0.25 -2.0625
accepted 3 2.5 2.25 2.375 0.25 -2.0625 -0.95313
4 2.5 2.375 2.4375 0.25 -0.95313 -0.36328
5 2.5 2.4375 2.46875 0.25 -0.36328 -0.05957
6 2.5 2.46875 2.484375 0.25 -0.05957 0.094482
7 2.46875 2.484375 2.476563 -0.05957 0.094482 0.017273
8 2.46875 2.476563 2.472656 -0.05957 0.017273 -0.02119
9 2.476563 2.472656 2.474609 0.017273 -0.02119 -0.00197
10 2.476563 2.474609 2.475586 0.017273 -0.00197 0.007648
11 2.474609 2.475586 2.475098 -0.00197 0.007648 0.002837
12 2.474609 2.475098 2.474854 -0.00197 0.002837 0.000432
BISECTION METHOD
Example 5. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use an a tolerance of function error of 0.0002
Solution:
Try -2 an -0.1 as starting values
Step a b c y(a) y(b) y(c )
0 -2 -0.1 -1.05 -50.23490665 103.5005579 -7.234913139
1 -0.1 -1.05 -0.575 103.5005579 -7.234913139 1.892076607
2 -1.05 -0.575 -0.8125 -7.234913139 1.892076607 -2.386802378
3 -0.575 -0.8125 -0.69375 1.892076607 -2.386802378 -0.292937354
4 -0.575 -0.69375 -0.634375 1.892076607 -0.292937354 0.764756389
5 -0.69375 -0.634375 -0.6640625 -0.292937354 0.764756389 0.230801668
6 -0.69375 -0.6640625 -0.67890625 -0.292937354 0.230801668 -0.031967392
7 -0.6640625 -0.67890625 -0.67148438 0.230801668 -0.031967392 0.099147746
8 -0.67890625 -0.67148438 -0.67519531 -0.031967392 0.099147746 0.033528547
9 -0.67890625 -0.67519531 -0.67705078 -0.031967392 0.033528547 0.000765871
10 -0.67890625 -0.67705078 -0.67797852 -0.031967392 0.000765871 -0.015604351
BISECTION METHOD
Example 5. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use an a tolerance of function error of 0.0002
Solution:

Step a b c y(a) y(b) y(c )


8 -0.67890625 -0.67148438 -0.67519531 -0.031967392 0.099147746 0.033528547
9 -0.67890625 -0.67519531 -0.67705078 -0.031967392 0.033528547 0.000765871
10 -0.67890625 -0.67705078 -0.67797852 -0.031967392 0.000765871 -0.015604351
11 -0.67705078 -0.67797852 -0.67751465 0.000765871 -0.015604351 -0.007420148
12 -0.67705078 -0.67751465 -0.67728271 0.000765871 -0.007420148 -0.003327367
13 -0.67705078 -0.67728271 -0.67716675 0.000765871 -0.003327367 -0.001280806
14 -0.67705078 -0.67716675 -0.67710876 0.000765871 -0.001280806 -0.000257482
15 -0.67705078 -0.67710876 -0.67707977 0.000765871 -0.000257482 0.000254191
16 -0.67710876 -0.67707977 -0.67709427 -0.000257482 0.000254191 -0.000001646

Value of x = -0.67709427 is now accepted


EXERCISES
1. Solve for the root starting at xa=1 and xb=4, and tolerance of function error of 0.001

3 x 4 − 5 x 3 + 2 x 2 − 8 x − 163 = 0 Ans: x= 3.268442154 @ step 18

2. Solve for the root starting at xa=0 and xb=1, and tolerance of function error of 0.00001
sin ( 5 x ) − cos ( 3 x ) = 0 Ans: x= 0.196350098 @ step 13

3. Solve for the root with starting at xa=1 and xb=3 and tolerance of function error of 0.001

3 x 2 + ln ( 2 x ) − 6 = 0 Ans: x= 1.297119141@ step 12


SECANT METHOD
Secant method is a numerical method for solving non-linear equations. It takes
advantage of the secants of the line to find the root.
Start with two guesses, x0 and x1 which
corresponds to results of y0 and y1.
Draw the secant that connects them and extend y0
it to the x axis. The value that it will hit will be the
next guess for x.
y0-y1
To compute it, use the y1 y − y1
= 0 y0
slope of the secant. x1 − x2 x0 − x1 y1
y2
The goal is to isolate the x0 − x1 y1
y1 = x1 − x2 y2
next guess value x2 y0 − y1 x2 x1 x0

x0 − x1
x2 = x1 − y1 x1-x2 x0-x1
y0 − y1
Compute for y2 using x2
y 2 = f ( x2 )
in the equation.
SECANT METHOD
Secant method is a numerical method for solving non-linear equations. It takes
advantage of the secants of the line to find the root.
Draw the secant that connects points 1 and 2,
then extend it to the x axis. The value that it will
hit will be the next guess for x (x3). y0

