Week 4 Numerical Methods
Week 4 Numerical Methods
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 )
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Fig. 6.7
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.
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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
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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
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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,
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When i =2 =3.3553, =5.5
X3= 3.3553 - =
= 3.3553 - = 3.0589
ea = x100 = x100= 9.689%
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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 -
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