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    Tutorial Python 2

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    andre
    This document discusses open methods for solving equations numerically, including fixed-point iteration, Newton-Raphson, secant, and modified secant methods. It provides examples of implementing these methods in MATLAB and discusses their advantages and limitations. The key points are: 1) Open methods do not require bracketing a root but may diverge; 2) Newton-Raphson uses function and derivative evaluations to quickly converge; 3) Secant methods approximate derivatives to handle cases where derivatives are difficult; 4) MATLAB's fzero function implements robust root-finding algorithms.

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    Tutorial Python 2

    Uploaded by

    andre
    58 views29 pages
    This document discusses open methods for solving equations numerically, including fixed-point iteration, Newton-Raphson, secant, and modified secant methods. It provides examples of implementing these methods in MATLAB and discusses their advantages and limitations. The key points are: 1) Open methods do not require bracketing a root but may diverge; 2) Newton-Raphson uses function and derivative evaluations to quickly converge; 3) Secant methods approximate derivatives to handle cases where derivatives are difficult; 4) MATLAB's fzero function implements robust root-finding algorithms.

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    This document discusses open methods for solving equations numerically, including fixed-point iteration, Newton-Raphson, secant, and modified secant methods. It provides examples of implementing these methods in MATLAB and discusses their advantages and limitations. The key points are: 1) Open methods do not require bracketing a root but may diverge; 2) Newton-Raphson uses function and derivative evaluations to quickly converge; 3) Secant methods approximate derivatives to handle cases where derivatives are difficult; 4) MATLAB's fzero function implements robust root-finding algorithms.

    Copyright:

    © All Rights Reserved
    Download as PPTX, PDF, TXT or read online from Scribd
    Download as pptx, pdf, or txt
    58 views29 pages

    Tutorial Python 2

    Uploaded by

    andre
    This document discusses open methods for solving equations numerically, including fixed-point iteration, Newton-Raphson, secant, and modified secant methods. It provides examples of implementing these methods in MATLAB and discusses their advantages and limitations. The key points are: 1) Open methods do not require bracketing a root but may diverge; 2) Newton-Raphson uses function and derivative evaluations to quickly converge; 3) Secant methods approximate derivatives to handle cases where derivatives are difficult; 4) MATLAB's fzero function implements robust root-finding algorithms.

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    of 29

    Calculo Numérico I

    Raíces de ecuaciones:
    Métodos Abiertos

    Dr. Luis Sanchez


    Objectives
    • Recognizing the difference between bracketing and open
    methods for root location.
    • Understanding the fixed-point iteration method and how
    you can evaluate its convergence characteristics.
    • Knowing how to solve a roots problem with the Newton-
    Raphson method.
    • Knowing how to implement both the secant and the
    modified secant methods.
    • Knowing how to use MATLAB’s fzero function to estimate
    roots.
    • Learning how to manipulate and determine the roots of
    polynomials with MATLAB.
    Open Methods
    • Open methods differ from bracketing methods, in
    that open methods require only a single starting
    value or two starting values that do not necessarily
    bracket a root.
    • Open methods may diverge as the computation
    progresses, but when they do converge, they usually
    do so much faster than bracketing methods.
    Graphical Comparison of Methods

    a) Bracketing method
    b) Diverging open method
    c) Converging open method - note speed!
    1. Simple Fixed-Point Iteration
    • Rearrange the function f(x)=0 so that x is on the left-
    hand side of the equation: x=g(x)
    • Use the new function g to predict a new value of x -
    that is, xi+1=g(xi)
    • The approximate error is given by:

    x i1  x i
    a  100%
    x i1


    Example

    • Solve f(x)=e-x-x
    • Re-write as x=g(x) by isolating x
    (example: x=e-x)
    • Start with an initial guess (here, 0)
    I xi |a| % |t| % |t|i/|t|i-1
    0 0.0000 100.000
    1 1.0000 100.000 76.322 0.763
    2 0.3679 171.828 35.135 0.460
    3 0.6922 46.854 22.050 0.628
    4 0.5005 38.309 11.755 0.533

    • Continue until some tolerance


    is reached
    Convergence
    Convergence of the simple
    fixed-point iteration
    method requires that the
    derivative of g(x) near the
    root has a magnitude less
    than 1.

    a) Convergent, 0≤g’<1
    b) Convergent, -
    1<g’≤0
    c) Divergent, g’>1
    d) Divergent, g’<-1
    2. Newton-Raphson Method
    (Also known as Newton’s Method)

    Given an initial guess of the root x0, Newton-Raphson


    method uses information about the function and its
    derivative at that point to find a better guess of the
    root.

