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23 (1987),667-672

By

Abstract

When we compute a root of equation F(Jf)=0, Mailer's Method uses three initial approximations XQ, Xi9 and X2 and determines the next approximation Xz by the intersection of the X-axis with the parabola through (Z0, F(Xfi), (Xl} F(Xl))9 and (X2, F(Xt)). The procedure is repeated successively to improve the approximate solution of an equation F(X) =0. Suppose a continuous function Fr defined on the interval [Xo9 Xi~] is given, with F(X$) and F(XJ being opposite signs. In our New-Muller's Method we choose XQ and Xi as the ends of the interval and take another initial approximation X2 as the mid-point of X^ Xi and new approximation X$ is the intersection of the X-axis with a quadratic curve through (Z0,F(Z0)), Qf 2 ,F(Z 2 )), and (XliF(Xl^. This method is proposed to improve the rate of convergence and calculate faster for reducing the interval. Let us call this method NewMuller's Method in this paper.

1. New-Muiler's Method Let F(X) be continuous function that has a root in an interval Beginning with the initial approximations XQ and X\ under the condition F(XQ) F(Xi~)<$ an intermediate initial approximation is taken as X2 = ( X0 + XJ /2. Then X3 is the intersection of the X-axis with a quadratic curve G(X)=Q through three point (X0, F(Jf 0 )), (X2, F(X,)), and (Xl} Next we determine the closed interval / which includes the solution of F(X)=Q, as follow;

1) 1) If If

Communicated by H. Araki, February 17, 1987. Revised April 13, 1987. * Yuhan Technical College, Seoul Korea. ** Research Institute for Mathematical Sciences, Kyoto University, Japan.

668

1)

If

The closed Interval J0 is determined as above. Note that the length of /o is diminished less than half of the original interval in any case. To find the second approximation, we put newly the lower bound of /0 as X0, and upper bound of 70 as Xla We repeat above New-Muller's Method to find the nearer root of the quadratic equation whose curve passes through the last three points, and this root of the quadratic equation is included in closed interval. Now we select a contracted closed interval / described as above. We continue the process and have a nested closed intervals J0, /i . * . , , We repeat it until the interval shrinks sufficiently near the solution. Definition 1-1) We take X0 and X1 such that F(X0) and have the opposite signs. X2 is another intermediate initial approximation determined by the initial approximations X^ X\ that is, X2 =

Definition 1-2) The closed interval determined by New-Muller's Method is called New-Muller's restricted closed interval. Although there may occur several cases according to the signatures of F(Xn), it is not difficult to show that the following theorem holds in any cases.

Theorem We apply the n = Q, 1,2, 8B8 of the nested 1-1) Let F(X) be continuous on the closed interval \_Xm Xn+1]. above procedure to have the sequence of intervals In , where . Then New-Muller's Method gives a Cantor's sequence closed interval, and if n^oo then In-*R. (R is a root of

28 Method of Calculation When the initial approximations X0 and X1 satisfies F(Xo) <CO another initial value is X2= (Xo + X^/2. Let us put the quadratic polynomial that passes through the three points (X0, F(Xo)) (X2, F(X2, and (Zb F(X{ to be

669

G(X) =a(X-Xl)2+b(X-X1~) From the above conditions we have =a(X0-Xl)2+b(X0-X1) =a(X2-X1-)2+b(X2-X1) F(Xl)=aG+bO+c and we obtain

+c.

