Numerical

techniques
(MA-201)
Numerical techniques (MA-201)
Prof. S.
Mukhopadhyay Lecture Notes-3-6
Iterative
methods

Bisection by
Method
Prof. Santwana Mukhopadhyay
Secant Method
and
Regula-Falsi
Method
Department of Mathematical Sciences
IIT(BHU), Varanasi
 Roots of transcendental equations

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techniques
(MA-201)

Prof. S.
Mukhopadhyay
Contents
Iterative
methods

Bisection
Method 1 Iterative methods for roots
Secant Method
and
Regula-Falsi
Method
2 Bisection Method

3 Secant Method and Regula-Falsi Method

 Introduction

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Prof. S. Finding a real root of Nonlinear Equation:

Mukhopadhyay

f (x ) = 0 (1.1)
Iterative
methods This is one of the most frequently occurring problems in practical
Bisection applications is to find the roots of equations of the form (1.1)
Method
where f : [a, b] → < is a given real valued nonlinear function.
Secant Method
and
A root ξ is called a simple root of f (x ) = 0, if f 0 (ξ) 6= 0. Then, we can
Regula-Falsi also write f (x ) = (x − ξ)g(x ), where g(x ) is bounded and g(ξ) 6= 0.
Method
It is well-known that not all nonlinear equations can be solved explicitly to
obtain the exact value of the roots and hence, we need to look for
methods to compute approximate value of the roots.
By approximate root to above equation, we mean a point x < for which
the value f(x) is very near to zero, ie., f (x ) ∼ 0.
 Introduction

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Prof. S.
Mukhopadhyay

Iterative
In this chapter, we introduce various methods to obtain an approximation
methods to a real root of an equation as above with f(x) being a continuous
Bisection nonlinear function, and we will consider the methods for determining the
Method roots of the equation (1.1), in which f(x) may be given explicitly as a
Secant Method polynomial of degree n in x or f (x ) may be defined implicitly as a
and
Regula-Falsi transcendental function. A transcendental equation f(x)=0, may have no
Method root, a finite or an infinite number of real or complex roots while a
polynomial equation f(x)=0 has exactly n (real or complex) roots.
 Continue

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The key idea in approximating the real roots of f (x ) = 0 consists of two
Prof. S.
Mukhopadhyay steps:
Step-1 (starting step): Take one or more points (arbitrarily or following a
Iterative procedure) xi [a, b] , ( i=0,1,2,..m), around a root of the equation (1.1).
methods
Consider xm as an approximation to the root of (1.1).
Bisection
Method
Step-2: (Improving Step): If xm is not ‘close’ to the required root, then
devise a procedure to obtain another point xm+1 that is ‘more close’ to the
Secant Method
and root than xm .
Regula-Falsi Repeat this step until we obtain a point xn , n>=m, which is ‘sufficiently
Method
close’ to the required root.
This process of improving the approximation to the root is called the
iterative process (or iterative procedure), and such methods are called
iterative methods.
In an iterative method, we obtain a sequence of numbers {xn} which is
expected to converge to the root of (1.1) as n → ∞.
 Continue

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We classify the iterative methods discussed in this chapter into two types,
Prof. S.
Mukhopadhyay namely,
(1) Closed Domain Methods: As the starting step, these methods need
Iterative the knowledge of an interval in which at least one root of the given
methods
nonlinear equation. Further iterations include the restriction of this
Bisection
Method
interval to smaller intervals in which root lies. These methods are also
called bracketing methods. Examples: the bisection method and the
Secant Method
and regula-falsi method.
Regula-Falsi
Method
(2) Open Domain Methods: The xi ’s mentioned in the starting step
above are chosen arbitrarily and the consecutive iterations are based on a
formula. In the case of closed domain methods, the difficult part is to
locate an interval containing a root. But, once this is done, the iterative
sequence will surely converge. We discuss secant method,
Newton-Raphson method and fixed point method, which are some of the
open domain methods.
 Intermediate value theorem

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Prof. S.
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Iterative If f(x) is a continuous function whose domain contains the

methods
interval [a, b], then it takes on any given value between f(a)
Bisection
Method and f(b) at some point within the interval.
Secant Method This has an important corollary:
and
Regula-Falsi If a continuous function has values of opposite sign inside an
Method
interval, then it has a root in that interval (Bolzano’s
theorem).
 Closed and Open domain methods

