Chapter 6

Open Methods
 Open Methods
• 6.1 Simple Fixed-Point Iteration
• 6.2 Newton-Raphson Method*
• 6.3 Secant Methods*
• 6.4 MATLAB function: fzero
• 6.5 Polynomials
 Open Methods
• There exist open methods which do
not require bracketed intervals
• Newton-Raphson method, Secant
Method, Muller’s method, fixed-point
iterations
• First one to consider is the fixed-point
method
• Converges faster but not necessary
converges
Bracketing and Open Methods
Fixed-Point Iteration
• First open method is fixed point
iteration
• Idea: rewrite original equation f(x) =
0 into another form x = g(x).
• Use iteration xi+1 = g(xi ) to find a
value that reaches convergence
x2  3
x2  2x  3  0  x 
• Example: 2
sin x  0  x  sin x  x
 Simple
f(x) = 0
Fixed-Point
Iteration

Two Alternative
Graphical Methods

f1(x) = f2(x)

f(x) = f1(x) – f2(x) = 0

 Fixed-
Point
Iteration

Convergent

Divergent
 Steps of Fixed-Point Iteration
x = g(x), f(x) = x - g(x) = 0
• Step 1: Guess x0 and calculate y0 = g(x0).

• Step 2: Let x1 = g(x0)

• Step 3:Examining if x1 is the solution of

f(x) = 0.

• Step 4. If not, repeat the iteration, x0 = x1

 Newton’s Method
• King of the root-finding
methods
• Newton-Raphson method
• Based on Taylor series
expansion

f   
f  xi 1   f  xi   f  xi   xi 1  xi  
  xi 1  xi   
2

2!
 Newton-Raphson
Method
Truncate the Taylor series to get
f  xi  1   f  xi   f  xi   xi  1  xi 
At the root, f(xi+1) = 0 , so
0  f  xi   f  xi   xi  1  xi 
f  xi 
xi  1  xi 
f  x i 
Newton-Raphson Method
Newton-Raphson Method
f ( x)  x  3 x  4  0
4

False position - secant line

Newton’s method - tangent line

root
x* xi+1 xi
 Newton Raphson Method
• Step 1: Start at the point (x1, f(x1)).
• Step 2 : The intersection of the tangent of f(x) at
this point and the x-axis.
x2 = x1 - f(x1)/f `(x1)
• Step 3: Examine if f(x2) = 0
or abs(x2 - x1) < tolerance,
• Step 4: If yes, solution xr = x2
If not, x1 x2, repeat the iteration.
 Newton’s Method
• Note that an evaluation of the derivative
(slope) is required
• You may have to do this numerically

• Open Method – Convergence depends on

the initial guess (not guaranteed)
• However, Newton method can converge
very quickly (quadratic convergence)
Script file: Newtraph.m
 Bungee Jumper Problem
• Newton-Raphson method
• Need to evaluate the function and its
derivative
mg  gc d 
f (m)  tanh t   v ( t )
cd  m 
df ( m ) 1 g  gcd  g  gc d 
 
tanh 
t  t sec h 
2
t 
dt 2 mc d  m  2m  m 

Given cd = 0.25 kg/m, v = 36 m/s, t = 4 s, and g = 9.81 m2/s,

determine the mass of the bungee jumper
 Bungee Jumper Problem
>> y=inline('sqrt(9.81*m/0.25)*tanh(sqrt(9.81*0.25/m)*4)-36','m')
y =
Inline function:
y(m) = sqrt(9.81*m/0.25)*tanh(sqrt(9.81*0.25/m)*4)-36
>> dy=inline('1/2*sqrt(9.81/(m*0.25))*tanh(sqrt(9.81*0.25/m)*4)-
9.81/(2*m)*4*sech(sqrt(9.81*0.25/m)*4)^2','m')
dy =
Inline function:
dy(m) = 1/2*sqrt(9.81/(m*0.25))*tanh(sqrt(9.81*0.25/m)*4)-
9.81/(2*m)*4*sech(sqrt(9.81*0.25/m)*4)^2
>> format short; root = newtraph(y,dy,140,0.00001)
root =
142.7376
 Multiple Roots
• A multiple root (double, triple, etc.) occurs
where the function is tangent to the x axis

single root double roots

Examples of
Multiple
Roots
 Multiple Roots
• Problems with multiple roots
• The function does not change sign at
even multiple roots (i.e., m = 2, 4, 6, …)
• f (x) goes to zero - need to put a zero
check for f(x) in program
• slower convergence (linear instead of
quadratic) of Newton-Raphson and
secant methods for multiple roots
 Modified Newton-Raphson
Method
• When the multiplicity of the root is known
f ( xi )
xi  1  xi  m
f ( xi )
• Double root : m = 2
• Triple root : m = 3
• Simple, but need to know the multiplicity m
• Maintain quadratic convergence

