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Secant Method – Derivation
f(x) Newton’s Method
f(xi )
xi 1 = xi - (1)
f(xi) x f x
i, i
f (xi )
Approximate the derivative
f ( xi ) f ( xi 1 )
f ( xi ) (2)
f(xi-1)
xi xi 1
X
Substituting Equation (2)
xi+2 xi+1 xi
into Equation (1) gives the
Secant method
Figure 1 Geometrical illustration of f ( xi )( xi xi 1 )
the Newton-Raphson method. xi 1 xi
f ( xi ) f ( xi 1 )
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Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC
f(xi) B AE DE
can be written as
f ( xi ) f ( xi 1 )
C
xi xi 1 xi 1 xi 1
f(xi-1)
E D A
On rearranging, the secant
X
xi+1 xi-1 xi method is given as
f ( xi )( xi xi 1 )
Figure 2 Geometrical representation of xi 1 xi
the Secant method. f ( xi ) f ( xi 1 )
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Algorithm for Secant Method
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Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi xi 1 )
xi 1 xi
f ( xi ) f ( xi 1 )
Find the absolute relative approximate error
xi 1- xi
a = 100
xi 1
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Step 2
Find if the absolute relative approximate error is greater
than the prespecified relative error tolerance.
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Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.
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Example 1 Cont.
Let us assume the initial guesses of the root of f x 0
as x1 0.02 and x0 0.05.
Iteration 1
The estimate of the root is
f x0 x0 x1
x1 x0
f x0 f x1
0.05
0.05 0.1650.05 3.993 10 0.05 0.02
3 2 4
0.06461
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Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 1 is
x1 x0
a 100
x1
0.06461 0.05
100
0.06461
22.62%
The number of significant digits at least correct is 0, as you
need an absolute relative approximate error of 5% or less
for one significant digits to be correct in your result.
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Example 1 Cont.
f x1 x1 x0
x2 x1
f x1 f x0
0.06461
0.06461 0.1650.06461 3.993 10 0.06461 0.05
3 2 4
0.06241
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Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 2 is
x2 x1
a 100
x2
0.06241 0.06461
100
0.06241
3.525%
The number of significant digits at least correct is 1, as you
need an absolute relative approximate error of 5% or less.
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Example 1 Cont.
f x2 x2 x1
x3 x2
f x2 f x1
0.06241
0.06241 0.1650.06241 3.993 10 0.06241 0.06461
3 2 4
0.06238
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Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 3 is
x3 x2
a 100
x3
0.06238 0.06241
100
0.06238
0.0595%
The number of significant digits at least correct is 5, as you
need an absolute relative approximate error of 0.5% or
less.
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Iteration #3
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Drawbacks
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2
f ( x)
0
f ( x) 0
f ( x)
2 2
10 5 0 5 10
10 x x gu ess1 x gu ess2 10
f(x)
prev. guess
new guess f x Sinx 0
Division by zero
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Drawbacks (continued)
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2
f ( x)
f ( x)
0
f ( x) 0
secant( x)
f ( x)
2 2
10 5 0 5 10
10 x x 0 x 1' x x 1 10
f(x)
f x Sinx 0
x'1, (first guess)
x0, (previous guess)
Secant line
x1, (new guess)
Root Jumping
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THE END
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