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Prof. S.
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Closed Domain Methods:
Iterative The idea behind the closed domain methods is to start with an interval
methods denoted by [a0 , b0 ] in which there exists at least one root of the given
Bisection nonlinear equations and then reduce the length of this interval iteratively
Method
with the condition that there is at least one root of the equation at each
Secant Method iteration. Note that the initial interval [a0 , b0 ] can be obtained using the
and
Regula-Falsi intermediate value theorem, and we always assume that the nonlinear
Method function f(x) is continuous and we check the condition that
f (a0 )f (b0 ) < 0. That is, f (a0 ), f (b0 ) are of opposite signs. The closed
domain methods differ from each other only by the way they go on
reducing the length of this interval at each iteration.
 Bisection Method

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If the function f (x ) satisfies f (a0 )f (b0 ) < 0, then the equation f (x ) = 0
Prof. S.
Mukhopadhyay has at least one real root or an odd number of real roots in the interval
(a0 , b0 ). If m1 = 12 (a0 + b0 ) is the mid point of this interval, then the root
Iterative will lie either in the interval (a0 , m1 ) or in the interval (m1 , b0 ) provided
methods
that f (m1 ) 6= 0. If f (m1 ) = 0, then m1 is the required root. Repeating
Bisection
Method
this procedure a number of times, we obtain the bisection method with
the formula:
Secant Method 1
and mk+1 = ak + (bk − ak ), k = 0, 1, ... (2.1)
Regula-Falsi 2
Method
where 
(ak , mk+1 ), if f (ak )f (mk+1 ) < 0,
(ak+1 , bk+1 ) =
(mk+1 , bk ), if f (mk+1 )f (bk ) < 0.
We take the midpoint of the last interval as an approximation to the root.
This method always converges, if f (x ) is continuous in the interval [a, b]
which contains the root.
 Example

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Mukhopadhyay

Iterative Example
methods

Bisection Let us find an approximate solution to the nonlinear equation

Method

Secant Method
and
sin x + x 2 − 1 = 0
Regula-Falsi
Method
using bisection method so that the resultant absolute error is
at most  = 0.125.
 Solution

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Sol. To apply Bisection method, we must choose an interval [a0 , b0 ] such
Prof. S. that the given function satisfies the hypothesis of bisection method. Note
Mukhopadhyay
that f satisfies hypothesis of bisection on the interval [0, 1]. In order to
Iterative achieve the required accuracy, we should first decide how many iterations
methods are needed. From the inequality (2.2), we have n ≥ 3.
Bisection
Method
Iteration 1: We have a0 = 0, b0 = 1. Thus x1 = 0.5. Since,
Secant Method
and f (x1 ) = −0.27 < 0, f (0) < 0 and f (1) > 0,
Regula-Falsi
Method
We take the next interval [a1 , b1 ] = [x1 , b0 ] = [0.5, 1].

Iteration 2: The mid-point of [0.5, 1] is x2 = 0.75. Since,

f (x2 ) = 0.24 > 0, f (0.5) < 0 and f (1) > 0,

Next, we take [a2 , b2 ] = [a1 , x2 ] = [0.5, 0.75].

 Solution contd.

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Prof. S.
Mukhopadhyay
Iteration 3: The mid-point of [0.5, 0.75] is x3 = 0.625. Since,
Iterative
methods

Bisection
f (x3 ) = −0.024 < 0, f (0.5) < 0 and f (0.75) > 0,
Method

Secant Method we take [a3 , b3 ] = [x3 , b2 ] = [0.625, 0.75].

and
Regula-Falsi Here, we find (|x3 − x2 |) = 0.125,  = 0.125
Method
Hence, we stop the iteration here and take the approximate
root of the given equation as the mid-point of the interval
[a3 , b3 ], which is x4 ≈ 0.6875.
 Convergence and Error Estimate of Bisection
Method
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Mukhopadhyay
Hypothesis: Let f : [a0 , b0 ] → R be a continuous function
such that the numbers f (a0 ) and f (b0 ) have opposite signs.
Iterative
methods

Bisection Conclusion:
Method
There exists an r ∈ (a0 , b0 ) such that f (r ) = 0 and the
Secant Method
and iterative sequence {xn } of the bisection method converges
Regula-Falsi
Method
to r .
For each n = 0, 1, 2, ..., we have the following error
estimate  n+1
1
|xn+1 − r | ≤ (b0 − a0 ).
2
 Proof

Numerical
techniques It directly follows from the construction of theintervals [an , bn ] that
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1 1 n

bn − an = (bn−1 − an−1 ) = ... = (b0 − a0 ).
Prof. S. 2 2
Mukhopadhyay
As a consequence, we get
Iterative
methods
lim (bn − an ) = 0.
Bisection n→∞
Method
By algebra of limits of sequences, we get
Secant Method
and lim an = lim bn .
Regula-Falsi n→∞ n→∞
Method
Since for each n = 0, 1, 2, ..., the number xn+1 is the mid-point of the
interval [an , bn ], we also have

an < xn+1 < bn .

