Numerical Analysis

EE, NCKU Tien-Hao Tien Hao Chang (Darby Chang)

In th I the previous slide i lid

Rootfinding
multiplicity

Bisection method
Intermediate Value Theorem convergence measures

False position
yet another simple enclosure method y p advantage and disadvantage in comparison with bisection method
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In thi lid I this slide

Fixed point iteration scheme p

what is a fixed point? iteration function convergence

Newtons N t method th d
tangent line approximation convergence

Secant method
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Rootfinding R tfi di

Simple enclosure
Intermediate Value Theorem guarantee to converge g g
convergence rate is slow

bisection and false position

Fixed point iteration

Mean Value Theorem rapid convergence
loss of guaranteed convergence

2.3 23
Fixed Point Iteration Schemes

There is at least one point on the graph at which the tangent lines is parallel to the secant line

Mean Value Theorem M V l Th

Fixed Fi d points i t

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Number of fixed points N b f fi d i t

According to the p g previous figure, a g , trivial question is

how many fixed points of a given function?

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Only O l sufficient conditions ffi i t diti

Namely, not necessary conditions

it is possible for a function to violate one or more of the hypotheses, yet still have a (possibly unique) fixed point

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Fixed point iteration

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Fixed Fi d point it i t iteration ti

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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Any Questions?
About fixed point iteration

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Relation t rootfinding R l ti to tfi di

Now we know what fixed point p iteration is, but how to apply it on rootfinding? More precisely, given a rootfinding hint equation, f(x)=x3+x2-3x-3=0, what is its iteration function g(x)?

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Iteration f It ti function ti

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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Analysis A l i

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Convergence

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Order of convergence of fixed point iteration schemes

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Stopping condition St i diti

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Two steps T t

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The fi t t Th first step

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The Th second step d t

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Any Questions?
2.3 Fixed Point Iteration Schemes

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2.4 24
Newtons Method

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Newtons Method

Definition D fi iti

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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In th I the previous example i l

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Any Questions?

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Initial guess I iti answer l

example

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Initial guess I iti answer l

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Initial I iti l guess

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Convergence analysis for Newton s Newtons method

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The simplest plan is to apply the general fixed point iteration convergence theorem

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Analysis t t A l i strategy

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Any Questions?

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Newtons Method

Guaranteed t Converge? G t d to C ?

hint

answer

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Newtons Method

Guaranteed t Converge? G t d to C ?

answer

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Newtons Method

Guaranteed t Converge? G t d to C ?

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http://img2.timeinc.net/people/i/2007/startracks/071008/brad_pitt300.jpg

Oh no! After these annoying analyses, the Newtons method is still not guaranteed to converge!?

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Dont D t worry

Actually, there is an intuitive method Combine Newtons method and bisection method
Newtons method first if an approximation falls outside current interval, then apply bisection method to obtain a better guess g

(Can you write an algorithm for this method?)

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Newtons Method

Convergence analysis C l i

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Recall that
http://www.dianadepasquale.com/ThinkingMonkey.jpg

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Is Newtons method always faster?

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http://thomashawk.com/hello/209/1017/1024/Jackson%20Running.jpg

In action

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Any Questions?
2.4 Newtons Method

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2.5 25
Secant Method

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Secant method S t th d

Because that Newtons method

2 function evaluations per iteration requires the derivative

Secant method is a variation on either answer false position or Newtons method

1 additional function evaluation per iteration does not require the derivative

Lets see the figure first

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Secant method S t th d

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Any Questions?
2.5 Secant Method

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