See MATLAB solutions

Multiple Root with Multiplicity m
f(x)=x5  11x4 + 46x3  90x2 + 81x  27

double root

three roots

Multiplicity m
m = 1 : single root
m = 2 : double root
m = 3: triple root
 Modified
Newton’s
Method
Can be used for
both single and
multiple roots
(m = 1: original
Newton’s method)

m =1: single root

m=2, double root
m=3 triple root
etc.
 Original Newton’s method Modified Newton’s Method
m=1 m=2
» multiple1('multi_func','multi_dfunc'); » multiple1('multi_func','multi_dfunc');
enter multiplicity of the root = 1 enter multiplicity of the root = 2
enter initial guess x1 = 1.3 enter initial guess x1 = 1.3
allowable tolerance tol = 1.e-6 allowable tolerance tol = 1.e-6
maximum number of iterations max = 100 maximum number of iterations max = 100
Newton method has converged Newton method has converged
step x y step x y
1 1.30000000000000 -0.442170000000004 1 1.30000000000000 -0.442170000000004
2 1.09600000000000 -0.063612622209021 2 0.89199999999999 -0.109259530656779
3 1.04407272727272 -0.014534428477418 3 0.99229251101321 -0.000480758689392
4 1.02126549372889 -0.003503591972482 4 0.99995587111371 -0.000000015579900
5 1.01045853297516 -0.000861391389428 5 0.99999999853944 -0.000000000000007
6 1.00518770530932 -0.000213627276750 6 1.00000060664549 -0.000000000002935
7 1.00258369467652 -0.000053197123947
8 1.00128933592285 -0.000013273393044
9 1.00064404356011 -0.000003315132176
10 1.00032186610620 -0.000000828382262
11 1.00016089418619 -0.000000207045531
12 1.00008043738571 -0.000000051755151
Double root : m = 2
13 1.00004021625682 -0.000000012938003
14 1.00002010751461 -0.000000003234405
15 1.00001005358967 -0.000000000808605
16 1.00000502663502 -0.000000000202135
f(x) = x5  11x4 + 46x3 
17 1.00000251330500 -0.000000000050527
18 1.00000125681753 -0.000000000012626 90x2 + 81x  27 = 0
19 1.00000062892307 -0.000000000003162
 Modified Newton’s Method
with u = f / f
• A more general modified Newton-Raphson
method for multiple roots
f(x) f ( x )  ( x  x*)m
u
f ( x ) f ( x )  m ( x  x*)m  1
u( xi ) f(x) x  x *
 xi  1  xi  u(x)  
u( xi ) f (x) m
• u(x) contains only single roots even though
f(x) may have multiple roots
f  x i  f  x i 
xi  1  xi 
 f  xi    f  xi  f  xi 
 2
Modified Newton’s method with u = f / f 
function f = multi_func(x)
% Exact solutions: x = 1 (double) and 2 (triple)
f = x.^5 - 11*x.^4 + 46*x.^3 - 90*x.^2 + 81*x - 27;

function f_pr = multi_pr(x)

% First derivative f'(x)
f_pr = 5*x.^4 - 44*x.^3 + 138*x.^2 - 180*x + 81;

function f_pp = multi_pp(x)

% Second-derivative f''(x)
f_pp = 20*x.^3 - 132*x.^2 + 276*x - 180;

>> [x, f] = multiple2('multi_func','multi_dfunc','multi_ddfunc');

