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LF/S12 1

II Non-Linear Equations

Text: Ch 5 & 6

1

2.1 Introduction

Common problem in Applied Mathematics

f(x)=0

Algebraic equations

Transcendental functions

Including Trig., log, exp to function

x of polynomial order th i f

f x f y f y f

i

n

n

n

n

= + + +

0

0 1

1

1

L

0 10 ) ln(

0 5 ) cos(

2

= + +

= + +

x x

x x

2

Solution Methods

Using formula- for simple cases

(quadratic eqn.)

Graphical method-gives rough estimate

Trial & Error Tedious and Inadequate

Numerical Method

3

2.2 Graphical method

Simple method for

one variable eqn.

Limited practical value

Plot the function and

observe the crossing

points @ x= x

r ,

f(x

r

)=0

f(x)

Root

x

4

y

x

r

Ways Roots may Occur

x

l

x

l

x

u

1-root 0-root

2-root

3-root

x

u

(a)

(c)

(b)

(d)

5

(a) (b)

(c)

(d)

x x

x

x

f(x)

f(x)

f(x)

f(x)

2.3 Bracketing Method

Two methods: Bisection & False Position

Need initial guess for the bracket

Globally convergent

Parallel usage of Graph- reduces

computation

Cannot identify multiple roots

6

MTH510 Numerical Analysis

LF/S12 2

2.3.1 Bisection Method

Incremental search method/Graphical - to identify

the root location interval ;

Interval always divided in half

Method systematically move the end points closer

until we obtain a small bracket

x

u

x

l

x

r1

L. Interval U. Interval

x

r 2

x x

l r

=

1

x x

u r

=

2

f(x)

x

7

Algorithm

1 Choose lower & upper guesses (x

l

, x

u

) such that the

function changes signs in the interval

2 Determine an estimate of the root x

r

by

3 Make evaluations

a) If f(x

l

). f(x

r

)<0, x

u

=x

r

and return to step 2

b) If f(x

l

). f(x

r

)>0, x

l

=x

r

and return to step 2

c) If f(x

l

). f(x

r

)=0, root equals x

r

, terminate the

computation

2

u l

r

x x

x

+

=

8

Error control

Relative Error

a

Termination criteria

Number of Iteration for specified error (E

ad

)

new

r

old

r

new

r

a

x

x x

=

s a

9

=

) 2 ln(

) ln( ) ln(

ad l u

E x x

Integer n

Example 2.1: Bisection method

10

7 . 4 2 . 2 4 . 0 ) (

2

+ + = x x x f

2.3.2 False Position Method

Method replaces a curve by a straight line

More efficient method than Bisection (converges faster)

There are cases where Bisection converges faster

x

l x

u

x

r

11

A

B

C

D

E

f(x

u

)-f(x

l

)

x

u

- x

l

Algorithm

1 Choose lower & upper guesses such that the function

changes signs in the interval

2 Determine an estimate of the root x

r

by

3 Compute the error

4 Set x

l

or x

u

= x

r

, which ever yields a function value with

the same sign as f(x

r

) & repeat step 2

a) If f(x

l

). f(x

r

)<0, x

u

=x

r

b) If f(x

l

). f(x

r

)>0, x

l

=x

r

and return to step 2

) ( ) (

) )( (

u l

u l u

u r

x f x f

x x x f

x x

=

s new

r

old

r

new

r

a

x

x x

=

12

MTH510 Numerical Analysis

LF/S12 3

Example 2.2 False Position method

13

7 . 4 2 . 2 4 . 0 ) (

2

+ + = x x x f

Comparison: Bisection & False Position

Bisection

False

Position

Iteration

a

14

Example 2.3: Bisection & False Position

methods

15

x x x f + = 5 ) ln( ) (

2.3 Open Method

Formula based & require 1or 2 starting values

Diverges sometimes

Converge faster than bracketing methods

Methods

Newton-Raphson method

Secant method

Simple fixed Point method

Two curve method

16

2.3.1 Newtons Method

Most widely used,

Needs one starting

guess x

0

value

Iteration formula

Convergence depends

on the function

) ( '

) (

1

i

i

i i

x f

x f

x x =

+

x

r

x

i

x

i +1

x f x

i i

, ( )

f x ( )

17 18

Method Pitfalls

x

0

x

1

x

2

f x ( )

x

0 x

1 x

2

(a) (b)

x

0

x

1

x

2

x

3

x

0 x

1

(c) (d)

MTH510 Numerical Analysis

LF/S12 4

Algorithm

1 Guess a value (x

i

) for the root & compute

f(x

i

), f(x

i

)

2 For f(x

i

)0, f(x

i

)0, compute the next

estimate from formula

3 Alert possibility of f(x

i

)=0 during comp.

