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Roots of Nonlinear Equations

**“Find the solutions of f(x) = 0, where the function f is given.”
**

The solutions (values of x) are known as the roots of the equation f (x) = 0, or the zeroes of the function f (x).

y = f(x)

Contains three elements: an input value x, an output value y and the rule f for computing y. The function is said to be given if the rule f is specified. In numerical computing, the rule is invariably a computer algorithm. As long as the algorithm produces an output y for each input x, it qualifies as a function.

Roots or Zeroes

May be real. May be complex (seldom computed, for the case of polynomials where it is most significant, as in damped vibrations). The approximate locations of the roots are best determined by plotting the function.

.e. an estimate of the root. highly advisable to go a step further and bracket the root (determine its lower and upper bounds) before passing the problem to a root-finding algorithm.Extraction of Roots All methods of finding roots are iterative procedures that require a starting point. i. . An estimate can be crucial. a bad starting value may fail to converge. or it may converge to the “wrong” root.

significant error” where x present − x previous εa = ×100 x present ε s = 0.5 ×10 2− n xpresent = estimated root at present iteration xprevious = estimated root at previous iteration n = no. of significant figures .Stopping Criteria εa ≤ εs “actual error vs.

Stopping Criteria (simplified) For simplicity. one may stop iterating the algorithm until such time that the convergence satisfies the condition.00005 . f ( x present ) ≤ 0.

Methods for Roots of Nonlinear Equations Direct or Incremental Search Method Interval-Halving Method Method of False-Position Newton-Raphson 1st Method Newton-Raphson 2nd Method Secant Method Fixed-Point Iteration Bairstow’s Method .

it is likely to contain a single root. . the zeroes of f(x) can be detected by evaluating the function at intervals x and looking for change in sign.Direct or Incremental Search Method if f(x1) and f(x2) have opposite signs. then there is at least one root in the interval (x1 ≤ xroot ≤ x2) If the interval is small enough.

xi+1) that will bound the root (f(xi) and f(xi+1) should be opposite in signs). 3. Repeat 2 & 3 until stopping criteria is achieved.Direct or Incremental Search Method Algorithm: 1. where xi+1 = xi + ∆x 2. Evaluate f(xi) and f(xi+1). 4. . Check the product of f(xi) and f(xi+1): if (+): xi+1 becomes the new lower bound xi. Then generate a new xi+1 using same ∆x if (-): estimate a smaller ∆x and generate a new xi+1. Estimate the initial interval (xi.

2 0 -0.5 and ∆x = 0.5 1 1.4 0.2 -0.2 1 0.5 x 2 2.6 f(x) 0.5 .Example Test function: f(x) = e-x – cosx 1.8 0.4 0 0.5 3 3.5 Initial estimates: xi = 1. xi+1 = 1.

5 1.28125 1.00783 0.01371 -0.25 0.00783 -0.15239 0.3125 1.25 1.28907 ∆x 0.29688 1.3125 1.25 1.5 0.02882 -0.00782 xi+1 1.125 0.03125 0.28125 1.00288 -0.375 1.05829 0.00249 0.17242 -0.25 1.00249 Function f(xi+1) 0.25 0.Simulation Iteration (i) 1 2 3 4 5 6 7 8 9 10 Root xi 1 1 1.00783 -0.02882 0.17242 -0.01371 0.29689 f(xi) -0.25 1.02882 -0.02882 -0.03125 0.28125 1.28907 1.15239 -0.5 1.25 1.00289 f(xi)f(xi+1) + + + - .00782 0.0625 0.28125 1.01563 0.02882 -0.00783 -0.

29298 1.00020 -0.29250 1.00391 0.00025 xi+1 1.00098 0.29103 1.29250 Root ∆x 0.29103 1.00196 0.29201 1.00196 0.00049 0.00047 0.00020 -0.29299 1.00114 -0.00249 -0.00098 0.00047 -0.00249 -0.00020 0.00114 -0.00004 f(xi)f(xi+1) + + + - .00049 0.28907 1.00020 -0.00114 0.00013 -0.29103 1.00047 -0.28907 1.29299 1.29201 1.Simulation (part 2) Iteration (i) xi 11 12 13 14 15 16 17 18 1.00013 Function f(xi+1) 0.29201 1.00013 0.29275 f(xi) -0.29250 1.29299 1.

then f(x1)f(x2) < 0. x2). the root lies in (x1. in which case x2 is replaced by x3. In order to halve the interval.Bisection Method of Bolzano uses the same principle as incremental search: if there is a root in the interval (x1. x3) and we record this by replacing the original bound x1 by x3 . . x3).where x3 = ½ (x1 + x2) is the midpoint of the interval If f(x2)f(x3) < 0. then the root must be in (x2. we compute f(x3). Otherwise.