    Assumptions:
    • f(x) is continuous and the first derivative is known
    • An initial guess x0 such that f’(x0)≠0 is given
    Newton Raphson Method
    - Graphical Depiction -
    If the initial
    guess at the root
    is xi, then a
    tangent to the
    function of xi that
    is f’(xi) is
    extrapolated
    down to the x-
    axis to provide
    an estimate of the
    root at xi+1.
    Derivation of Newton’s Method

    The Newton-Raphson method can be derived on the basis of this geometrical


    interpretation. As the first derivative at x is equivalent to the slope:
    Newton’s Method

    Given f ( x), f ' ( x), x0


    Assumpution f ' ( x0 )  0
    ______________________
    for i  0: n
    f ( xi )
    xi 1  xi 
    f ' ( xi )
    end
    Example
    Find a zero of the function f(x)  x 3  2 x 2  x  3 , x0  4
    f ' (x)  3x 2  4 x  1
    f ( x0 ) 33
    Iteration 1 : x1  x0   4 3
    f ' ( x0 ) 33
    f ( x1 ) 9
    Iteration 2 : x2  x1   3   2.4375
    f ' ( x1 ) 16
    f ( x2 ) 2.0369
    Iteration 3 : x3  x2   2.4375   2.2130
    f ' ( x2 ) 9.0742
    Example
    k (Iteration) xk f(xk) f’(xk) xk+1 |xk+1 –xk|

    0 4 33 33 3 1

    1 3 9 16 2.4375 0.5625

    2 2.4375 2.0369 9.0742 2.2130 0.2245

    3 2.2130 0.2564 6.8404 2.1756 0.0384

    4 2.1756 0.0065 6.4969 2.1746 0.0010


    Example:
    Use the Newton-Raphson method to estimate the
    root of

    the true value of the root: 0.56714329


    Example
    Implement a .M file to use the Newthon-Raphson method to
    determine the mass of the bungee jumper with a drag coefficient of
    0.25kg/m to have a velocity of 36m/s after 4 s of free fall. The
    acceleration of gravity is 9.81m/s2.
    Matlab Code for Newton Raphson Method
    function [root,ea,iter] = newtraph(func,dfunc,xr,es,maxit,varargin)
    % input:
    % func = name of function
    % dfunc = name of derivative of function
    % xr = initial guess
    % es = desired relative error (default = 0.0001%)
    % maxit = maximum allowable iterations (default = 50)
    % p1,p2,... = additional parameters used by function
    % output:
    % root = real root
    % ea = approximate relative error (%)
    % iter = number of iterations
    if nargin<3
    error('at least 3 input arguments required');
    end
    if nargin<4||isempty(es)
    es=0.0001;
    end
    if nargin<5||isempty(maxit)
    maxit = 50;
    end
    iter = 0;
    while (1)
    xrold = xr;
    xr = xr-func(xr)/dfunc(xr);
    iter = iter + 1;
    if xr ~= 0
    ea = abs((xr-xrold)/xr)*100;
    end
    if ea <= es | iter >= maxit,
    break;
    end
    end
    root = xr;

    >> y = @(m) sqrt(9.81*m/0.25)*tanh(sqrt(9.81*0.25/m)*4)-36;


    >> dy=@(m) 1/2*sqrt(9.81/(m*0.25))*tanh((9.81*0.25/m)^(1/2)*4)-
    9.81/(2*m)*sech(sqrt(9.81*0.25/m)*4)^2;
    >> newtraph(y,dy,140,0.00001)
    Drawbacks
    Four cases where the Newton-Raphson method exhibits poor
    convergence.

    a) Inflection point ( f ″ (x) = 0) occurs in the vicinity of a root.