4 Terminate Iteration

Criteria:

a

<

s

& | f(x

i

)|<Tol

19

Example 2.4: Newton Method

20

x x x f + = 5 ) ln( ) (

Example 2.5: Determine the lowest and highest

real roots

21

-1

-0.8

-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0 0.5 1 1.5 2 2.5 3 3.5

f(x)=-6.1+11x-6x

2

+x

3

f(x)

Modified Newtons Method

Formula

Suitable to determine (M) multiple roots

Condition: f(x), f (x), f (x),f

M

(x) exits

f(x

r

)=0, f (x

r

)=0,f

M

(x)0

M=1- simple root, M=2- double roots at x

r

Less efficient & requires more computational effort

( ) [ ] ) ( ' ' ) ( ) ( '

) ( ' ) (

2 1

i i i

i i

i i

x f x f x f

x f x f

x x

=

+

22

Example 2.6: Find the roots of the polynomial

23

-3

-2

-1

0

1

2

3

4

0 0.5 1 1.5 2 2.5 3 3.5 4

f(x) = x

3

-5x

2

+7x-3

f(x) = 3x

2

-10x+7

f(x) = 6x-10, f(x=1)0

24

Example 2.7

-4

-2

0

2

4

6

8

10

0 1 2 3 4

f(x)=x

4

-6x

3

+12x

2

-10x+3

-5

0

5

10

15

20

25

0 1 2 3 4

f(x)=x

5

-7x

4

+6x

3

-22x

2

+13x-3

f(x)=fx)=f(x)=f(x)=0@x=1

f

IV

0 @x=1

f(x) = 4x

3

-18x

2

+24x-10

f(x) = 12x

2

-36x +24

f(x) = 24x-36, f(x=1) 0

MTH510 Numerical Analysis

LF/S12 5

2.3.2 Secant Method

Requires 2 initial estimates

(NOT required to change

sign)

Eliminates the evaluation of

f(x)

Formula

( )

[ ] ) ( ) (

) (

1

1

1

i i

i i

i i i

x f x f

x x

x f x x

+

x

i

x

i 1

f x ( )

f x

i

( )

1

f x

i

( )

25

Algorithm

1 Choose initial estimates x

i-1

& x

i

near to one

another

2 Determine the next possible root from

formula

3 Until |f(x

i

)|<Tol & | x

i+1

- x

i

|/| x

i+1

| <

s

26

Example 2.7: Solve Example 2.4 using Secant method

27

Modified Secant Formula

Formula

Problem:

Too small can result round off error

Big , the technique can be inefficient

[ ] ) ( ) (

) (

1

i i i

i i

i i

x f x x f

x x f

x x

+

=

+

28

2.3.3 Fixed Point Method

Function itself used to formulate the iteration formula

Formulation:

Rearrange f(x)=0, so that x (independent variable) is on the

LHS

X=g(x)

G(x)- the iteration function of the original f(x),

if function can be separated

Algebraic manipulation

Add independent variable on both sides of the equation

X=f(x)+x=g(x)

Iteration formula x

i+1

=g(x

i

)

Check for convergence of g(x): Condition |g(x)|<1

29

Algorithm

1. Guess initial value for the solution

2. Evaluate the new estimate

x

i+1

=g(x

i

)

1. Evaluate the error

a

If

a<

s

Terminate iteration

Else repeat step 2

30

MTH510 Numerical Analysis

LF/S12 6

Using Matlab function

General NL function f(x)

>> [x,feval]=fzero(function, X0)

fzero- matlab function (uses a combination of the methods)

X0- interval [xl xf] / nearest to the point x0

Polynomial (p=[ an a0])

>>roots(p)

31 32

Example 2.8 Find the roots of function in

Example 2.2, 2.4

Polynomial f= a

n

x^n +...a

0

P=[a

n

...a

0

]

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