Compute for xr . Estimate the initial interval (xi. Then generate a new xr using step 2. Then generate a new xr using step 2. 1 xr = ( xi + xi +1 ) 2. . Evaluate f(xi). f(xi+1) and f(xr). xi+1) that will bound the root (f(xi) and f(xi+1) should be opposite in signs). Check the product of f(xi) and f(xr): if (+): xr becomes the new lower bound xi. if (-): xr becomes the new upper bound xi+1. 4.Bisection Method of Bolzano Algorithm: 1. Repeat 3 & 4 until stopping criteria is achieved. 5. where 2 3.

25 .5 and xr = 1.4 0.5 x 2 2. xi+1 = 1.2 0 -0.4 0 0.Example Test function: f(x) = e-x – cosx 1.5 1 1.2 -0.5 3 3.6 f(x) 0.8 0.2 1 0.5 Initial estimates: xi = 1.

00249 -0.00020 0.00013 Function f(xi+1) 0.29103 1.00114 -0.17242 -0.5 1.29688 1.29250 Root xi+1 1.02882 -0.3125 1.29250 1.00249 -0.00114 -0.3125 1.15239 0.00003 f(xi)f(xr) + + + + + + .29298 1.00020 0.00288 0.375 1.28125 1.00288 -0.28907 1.05829 0.01371 0.29201 1.28125 1.29103 1.00020 f(xr) -0.29274 f(xi) -0.25 1.25 1.29688 1.29298 1.375 1.00020 0.28125 1.29201 1.25 1.29298 1.02882 -0.29298 1.00783 -0.00288 0.02882 0.05829 0.28907 1.01371 0.Simulation Iteration (i) 1 2 3 4 5 6 7 8 9 10 11 xi 1 1.02882 -0.00020 -0.3125 1.15239 0.00783 0.29298 xr 1.28907 1.25 1.00047 -0.00047 -0.5 1.00013 0.01371 -0.00249 0.29688 1.00783 -0.

f(xi)) and (xi+1. f(xi+1)).Method of False Position (Regula Falsi) Similarly to the bisection method. the false position or regula falsi method starts with the initial solution interval [xi. it guesses that the solution may be the point at which the straight line crosses the x axis: xi +1 f ( xi ) − xi f ( xi +1 ) xr = f ( xi ) − f ( xi +1 ) . xi+1] by a straight line connecting the two points (xi. Approximating the curve of f(x) on [xi. xi+1] that is believed to contain the solution of f(x) = 0.

Compute for new root xr . 2. where x = xi+1 f (xi ) − xi f (xi+1) r Method of False Position (Regula Falsi) 3. Estimate the initial interval (xi. xi+1) that will bound the root. Then generate a new xr using step 2. f (xi ) − f (xi+1) . Repeat 3 & 4 until stopping criteria is achieved. 5.Algorithm: 1. Check the product of f(xi) and f(xr): if (+): xr becomes the new lower bound xi. if (-): xr becomes the new upper bound xi+1. 4. Then generate a new xr using step 2. Evaluate f(xi). f(xi+1) and f(xr).

4 0.5 x 2 2.6 f(x) 0.Example Test function: f(x) = e-x – cosx 1.2 1 0.5 1 1.5 3 3.5 and xr = 1.8 0.265416357 .2 -0.5 Initial estimates: xi = 1.4 0 0.2 0 -0. xi+1 = 1.

26542 1.15239 f(xr) -0.5 1.29269 f(xi) -0.29085 1.26542 1.00008 Function f(xi+1) 0.15239 0.17242 -0.01853 -0.01853 -0.29257 xi+1 1.Simulation Iteration (i) 1 2 3 4 Root xi 1 1.5 xr 1.15239 0.5 1.29257 1.00001 f(xi)f(xr) + + + .00127 -0.5 1.15239 0.29085 1.00008 -0.00127 -0.

only drawback of the method is that it uses the derivative f’(x) of the function as well as the function f(x) itself derived from the Taylor Series expansion: f ( xi ) xi +1 = xi − f '( xi ) .Newton-Raphson 1st Method (Method of Tangents) best-known method of finding roots for a good reason: it is simple and fast.