To compute it, use the y2 y − y2


= 1
slope of the secant. x2 − x3 x1 − x2 y0-y1
y0
x − x2 y1
y2 1 = x2 − x3
y1 − y 2 y1
y1-y2 y2
y2 y3
x − x2
Simplifying until x3 is x3 = x2 − y 2 1 x3 x2 x1 x0
isolated y1 − y 2
x2-x3 x1-x2 x0-x1
Compute for y3 using x3
y3 = f ( x3 )
in the equation
Notice how each iteration’s guess gets closer to the answer
SECANT METHOD
Secant method is a numerical method for solving non-linear equations. It takes
advantage of the secants of the line to find the root.
Take a look at the expressions used to calculate
x2 and x3.
Iteration 1 Iteration 2 y0

x −x x − x2
x2 = x1 − y1 0 1 x3 = x2 − y 2 1
y0 − y1 y1 − y 2 y0-y1
y0
The expression for the next trial value can thus y1
be generalized as: y1-y2
y1
x − xn −1 y2
xn +1 = xn − y n n x3 x2 x1 x0
y n − y n −1
Notice that the numerator and the denominator x2-x3 x1-x2 x0-x1
of the second term was multiplied by -1, it does
not change the equation. It is simply preferred
by authors.
SECANT METHOD
Example 6. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
First, initial values may be picked. In academic problems, initial values may be provided. If initial values are
not provided, solver may try out values. Another option is to graph the equation but that would require
more work. For this solution try using 2 and 4 as initial values. Unlike bisection method, secant method does
not require the guesses to enclose the answer.
x0 = 4 y0 ( 4 ) = 3 ( 4 ) − 5 ( 4 ) − 6 = 22
2

y1 ( 2 ) = 3 ( 2 ) − 5 ( 2 ) − 6 = −4
2
x1 = 2
xn − xn −1
xn +1 = xn − y n
y n − y n −1
x1 − x0
x2 = x1 − y1
y1 − y0
2−4
x2 = 2 − ( − 4 ) = 2.3076923 y 2 ( 2.3076923 ) = 3 ( 2.3076923 ) − 5 ( 2.3076923 ) − 6 = −1.5621302
2

−4 − 22
SECANT METHOD
Example 6. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
Step xn-1 xn yn-1 yn xn+1 yn+1
1 4 2 22 -4 2.307692 -1.56213
2 2 2.307692 -4 -1.56213 2.504854 0.298614
3 2.307692 2.504854 -1.56213 0.298614 2.473214 -0.01571
4 2.504854 2.473214 0.298614 -0.01571 2.474795 -0.00014

With y less than 0.002, x=2.474795 can be accepted. Note that for
the same problem and same starting points, Bisection method
passed at step 12 while the Secant method did it in 4.
5 2.474795152 2.474809641 -0.000142623 6.93723E-08 2.474809634 -3.1E-13
6 2.474809641 2.474809634 6.93723E-08 -3.0731E-13 2.474809634 0
The method converges quick as shown in Step 6
SECANT METHOD
Example 7. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use an a tolerance of function error of 0.0002
Solution:
Try -2 an -0.1 as starting values
xn − xn −1
xn +1 = xn − yn
yn − yn −1
Step xn-1 xn yn-1 yn xn+1 yn+1
1 -2 -0.1 -50.234906649788 103.500557897320 -1.379152215035 -16.955193154708
2 -0.1 -1.379152215035 103.500557897320 -16.955193154708 -1.199100430950 -11.110969419130
3 -1.379152215035 -1.199100430950 -16.955193154708 -11.110969419130 -0.856788097039 -3.200980557389
4 -1.199100430950 -0.856788097039 -11.110969419130 -3.200980557389 -0.718262601674 -0.721731523493
5 -0.856788097039 -0.718262601674 -3.200980557389 -0.721731523493 -0.677936593497 -0.014864775142
6 -0.718262601674 -0.677936593497 -0.721731523493 -0.014864775142 -0.677088573633 0.000098867407
EXERCISES
1. Solve for the root starting at x0=1 and x1=4, and tolerance of function error of 0.001

3 x 4 − 5 x 3 + 2 x 2 − 8 x − 163 = 0 Ans: x= 3.268442154 @ step 18

2. Solve for the root starting at x0=0 and x1=1, and tolerance of function error of 0.00001
sin ( 5 x ) − cos ( 3 x ) = 0 Ans: x= 0.196350098 @ step 13

3. Solve for the root with starting at x=1 and Δx=+0.1 and tolerance of function error of 0.001

3 x 2 + ln ( 2 x ) − 6 = 0 Ans: x= 1.297119141@ step 12


NEWTON-RAPHSON
Newton-Raphson method is a numerical method for solving non-linear equations. It
uses similar logic to the secant method but is generally superior. Instead of using the
slope of the secant, it uses the exact slope of the line at the current point. It is done by
taking the first derivative of the function.
Start with an initial guess x0 which corresponds
y0
to a result of y0 and its first derivative (slope) y’0. y'0