enter initial guess: xguess = 0
allowable tolerance: es = 1.e-6
Double root
maximum number of iterations: maxit = 100 at x = 1
Newton method has converged
step x f df/dx d2f/dx2
1 0.00000000000000 -27.000000000000000 81.000000000000000 -180.000000000000000
2 1.28571428571429 -0.411257214255940 -2.159100374843831 -0.839650145772595
3 1.08000000000002 -0.045298483200014 -1.061683200000175 -10.690559999999067
4 1.00519480519482 -0.000214210129556 -0.082148747927818 -15.627914214305775
5 1.00002034484531 -0.000000003311200 -0.000325502624349 -15.998535200938932
6 1.00000000031772 0.000000000000000 -0.000000005083592 -15.999999977123849
7 1.00000000031772 0.000000000000000 -0.000000005083592 -15.999999977123849
Original Newton’s method (m = 1)
f(x) = x5  11x4 + 46x3  90x2 + 81x  27 = 0
>> [x,f] = multiple1('multi_func','multi_dfunc');
enter multiplicity of the root = 1
enter initial guess: xguess = 10
allowable tolerance: es = 1.e-6 Triple Root at x = 3
maximum number of iterations: maxit = 200
Newton method has converged
step x f df/dx
1 10.00000000000000 27783.000000000000000 18081.000000000000000
2 8.46341463414634 9083.801268988610900 7422.201416184873800
3 7.23954576295397 2966.633736828044700 3050.171568370705200
4 6.26693367529599 967.245352637683710 1255.503689063504700
5 5.49652944545325 314.604522684684700 517.982397606370110
6 4.88916416791005 101.981559887686160 214.391058318088990
7 4.41348406871311 32.905501521441806 89.118850798301651
8 4.04425240530314 10.553044477409856 37.250604948102705
9 3.76095379868689 3.358869623128157 15.675199755246240
10 3.54667457573766 1.059579469957555 6.646809147676663
… …….. …… …..
130 2.99988506446967 -0.000000000006168 0.000000158497869
131 2.99992397673381 -0.000000000001762 0.000000069347379
132 2.99994938715307 -0.000000000000426 0.000000030737851
133 2.99996325688118 -0.000000000000085 0.000000016199920
134 2.99996852018682 0.000000000000000 0.000000011891075
135 2.99996852018682 0.000000000000000 0.000000011891075
 Modified Newton’s method
f(x) = x5  11x4 + 46x3  90x2 + 81x  27 = 0
>> [x,f] = multiple2('multi_func','multi_dfunc','multi_ddfunc');
enter initial guess: xguess = 10
allowable tolerance: es = 1.e-6
maximum number of iterations: maxit = 100 Triple root at x = 3
Newton method has converged
step x f df/dx d2f/dx2
1 10.00000000000000 27783.000000000000000 18081.000000000000000 9380.000000000000000
2 2.42521994134897 -0.385717068699165 1.471933198691602 -1.734685930313219
3 2.80435435817775 -0.024381150764611 0.346832001230098 -3.007964394244482
4 2.98444590681717 -0.000014818785758 0.002843242444783 -0.361760865258020
5 2.99991809093254 -0.000000000002188 0.000000080500286 -0.001965495593481
6 2.99999894615774 -0.000000000000028 0.000000000013529 -0.000025292161013
7 2.99999841112323 0.000000000000000 0.000000000030582 -0.000038132921304

 Original Newton-Raphson method required 135 iterations

 Modified Newton’s method converged in only 7 iterations
 Convergence of Newton’s
Method
• The error of the Newton-Raphson method (for single
root) can be estimated from
1
f ( x )  f ( xk )  ( x  xk ) f ' ( xk )  ( x  xk )2 f (  )
2
1
f ( x*)  0  f ( xk )  ( x *  xk ) f ' ( xk )  ( x *  xk )2 f (  )
2
f ( xk ) f (  )
 x*  xk   ( x *  xk ) 2

f ' ( xk ) 2 f ' ( xk )
    
xk+1

x *  xk  1  f  x *   k  1
  2 Quadratic
 x *  x k  2 f  x *   k
2
convergence
 Newton-Raphson
Method
Although Newton-Raphson converges very
rapidly, it may diverge and fail to find roots
1) if an inflection point (f’’=0) is near the root
2) if there is a local minimum or maximum (f’=0)
3) if there are multiple roots
4) if a zero slope is reached

Open Method, Convergence not guaranteed

Newton-Raphson
Method

Examples of poor convergence

 Secant Method

 Use secant line instead of tangent line at f(xi)

 Secant Method
• The formula for the secant method is

f ( x i )( x i  1  x i )
xi1  xi 
f ( xi 1 )  f ( xi )
• Notice that this is very similar to the false
position method in form
• Still requires two initial estimates
• But it doesn't bracket the root at all times
- there is no sign test
False-Position and Secant Methods
 Algorithm for Secant method
• Open Method
1. Begin with any two endpoints [a, b] = [x0 ,
x1]
2. Calculate x2 using the secant method
formula x  x  f ( x i )( x i  1  x i )
i1 i
f ( xi 1 )  f ( xi )
3. Replace x0 with x1, replace x1 with x2 and
repeat from (2) until convergence is
reached
• Use the two most recently generated points
in subsequent iterations (not a bracket
 Secant Method
• Advantage of the secant method -
• It can converge even faster and it
doesn’t need to bracket the root