2. 3. Compute for new root xi+1. Estimate the initial root approximation xi. 4. .Newton-Raphson 1st Method (Method of Tangents) Algorithm: 1. Repeat 2 & 3 until stopping criteria is achieved. where f ( xi ) xi +1 = xi − f '( xi ) This will be the next iteration’s xi. Evaluate f(xi) and f(xi+1).

5 . f(x) = e-x – cosx and f’(x) = .2 1 0.6 f(x) 0.5 x 2 2.8 0.4 Initial estimate: xi = 1.2 0 -0.Example Test function: f(x) = e-x – cosx 1.e-x + sinx xi+1 = 1.5 1 1.4 0.36407505 0 0.2 -0.5 3 3.

36408 1.00000 .29270 f(xi) -0.05036 0.29442 Root xi+1 1.05036 0.72309 0.47359 0.68800 f(xi+1) 0.00119 Function f'(xi) 0.29442 1.00119 0.Simulation Iteration (i) xi 1 2 3 1 1.36408 1.17242 0.

.Newton-Raphson’s 2nd Method Calculus based. derived from the 1st method and truncated Taylor’s series expansion 1st and 2nd order derivatives are used to improve the approximation of the estimated root for f(x) = 0.

Compute for new root xi+1. Estimate the initial root approximation xi. 2. . 4. where f "( xi ) f '( xi ) xi +1 = xi + − 2 f '( xi ) f ( xi ) −1 This will be the next iteration’s xi. 3. Repeat 2 & 3 until stopping criteria is achieved. Evaluate f(xi) and f(xi+1).Newton-Raphson’s 2nd Method Algorithm: 1.

6 f(x) 0.4 x Initial estimate: xi = 1.e-x + sinx and f ”(x) = e-x + cosx xi+1 = 1.5 2 2. f’(x) = .2 1 0.5 3 3.320290083 0 0.Example Test function: f(x) = e-x – cosx 1.8 0.2 0 -0. f(x) = e-x – cosx.5 .2 -0.5 1 1.4 0.

90818 f(xi+1) -0.47359 f "(xi) 0.26987 Root xi+1 1.67419 0.Simulation Iteration (i) xi 1 2 1 1.01554 -0.00000 .01554 0.57728 0.17242 Function f '(xi) 0.29269 f(xi) -0.26987 1.

etc) so it is desirable to have an algorithm that converges just as fast yet only involves evaluation of f(x) and not f’(x) Similar to Regula Falsi using two initial points f ( xi )( xi − xi −1 ) xi +1 = xi − f ( xi ) − f ( xi −1 ) . derivative.Secant Method Newton-Raphson method involve nonelementary forms (integral.

Estimate the two initial points xi and xi-1. Evaluate f(xi) and f(xi-1). Compute for new root xi+1. 3. The current xi value will be transferred to the next iteration’s xi-1. Repeat 2 & 3 until stopping criteria is achieved. 2. . 4.Secant Method Algorithm: 1. where f ( xi )( xi − xi −1 ) xi +1 = xi − f ( xi ) − f ( xi −1 ) This will be the next iteration’s xi.

2 1 0.8 0.5 Initial estimate: xi = 1.5 x 2 2.4 0.4 0 0.5 3 3. xi-1 = 0.Example Test function: f(x) = e-x – cosx 1.5 1 1.2 -0.2 0 -0.5 xi+1 = 1.6 f(x) 0.874097878 .

03456 -0.00000 .00443 0.5 1 1.45217 -0.00010 0.28623 xi 1 1.45217 -0.Simulation Iteration (i) Root Function xi-1 1 2 3 4 5 0.03456 -0.24130 1.29270 f(xi-1) -0.24130 1.28623 1.27105 -0.00443 f(xi) -0.24130 1.29284 xi+1 1.03456 -0.87410 1.17242 0.00443 0.45217 -0.29284 1.17242 0.28623 1.87410 1.87410 1.00010 f(xi+1) 0.

