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Numerical Techniques
Numerical Techniques
CHAPTER 2
Introduction:
Solution Methods
Rate of Convergence.
Advantages/Disadvantages.
3
Multiplicity
f ( p) f ( p ) f ( p ) ... f ( m 1) ( p) 0 but f ( m ) ( p) 0.
then
n 0
, bn
en 1 c en ,
where c <1.
10
Example 1:
11
1:
b4=2.125,
x=(a4+b4)/2
=2.09375,
12
1:
13
Example 1
k
1
2
3
4
5
6
7
8
a
2.00000
2.00000
2.00000
2.00000
2.06250
2.09375
2.09375
2.09375
b
3.00000
2.50000
2.25000
2.12500
2.12500
2.12500
2.10938
2.10156
f(a)
-1.00000
-1.00000
-1.00000
-1.00000
-0.35132
-0.00894
-0.00894
-0.00894
f(b)
16.00000
5.62500
1.89063
0.34570
0.34570
0.34570
0.16684
0.07856
x
f(x)
2.50000 5.62500
2.25000 1.89063
2.12500 0.34570
2.06250 -0.35132
2.09375 -0.00894
2.10938 0.16684
2.10156 0.07856
2.09766 0.03471
14
15
16
f ( x1 ) f ( x0 )
y f ( x0 )
( x x 0 ).
x1 x0
17
f ( x0 )( x1 x0 )
x x0
,
f ( x1 ) f ( x0 )
On simplification we get
f ( x0 )( x1 x0 ) x0 f ( x1 ) x1 f ( x0 )
x x0
,
f ( x1 ) f ( x0 )
f ( x1 ) f ( x0 )
Now we take this x as our
approximation and denote it as x2
next
18
x n 1
x n 1 f ( x n ) x n f ( x n 1 )
, n 1,2,3,
f ( x n ) f ( x n 1 )
Find the root of f(x)=x3+x2-3x-3 correct up to 3significant digits with initial approximation
x0=1 and x1=2 by secant method.
Solution: The iteration scheme of the secant
method is, x n 1 f ( x n ) x n f ( x n 1 )
x n 1
f ( x n ) f ( x n 1 )
, n 1,2,3,
1.571429,
f ( x1 ) f ( x 0 )
f (2) f (1)
21
1.705411,
f ( x 2 ) f ( x1 )
f (2) f (1.571419)
Advantages:
Converges fast (if it converges)
comparison with Bisection method.
in
of Convergence:
lim | e
n
n 1
1 5
x n 1
x n 1 f ( x n ) x n f ( x n 1 )
, n 1,2,3,
f ( x n ) f ( x n 1 )
x2,
}
26
x n 1 f ( x n ) x n f ( x n 1 )
,
f ( x n ) f ( x n 1 )
Thus
en 1
en xn , or xn en , xn1 en1 .
( en 1 ) f ( en ) ( en ) f ( en 1 )
. (1
f ( en ) f ( en 1 )
)
27
2!
f ( ) en f ( )
2
en 1
f ( en 1 ) f ( ) en 1 f ( )
f ( )
2!
2
en 1
en 1 f ( )
f ( )
2!
2!
f ( )
1 f ( )
.
2 f ( )
(A constant)
p
e
e
e
.
n 1 n Suppose e n 1 e n
Then we have n 1
p . On substituting these values
then
en en 1
in (2) we get
en 1
en
en
1/ p
en 1
(1 / p ) 1
1 / p en
.
29
(1 / p ) 1
e
e
en 1 en and
n 1
n
1/ p
1 5
1.618
2
33
Example:
or Set
x0 f ( x1 ) / 2 x1 f ( x0 )
x2
f ( x1 ) / 2 f ( x0 )
36
Computing x3 we get
x1 f ( x 2 ) x 2 f ( x1 )
x3
2.08126366
f ( x 2 ) f ( x1 )
Now, f(x3)=-0.147204057 and hence the root lies
between 2.08126366 and 3. Similarly
x 2 f ( x3 ) x3 f ( x 2 )
x4
2.089639211
f ( x3 ) f ( x 2 )
Newton's Method:
40
Theorem: Assume
]
0
.
41
42
0 f ( x0 ) ( x0 ) f ( x0 ).
Solving for we get
x0 f ( x0 ) / f ( x0 ).
43
f ( x0 )
x1 x0
.
f ( x0 )
In general the Newton Method scheme is
given by
x n 1
f ( xn )
xn
, for n 0,1,2,3,
f ( x n )
44
x n 1
f ( xn )
3 x n sin x n e
xn
xn
. n 0,1,2,
xn
f ( x n )
3 cos x n e
xn
Newton-Raphson Method
46
f ( xn )
f ( xn )
en 1 xn 1 xn
en
f ( xn )
f ( xn )
2
f ( en )
f ( ) en f ( ) (en / 2) f ( n )
en
en
.
f ( en )
f ( ) en f ( n )
en f ( ) (en / 2) f ( n )
en
.
en f ( n )
f ( ) 1
f ( )
f ( n )
en en (en / 2)
f ( )
en f ( n )
2
1
O(en ) .
f ( )
en 1
f ( n ) f ( n ) O(en ).
f ( ) 2
48
| en 1 | | f ( ) |
lim
c 0.
2
n | e |
2 | f ( ) |
n
Thus,
Newton's
method
converges
quadratically i.e. Order of convergence p=2.
49
f ( xn )
f ( x n )
x n 1
(accelerated)
Newton's
f ( xn )
xn m
,
f ( x n )
53
Example:
Find the approximate value of the double
root of x3 -2x2 - 0.75 x + 2.25 =0, that is correct
up to 3 decimal places and close to 1 such
that iterations converges quadratically. Take
x0 =1.
Solution: Since the root of the equation is a
double root, we will use modified Newton's
method
in
order
to
get
quadratic
convergence.
54
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