Now by sandwich theorem for sequences, we conclude that the sequence

{xn } of mid- points also converges to the same limit as the sequences of
end-points.
 Proof contd.

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Thus we have
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Prof. S.
lim an = lim bn = lim xn = r (say).
n→∞ n→∞ n→∞
Mukhopadhyay

Iterative
Since for each n = 0, 1, 2, ..., we have f (an )f (bn ) < 0,,
methods applying limits on both sides of the inequality and using the
Bisection
Method
continuity of f , we get f (r )f (r ) ≤ 0.
Secant Method
From which we conclude that f (r ) = 0. That is, the sequence
and
Regula-Falsi
of mid-points {xn } defined by the bisection method converges
Method to a root of the nonlinear equation f (x ) = 0. Since the
sequences {an } and {bn } are non-decreasing and
non-increasing, respectively, for each n = 0, 1, 2, ..., we have
r ∈ [an , bn ]. Also, xn+1 is the mid-point of the interval
[an , bn ]. Therefore, we have
 n+1
1 1
|xn+1 − r | ≤ (bn − an ) = ... = (b0 − a0 ),
2 2
 Corollary

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Prof. S.
Mukhopadhyay Corollary
Iterative
methods
Let  > 0 be given. Let f satisfy the hypothesis of bisection
Bisection
method with the interval [a0 , b0 ]. Let xn be as in the bisection
Method
method, and r be the root of the nonlinear equation f (x ) = 0
Secant Method
and to which bisection method converges. Then |xn − r | ≤ 
Regula-Falsi
Method
whenever n satisfies
log (b0 − a0 ) − log 
n≥ . (2.2)
log 2
 Secant Method and Regula-Falsi Method

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Prof. S. In this method, we approximate the graph of the function y = f (x ) in the

Mukhopadhyay
neighborhood of the root by a straight line (secant) passing through the
Iterative points (xk−1 , fk–1 ) and (xk , fk ), where fk = f (xk ) and take the point of
methods intersection of this line with the x -axis as the next iterate. We thus obtain
xk − xk−1
Bisection xk+1 = xk − fk , k = 1, 2, ...
Method fk − fk−1
Secant Method or xk−1 fk − xk fk−1
and xk+1 = , k = 1, 2, ... (3.1)
Regula-Falsi fk − fk−1
Method
where xk–1 and xk are two consecutive iterates. In this method, we need
two initial approximations x0 and x1 . This method is also called the chord
method. If the approximations are chosen such that f (xk–1 )f (xk ) < 0 for
each k, then the method is known as Regula-Falsi method . Both these
methods require one function evaluation per iteration.
 Example

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Iterative
methods

Bisection Example
Method

Secant Method Determine the root correct to three decimal places with the
and
Regula-Falsi Secant method for the equation x 4 − x − 10.
Method
 Solution

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Sol. Let f (x ) = x 4 − x − 10. We find that
Prof. S.
Mukhopadhyay f (0) = –10, f (1) = –10, f (2) = 4.
Iterative
methods Hence, the smallest positive root lies in the interval (1, 2).
Bisection The Secant method gives the iteration scheme
Method

Secant Method xk − xk−1

and xk+1 = xk − fk , k = 1, 2, ...
Regula-Falsi
Method
fk − fk−1

With x0 = 1, x1 = 2, we obtain the sequence of iterates

x2 = 1.7143, x3 = 1.8385, x4 = 1.8578,

x5 = 1.8556, x6 = 1.8556.

The root correct to three decimal places is 1.856

 Task

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Mukhopadhyay
Task: Find a positive real root of each of the following
equations, corrcet upto 4 decimal places, by secant method:
Iterative
methods

Bisection x 4 − x − 10 = 0
Method

Secant Method
and
Regula-Falsi sinx + x 2 − 1 = 0
Method

Also apply bisection method and Regula-Falsi method to find

the root with same accuracy, and compare thre three methods
with the no of iterations performed.
********