This method’s convergence is indifferent of its initial estimate as long as the fixed point exists in the interval x1 ≤ x0 ≤ x2 . The auxiliary function has the form x0 = g(x0).Fixed-Point Iteration also known as Picard iteration/functional iteration/contraction theorem The objective of this method is to construct an auxiliary function g(x) from f(x) where we find the root x0 such that f(x0) = 0.

Example Evaluate: x = 3 6 + 3 6 + 3 6 +L This equation is the same as x3 − 6 = 3 6 + 3 6 + 3 6 + +L or The auxiliary function is then x3 − 6 = x g ( x) = 3 x + 6 .

98464 1.81712 1.99872 1.99999 2.00000 Function g(xi) 1.99989 1.81712 1.99999 2.Simulation Iteration (i) 1 2 3 4 5 6 7 Root xi 0 1.99989 1.00000 2.99872 1.00000 .98464 1.

and Muller’s method all can find complex roots if complex arithmetic is used and complex initial approximations are specified.Bairstow’s Method A special problem associated with polynomials Pn(x) is the possibility of complex roots. . they occur in conjugate pairs. This method extracts quadratic factors from a polynomial using only real arithmetic. When polynomials with real coefficients have complex roots. Newton’s method. which corresponds to a quadratic factor of the polynomial Pn(x). the secant method.

Pn ( x) = ( x 2 − rx − s )Qn − 2 ( x ) + remainder Pn ( x ) = ( x 2 − rx − s )(bn x n − 2 + bn −1 x n −3 + L + b3 x + b2 ) + remainder or . Thus.Bairstow’s Method Consider the general nth-degree polynomial. Pn(x): Pn ( x ) = an x n + an −1 x n −1 + L + a0 Let’s factor out a quadratic factor from Pn(x).

This is best understood by synthetic division done iteratively until r and s converge to a specific value. The remaining polynomial becomes reduced in two degrees lower.Bairstow’s Method When the remainder is zero. hence. . the method can be repeated until all roots are solved. (x2 – rx – s) is an exact factor of Pn(x). Roots are extracted two at a time when r and s are determined.

0 a1 = 4.0 a2 = −3.0 a0 = −2.5 . we’ll have r1 = 1. For this problem. f ( x) = x3 − 3x 2 + 4 x − 2 = 0 a3 = 1.5 and s1 = -2.Example Find the roots of From the given equation.0 We initially guess values for r and s.

5 s1 = -2.5 -3.5 1.5 1 0 -1.5 4 -2.5 s1 = -2.5 1 r1 = 1.25 -2.75 0 -2.0) ∆r + (1.625 (0.Simulation 1 r1 = 1.25 -2 -1.75 0.75 −3.0) ∆s = 0.25∆r + (0.125 3.5 -3 1.625 (-) (-) .0) ∆s = −0.5 -0.

75 And r2 = r1 + ∆r = 1.192308 = 1.5 + 0.75 = −1.192308 and ∆s = 0.Simulation Solving simultaneously ∆r = 0.75 Then we use the new set of values of r and s until such time that… .5 + 0.692308 s2 = s1 + ∆s = −2.

999999 s -2.999998 0 0 .692308 1.999959 -2 ∆r 0.Simulation i 1 2 3 4 5 6 r 1.5 1.999999 0 2 -2 -0.004173 r6 = 1.75 -0.999999 4 -2.005304 1.110091 0.000001 -2 -2 0 2 0 1 -1.999987 1.999999 s6 = -2 -0.005317 0.75 -1.144041 r6 = 1.192308 0.000012 0 ∆s 0.034644 -0.000001 1.278352 0.999999 s6 = -2 1 -3 1.000041 1 0.004132 -1.894041 -2.5 -1.97066 2.

0) ± (−2.0) The remaining Qn-2(x) polynomial can still be reduced by continuous Bairstow’s algorithm until all roots have been determined.0 x + 2. .Simulation Then the quadratic factor is x 2 − rx − s = x 2 − 2.1 − j 2a 2(1.0 = 0 Where the two roots are determined by the quadratic formula −b ± b 2 − 4ac −(−2.0)2 − 4(1.0)(2.0) x= = = 1 + j .

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Roots of nonlinear

Roots of nonlinear

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