    b) The Newton-Raphson technique to oscillate around a local maximum or
    minimum.
    c) Initial guess that is close to one root can jump to a location several roots away.
    d) Solution shoots off horizontally and never hits the x axis.
    Secant Methods
    • A potential problem in implementing the Newton-
    Raphson method is the evaluation of the derivative -
    there are certain functions whose derivatives may be
    difficult or inconvenient to evaluate.
    • For these cases, the derivative can be approximated
    by a backward finite divided difference:

    f (x i1 )  f (x i )
    f (x i ) 
    '

    x i1  x i

    
    Secant Methods
    • Substitution of this approximation for the derivative
    to the Newton-Raphson method equation gives:
    f (x i )x i1  x i 
    x i1  x i 
    f (x i1)  f (x i )

    • Note - this method requires two initial estimates of x


    but does not require an analytical expression of the
    
    derivative.
    Secant Method
    Assumption s :
    Two initial points xi and xi 1
    such that f ( xi )  f ( xi 1 )
    New estimate (Secant Method) :
    ( xi  xi 1 )
    xi 1  xi  f ( xi )
    f ( xi )  f ( xi 1 )
    Secant Method - Flowchart

    x0 , x1 , i  1

    ( xi  xi 1 )
    xi 1  xi  f ( xi ) ;
    f ( xi )  f ( xi 1 )
    i  i 1

    NO Yes
    xi 1  xi   Stop
    Modified Secant Method
    In this modified Secant method, only one initial guess is needed :
    f ( xi   xi )  f ( xi )
    f ' ( xi ) 
     xi

    f ( xi )  xi f ( xi )
    xi 1  xi   xi 
    f ( xi   xi )  f ( xi ) f ( xi   xi )  f ( xi )
     xi
    Problem : How to select  ?
    If not selected properly, the method may diverge .
    MATLAB’s fzero Function
    • MATLAB’s fzero provides the best qualities of both
    bracketing methods and open methods.
    • Using an initial guess:

    x = fzero(function, x0)
    [x, fx] = fzero(function, x0)
    • function is a function handle to the function being evaluated
    • x0 is the initial guess
    • x is the location of the root
    • fx is the function evaluated at that root

    • Using an initial bracket:

    x = fzero(function, [x0 x1])


    [x, fx] = fzero(function, [x0 x1])
    • As above, except x0 and x1 are guesses that must bracket a sign
    change
    fzero Options
    • Options may be passed to fzero as a third input
    argument - the options are a data structure created
    by the optimset command
    • options = optimset(‘par1’, val1, ‘par2’, val2,…)
    • parn is the name of the parameter to be set
    • valn is the value to which to set that parameter
    • The parameters commonly used with fzero are:
    • display: when set to ‘iter’ displays a detailed record of all the
    iterations
    • tolx: A positive scalar that sets a termination tolerance on x.
    fzero Example
    • options = optimset(‘display’, ‘iter’);
    • Sets options to display each iteration of root finding
    process
    • [x, fx] = fzero(@(x) x^10-1, 0.5, options)

    • Uses fzero to find roots of f(x)=x10-1 starting with an


    initial guess of x=0.5.

    • MATLAB reports x=1, fx=0 after 35 function


    counts
    Polynomials
    • MATLAB has a built in program called roots to
    determine all the roots of a polynomial - including
    imaginary and complex ones.
    • x = roots(c)
    • x is a column vector containing the roots
    • c is a row vector containing the polynomial coefficients
    • Example:
    • Find the roots of

    f(x)=x5-3.5x4+2.75x3+2.125x2-3.875x+1.25
    x = roots([1 -3.5 2.75 2.125 -3.875 1.25])
    Polynomials (cont)
    • MATLAB’s poly function can be used to determine
    polynomial coefficients if roots are given:

    b = poly([0.5 -1])
    • Finds f(x) where f(x) =0 for x=0.5 and x=-1
    • MATLAB reports b = [1.000 0.5000 -0.5000]
    • This corresponds to f(x)=x2+0.5x-0.5

    • MATLAB’s polyval function can evaluate a polynomial


    at one or more points:
    • a = [1 -3.5 2.75 2.125 -3.875 1.25];
    If used as coefficients of a polynomial, this corresponds to f(x)=x5-
    3.5x4+2.75x3+2.125x2-3.875x+1.25
    • polyval(a, 1)
    • This calculates f(1), which MATLAB reports as -0.2500

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