• Disadvantage of the secant method -

• It is not guaranteed to converge!
• It may diverge (fail to yield an
answer)
Convergence not Guaranteed
2

1.5
y = ln x
1

0.5

ln(x)
0
secant
-1 0 1 2 3 4 5 6 7

-0.5

-1
no sign check,
-1.5
may not bracket the root
-2
 Secant method False position method

» [x1 f1]=secant('my_func',0,1,1.e-15,100); » [x2 f2]=false_position('my_func',0,1,1.e-15,100);

secant method has converged false_position method has converged
step x f step xl xu x f
1.0000 0 1.0000 1.0000 0 1.0000 0.5000 -0.3750
2.0000 1.0000 -1.0000 2.0000 0 0.5000 0.3636 -0.0428
3.0000 0.5000 -0.3750 3.0000 0 0.3636 0.3487 -0.0037
4.0000 0.2000 0.4080 4.0000 0 0.3487 0.3474 -0.0003
5.0000 0.3563 -0.0237 5.0000 0 0.3474 0.3473 0.0000
6.0000 0.3477 -0.0011 6.0000 0 0.3473 0.3473 0.0000
7.0000 0.3473 0.0000 7.0000 0 0.3473 0.3473 0.0000
8.0000 0.3473 0.0000 8.0000 0 0.3473 0.3473 0.0000
9.0000 0.3473 0.0000 9.0000 0 0.3473 0.3473 0.0000
10.0000 0.3473 0.0000 10.0000 0 0.3473 0.3473 0.0000
11.0000 0 0.3473 0.3473 0.0000
12.0000 0 0.3473 0.3473 0.0000
13.0000 0 0.3473 0.3473 0.0000
14.0000 0 0.3473 0.3473 0.0000
15.0000 0 0.3473 0.3473 0.0000
16.0000 0 0.3473 0.3473 0.0000
f ( x)  x 3  3 x  1  0
Secant method may converge even faster and it doesn’t
need to bracket the root

Secant method

False
position
Similarity & Difference b/w F-P & Secant Methods

False-point method Secant method

• Starting two points. • Starting two points.
• Similar formula • Similar formula
xm = xu - f(xu)(xu-xl)/(f(xu)- f(xl)) x3= x2-f(x2)(x2-x1)/(f(x2)- f(x1))
___________________________ ___________________________
• Next iteration: points replace- • Next iteration: points replace-
ment: if f(xm)*f(xl) <0, then ment: always x1 = x2 & x2
xu = xm else xl = xm. =x3.
• Require bracketing. • no requirement of bracketing.
• Faster convergence
• Always converge • May not converge
 Convergence criterion 10 -14

Bisection -- 47 iterations

False position -- 15 iterations

Secant -- 10 iterations

Newton’s -- 6 iterations

Bisection
False
position

Secant
Newton’s
Modified Secant Method
• Use fractional perturbation instead of
two arbitrary values to estimate the
derivative
f ( x i  x i )  f ( x i )
f ( x i ) 
x i

•  is a small perturbation fraction (e.g.,

xi/xi = 106)
x i f ( x i )
xi1  xi 
f ( x i  x i )  f ( x i )
MATLAB Function: fzero
• Bracketing methods – reliable but
slow
• Open methods – fast but possibly
unreliable
• MATLAB fzero – fast and reliable
• fzero: find real root of an equation
(not suitable for double root!)
fzero(function, x0)
fzero(function, [x0 x1])
>> root=fzero('multi_func',-10) fzero unable to find the double root of
root = f(x) = x5  11x4 + 46x3  90x2 + 81x  27 = 0
2.99997215011186
>> root=fzero('multi_func',1000)
root =
2.99996892915965
>> root=fzero('multi_func',[-1000 1000])
root =
2.99998852581534
>> root=fzero('multi_func',[-2 2])
??? Error using ==> fzero
The function values at the interval endpoints must differ in sign.