Draw the slope and extend it to the x axis. The


value that it will hit will be the next guess for x.
y0 y1
To compute it, use the y0
= y '0
value of the slope x0 − x1 y1
Simplify to isolate x1 y0
= x0 − x1 x1 x0
y '0
y0
x1 = x0 −
y '0
Compute for y1 using x1
y1 = f ( x1 )
in the equation
NEWTON-RAPHSON
Newton-Raphson method is a numerical method for solving non-linear equations. It
uses similar logic to the secant method but is generally superior. Instead of using the
slope of the secant, it uses the exact slope of the line at the current point. It is done by
taking the first derivative of the function.
If tolerance is not yet met, compute the new first
y0
derivative (slope) y’1.
Draw the slope and extend it to the x axis. The
value that it will hit will be the next guess for x.
y0 y1
To compute it, use the y1 y‘1
= y '1
value of the slope x1 − x2 y1 y2

Simplify to isolate x2 y1
= x1 − x2 x2 x1 x0
y '1
y
x2 = x1 − 1
y '1
Compute for y2 using x2
y 2 = f ( x2 )
in the equation
NEWTON-RAPHSON
Newton-Raphson method is a numerical method for solving non-linear equations. It
uses similar logic to the secant method but is generally superior. Instead of using the
slope of the secant, it uses the exact slope of the line at the current point. It is done by
taking the first derivative of the function.
Compare the expressions for the next guess value
y0
Iteration 0 Iteration 1
y y
x1 = x0 − 0 x2 = x1 − 1
y '0 y '1
y0 y1
It can be generalized as y‘1

y1 y2
yn
xn +1 = xn −
y 'n x2 x1 x0

Among the basic numerical methods for solving non-linear equations, Newton-Raphson is considered the
most powerful. However, it requires the first derivative of the function. It is does not make the solution more
difficult for manual calculations but it does for programming.
NEWTON-RAPHSON
Example 8. Find the positive solution to the equation 3x2 − 5x − 6 = 0 . Use an a tolerance
of function error of 0.002
Solution:
For Newton-Raphson method, the first step is to find the first derivative of the equation as a function.
let y = 3x2 − 5x − 6
then y ' = 6x − 5
Next, initial value may be picked. In academic problems, initial values may be provided. If initial values are
not provided, solver may try out values. Another option is to graph the equation but that would require
more work. For this solution try using 2 as initial value.
y1 ( 2 ) = 3 ( 2 ) − 5 ( 2 ) − 6 = −4 y '0 ( 2 ) = 6 ( 2 ) − 5 = 7
2
x0 = 2
yn y0 −4
xn +1 = xn − x1 = x0 − = 2− = 2.571428571
y 'n y '0 7
Step xn yn y'n xn+1 yn+1
0 2 -4 7 2.571428571 0.979592
1 2.571428571 0.979591837 10.42857143 2.477495108 0.02647
2 2.477495108 0.026470487 9.864970646 2.474811827 2.16E-05
NEWTON-RAPHSON
Example 9. Find the solution to the equation 6 x 3 + x −2 − ln ( 3 x 2 ) = 0 .
Use an a tolerance of function error of 0.0002
Solution:
Find the first derivative of the equation as a function
6x
y ' = 18 x 2 − 2 x −3 − 2 = 18 x 2 − 2 x −3 − 2 x −1
3x
Try -2 as starting value
y
xn +1 = xn − n
y 'n
Step xn yn y'n xn+1 yn+1
1 -2 -50.234906649788 73.25 -1.314199226224 -14.684744159816
2 -1.314199226224 -14.684744159816 33.491135163128 -0.875732626782 -3.558921604917
3 -0.875732626782 -3.558921604917 19.066075798143 -0.689070114654 -0.210811803478
4 -0.689070114654 -0.210811803478 17.561973343293 -0.677066235627 0.000493112657
5 -0.677066235627 0.000493112657 17.649175116727 -0.677094175327 3.3324E-09
EXERCISES
1. Solve for the root starting at x0=4, and tolerance of function error of 0.001

3 x 4 − 5 x 3 + 2 x 2 − 8 x − 163 = 0 Ans: x= 3.26844267840423 @ step 3

2. Solve for the root starting at x0=1, and tolerance of function error of 0.00001
sin ( 5 x ) − cos ( 3 x ) = 0 Ans: x= 0.98175716768929 @ step 1

3. Solve for the root with starting at x0=1 and tolerance of function error of 0.001

3 x 2 + ln ( 2 x ) − 6 = 0 Ans: x= 1.29702013386891 @ step 2

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