+c +c

c=

To find out the root X which is G(X) =0, we use the formular for the quadratic equation. We modify the formular as follows to avoid the error arised by subtracting two close numbers : X3 = Xl - 2c/ (b + sign (b) (b2 - 4ac) 1/2) Here sign (b) is determined by the same method as Midler's Method Next initial approximation X are obtained as described in 1. This process is repeated continuously until a satisfactory solution is found. 3. New-Miiller9 Algorithm

Suppose a continuous function F defined in the interval [X03 Xi~\, is given with F(XQ) and F(Xi) being opposite signs. This producess uses following algorithm. Step 1 set i = l Step 2 while i<N do step 3-9 Step 3 set X2=(X0 + XJ/2 (compute X) Step 4 If F(X2)=0 or (Z1-Z0)/2<EPS then OUTPUT (Jf2) : (Procedure completed successfully) STOP Step 5 set h=Xi XQ; S=F(X0)-F(Xl')i

= (4S2-Si)/h;

670

c= Step 6 D=(b-4ac)1/2 Step 7 If \b-D\<\b+D\ then set E=b+D else set E=bD Step 8 Set Al = -2c/ X,=Xt+h Step 9 If |A|<EPS then OUTPUT (Z3); (Procedure completed successfully) STOP SteplO If F(X2)F(X0)<0 then set Xl = X2 GO TO Step 2 Stepll If FCYjOFCXiXO and X2 <X3 then set ^0=^2, X^=X3 GO TO Step 2 Stepl2 If F(X3)F(X1)<0 then set X0 = X3 GO TO Step 2 SteplS If F(X3-)F(X0-)<0 then set X^ = X3 GO TO Step 2 Stepl4 If F(X3)F(X2)<0 and ^3 <X2 then set Jf0=^3, Zj = Z2 GO TO Step 2 Step 15 If F(X2)F(X3)<0 then set ^0=^2 GO TO Step 2

Examples ;

2) 3)

5)

}. 1

J

4) ;

The results are as follows by Muller's Method and New Muller's

Accuracy of last Root to be found Muller

3 4 5 6

Degree of Equation

6 5 6

New Muller

New Muller

4 5 5

4

12

io-

671

Method for above,, We have failed in being computed by Muller's Method as below Table b8 (This Table b is a case of Example 5)0

Solved case with needed root RUN-NUMBER-20 S(l)= 1.000 S(2)= 1.000 S(3) = - 8.000 S (4) = -12. 000 S(5)= 3.000 S(6)= 20.000 S(7)= 19.000 S(8)= 6.000 X0= 1.5000000000000 XI = 2. 0000000000000 X2=2. 5000000000000 XANS =1. 486557539197503663430666165 XANS =1. 480369343312102958787335183 XANS =1. 475050097625060563366616861 XANS =1. 474989038025216081528867562 XANS =1. 474989038334796698226369926 XANS =1. 474989038334796698226369926 1.47498903833480 -1.7763568394003d- 15 failed case RUN-NUMBER=20 S(l)= 1.000 S(2)= 1.000 S(3) = - 8.000 S (4) = -12. 000 S(5)= 3.000 S(6)= 20.000 S(7)= 19.000 S(8)= 6.000 XO - 0. XI = 0. 50000000000000 X2 = 1.0000000000000 XANS = -0. 181953492716743103763121781 XANS - -0. 297688107790282336928555651 XANS = -0. 595205607486539223227595130 XANS - -0. 812730423617922159706949969 XANS - -0. 680250828874700885773307846 XANS = -0. 686026232904809407653345943 XANS = -0. 686002934602659308893635171 XANS - -0. 686002948238860277285766642 XANS - -0. 686002948238860088547852456 -0.68600294823886 -1.1102230246252d-16

(Table b)

4B Conclusion New Muller's Method is different from Muller's Method in the following points: 1) New Muller's Method starts from two initial approximations X^ Xl and X2=(Xo + Xi)/2 is used as an intermediate initial approximation0 2) As being shown at the Table b, when the initial approximation was not almost the approached value of the root we failed. But New Muller's Method is a otherwise. (By the intermediate value theorem,, it is explicit.)

672

References

Muller, D. E., A method for solving algebraic equation using an automatic computer, Mathematical Tables and other Aids to Computation, No. 10, (1956), 208-215. [ 2 ] Richard, D. L. and Burden, J., Douglas Faires Numerical Analysis third edition, Wadsworth, Inc., 1984, 66-77. [ 3 ] Kadlanskv, L, Set theory and Metric space, Chelsea Publishing Company, 1977. [ 1]

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