>> root=multiple2('multi_func','multi_dfunc','multi_ddfunc');
enter initial guess: xguess = -1
allowable tolerance: es = 1.e-6
maximum number of iterations: maxit = 100
Newton method has converged
step x f df/dx d2f/dx2
1 -1.00000000000000 -256.000000000000000 448.000000000000000 -608.000000000000000
2 1.54545454545455 -0.915585746130091 -1.468752134417059 5.096919609316331
3 1.34838709677419 -0.546825709009667 -2.145926990290406 1.190673693397343
4 1.12513231297383 -0.103193137485462 -1.484223690473826 -8.078669685137726
5 1.01327476262380 -0.001381869252874 -0.206108293568889 -15.056858096928863
6 1.00013392759869 -0.000000143464007 -0.002142195919063 -15.990358504281403
7 1.00000001342083 0.000000000000000 -0.000000214733291 -15.999999033700192
8 1.00000001342083 0.000000000000000 -0.000000214733291 -15.999999033700192
 fzero and optimset functions
>> options=optimset('display','iter');
>> [x fx]=fzero('manning',50,options)
Func-count x f(x) Procedure
1 50 -14569.8 initial
2 48.5858 -14062 search
3 51.4142 -15078.3 search Search in both
4 48 -13851.9 search directions x0  x
5 52 -15289.1 search
for sign change
... ... ...
18 27.3726 -6587.13 search
19 72.6274 -22769.2 search
20 18 -3457.1 search Find sign change
21 82 -26192.5 search
22 4.74517 319.67 search after 22 iterations
Looking for a zero in the interval [4.7452, 82]
23 5.67666 110.575 interpolation
24 6.16719 -5.33648 interpolation
25 6.14461 0.0804104 interpolation
26 6.14494 5.51498e-005 interpolation
27 6.14494 -1.47793e-012 interpolation
28 6.14494 3.41061e-013 interpolation
29 6.14494 -5.68434e-013 interpolation
Zero found in the interval: [4.7452, 82].
x =
6.14494463443476
fx =
3.410605131648481e-013 Switch to secant (linear) or inverse
quadratic interpolation to find root
 Root of Polynomials
• Bisection, false-position, Newton-Raphson,
secant methods cannot be easily used to
determine all roots of higher-order
polynomials

• Muller’s method (Chapra and Canale, 2002)

• Bairstow method (Chapra and Canale, 2002)

• MATLAB function: roots

Secant and Muller’s Method
 Muller’s Method
y(x)
Secant line

x1 x3 x2
x
Parabola

 Fit a parabola (quadratic) to exact curve

 Find both real and complex roots (x2 + rx + s = 0 )
 MATLAB Function: roots
• Recast the root evaluation task as an
eigenvalue problem (Chapter 20)
• Zeros of a nth-order polynomial

p( x )  c n x n  c n 1 x n 1    c 2 x 2  c 1 x  c 0
coefficien t vector c   c n , c n1 ,  , c 2 , c 1 , c0 

r = roots(c) - roots
c = poly(r) - inverse function
 Roots of Polynomial
• Consider the 6th-order polynomial
f ( x )  x 6  6 x 5  14 x 4  10 x 3  111 x 2  56 x  156  0
x r  1,  2, 2, 3, 2  3 i (4 real and 2 complex roots)

>> c = [1 -6 14 10 -111 56 156];

>> r = roots(c)
r =
2.0000 + 3.0000i
2.0000 - 3.0000i
3.0000
2.0000
-2.0000
-1.0000
>> polyval(c, r), format long g
ans =
1.36424205265939e-012 + 4.50484094471904e-012i
1.36424205265939e-012 - 4.50484094471904e-012i
-1.30739863379858e-012
1.4210854715202e-013
7.105427357601e-013
5.6843418860808e-014
Verify f(xr) =0
f(x) = x5  11x4 + 46x3  90x2 + 81x  27 = (x  1)2(x  3)3

>> c = [1 -11 46 -90 81 -27];

r = roots(c)
r =
3.00003350708868
2.99998324645566 + 0.00002901794688i
2.99998324645566 - 0.00002901794688i
1.00000000000000 + 0.00000003325168i
1.00000000000000 - 0.00000003325168i
 CVEN 302-501
Homework No. 5
• Chapter 5
• Problem 5.10 b) & c) (25)(using MATLAB
Programs)
• Chapter 6
• Problem 6.3 (Hand Calculations for parts (b),
(c), (d))(25)
• Problem 6.7 (MATLAB Program) (25)
• Problem 6.9 (MATLAB program) (25)
• Problem 6.16 (use MATLAB function fzero)
(25)
• Due on Monday 09/29/08 at the beginning of
the period