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Week 4 Numerical Methods

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Week 4 Numerical Methods

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Kenjie Bustillo
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Week 4 NUMERICAL

METHODS
SECANT METHOD
The Secant Method
 A slight variation of Newton’s method for functions whose derivatives are
difficult to evaluate. For these cases the derivative can be approximated by a
backward finite divided difference.

1 xi  xi 1

f ( xi ) f ( xi )  f ( xi 1 )
xi  xi 1
xi 1  xi  f ( xi ) i  1,2,3, 
f ( xi )  f ( xi 1 )

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Fig. 6.7

• Requires two initial estimates of


x , e.g, xo, x1. However, because
f(x) is not required to change
signs between estimates, it is not
classified as a “bracketing”
method.
• The secant method has the same
properties as Newton’s method.
Convergence is not guaranteed
for all xo, f(x).

by Lale
Yurttas, Texas
Chapter 6
A&M
University

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Fig. 6.8

by Lale
Yurttas, Texas
Chapter 6
A&M
University

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Secant Method Advantages and Disadvantages
The secant method has the following advantages:
•It converges quicker than a linear rate, making it more
convergent than the bisection method.
•It does not necessitate the usage of the function’s derivative,
which is not available in a number of applications.
•Unlike Newton’s technique, which requires two function
evaluations in every iteration, it only requires one.
The secant method has the following drawbacks:
•The secant method may not converge.
•The computed iterates have no guaranteed error bounds.
•If f0(α) = 0, it is likely to be challenging. This means that when x = α,
the x-axis is tangent to the graph of y = f(x).
•Newton’s approach is more easily generalized to new ways for solving
nonlinear simultaneous systems of equations.

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Secant Method Solved Example
Example:
Compute two iterations for the function f(x) = x3 – 5x + 1 = 0 using
the secant method, in which the real roots of the equation f(x) lies
in the interval (0, 1).
Solution:
Using the given data, we have,
x0 = 0, x1 = 1, and
f(x0) = x3 – 5x + 1 = 1, f(x1) = 13 – 5(1) + 1 = -3
Using the secant method formula, we can write
x2 = x1 -
Now, substitute the known values in the formula,
x2 = 1 – (-3)[(1 – 0) / (-3)], x2 = 0.25
Therefore, f(x2) = (0.25)3 – 5(0.25) + 1 =– 0.234375

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Performing the second approximation, ,
x3 = x 2 - x1 = 1, x2 = 0.25
f(x2) = (0.25)3 – 5(0.25) + 1 =– 0.234375, f(x1) = 13 – 5(1) + 1 = -3
Using the secant method formula, we can write
x3 = 0.25 -
x3 = 0.18645
Hence, f(x3) = (0.18645)3 – 5(0.18645) + 1 = 0.07423

Since the problem requires only two iterations, therefore root,


x = 0.18645

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
Example:
Compute three iterations for the function f(x) = x3 – 20 = 0 using
the secant method, in which the real roots of the equation f(x)
lies in the interval (4, 5.5).
Solution:
Xi+1 = Xi -
When i =1 =5.5, =4
X2= 5.5 - = 5.5 - = 3.3553
For the absolute error,

ea = x100 = x100= 63.91%

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
When i =2 =3.3553, =5.5

f() =f(5.5) = 5.5 3 – 20 =146.375


f() =f(3.3553) = 3.3553 3 – 20 = 17.774

X3= 3.3553 - =

= 3.3553 - = 3.0589
ea = x100 = x100= 9.689%

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.
When i =3 =3.0589, =3.3553
f() =f(3.3553) = 3.35533 – 20 =17.774
f() =f(3.0594) = 3.05893 – 20 = 8.6217
X4= 3.0589 -

X4= 3.0589 - = 2.7797


ea = x100 = x100= 10.04%

Copyright © 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

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