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Numerical Analysis/The Secant Method
Numerical Analysis/The Secant Method
Numerical Analysis/The Secant Method
From Wikiversity
Contents
1 The Secant Method
1.1 The Algorithm
1.2 Order of Convergence
1.3 A Numerical Example
1.4 Pseudo Code
1.5 Exercises
1.5.1 Exercise 1
1.5.2 Exercise 2
1.6 Quiz
1.7 References
The Secant Method
The secant method is an algorithm used to approximate the roots of a given function f. The method is based on
approximating f using secant lines.
The Algorithm
The secant method algorithm requires the selection of two initial approximations x 0 and x 1, which may or may not
bracket the desired root, but which are chosen reasonably close to the exact root.
Secant Method Algorithm
Given f(x)=0:
Let x0 and x 1 be initial approximations.
Then
where xn is a better approximation of the exact root, assuming convergence.
Repeat iterative step until either
1. The total number of iterations N is met
2. A sufficient degree of accuracy, , is achieved.
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Order of Convergence
We would like to be able to find the order of convergence, p, for the secant method. Hence, we want to find some p
so that where C is a constant.
Given a function f, let x be such that f(x)=0 and let xn1 and xn be approximations to x. Assume x is a simple root
and f is twice continuously differentiable (from the assumptions leading to convergence noted on Wikipedia). Let
the error at the nth step be denoted by en: en=xnx. Then we have:
Since f(x)=0 and recalling that en=xnx, we can rewrite the last line above as:
(1 )
(2 )
According to the Mean Value Theorem, on [xn1,xn], there exists some between xn1 and xn such that
(3 )
(4 )
Next, we can combine equations (2 ), (3 ), and (4 ) to show that .
Returning to (1 ), we now have:
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(5 )
Again applying the Mean Value Theorem, there exists some in [xn1,xn] such that .
Then (5 ) becomes:
Next, recall that we have convergence of order p when for some constant
. Our goal is to figure out what p is for the secant method.
Let
Then we have: .
A Numerical Example
The function has a root between 3 and 4. Let's approximate this root accurate to four decimal
places.
Let x0 = 3 and x1 = 4.
Next, using our recurrence formula where
and
we have:
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In the next iteration, we use f(x1) = .6835 and f(x2) = .0342 and see that
Similarly, we can compute x4 and x5. These calculations have been organized in the table below:
0 1 2 3 4 5
3 4 3.2983 3.2613 3.2665 3.2665
Hence the iterative method converges to 3.2665 after 4 iterations.
Pseudo Code
Below is pseudo code that will perform iterations of the secant method on a given function f.
Input: x0 and x1
Set y0=f(x0) and y1=f(x1)
Do
x=x1‐y1*(x1‐x0)/(y1‐y0)
y=f(x)
Set x0=x1 and x1=x
Set y0=y1 and y1=y
Until |y1|<tol
Exercises
Exercise 1
Find an approximation to correct to four decimal places using the secant method on .
Solution:
Exercise 2
Find a root of by performing five iterations of the secant method beginning with x0 = 1 and x1 = 0.
Solution:
▲
1st Iteration: x0 = 1, x1 = 0, f(x0) = 0.63212, and f(x1) = 1. Then
2nd Iteration: x1 = 0, x2 = .6127, f(x1) = 1, and f(x2) = .07081. Then
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3rd Iteration: x2 = .6127, x3 = .57218, f(x2) = .07081, and f(x3) = .00789. Then
4th Iteration: x3 = .57218, x4 = .5671, f(x3) = .00789, and f(x4) = 6.7843*105. Then
5th Iteration: x4 = .5671, x5 = .56714, f(x4) = 6.7843*105, and f(x5) = 5.1565*106. Then
Thus after 5 iterations, the method converges to .56714 as one of the roots of .
Quiz
The following is a quiz covering information presented on the associated secant method page on Wikipedia as well
as the current page.
1. True or False: The secant method converges faster than the bisection method.
TRUE.
FALSE.
2. True or False: The secant method converges faster than Newton's method.
TRUE.
FALSE.
3. Check all that apply: The secant method may be less computationally expensive than Newton's method
because...
Newton's method requires evaluating the given function f and its derivative f'.
The secant method requires evaluating the given function f and its derivative f'.
The secant method requires only one new function evaluation in each iteration.
Newton's method requires only one new function evaluation in each iteration.
4. Given the function , perform 1 iteration of the secant method starting with x0 = 1 and x1 =
2. Then x2 is equal to:
1.2311
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1.5714
1.6231
1.7312
Submit
References
1. http://www.radford.edu/~thompson/Fall10/434/Chapter4/secant_convergence.pdf
Convergence of Secant Method (http://ecourses.vtu.ac.in/nptel/courses/Webcoursecontents/IITKANPUR/Nu
merical%20Analysis/numericalanalysis/Rathishkumar/ratish1/f3node5.html)
Secant method convergence (http://www.mathpath.org/Algor/squareroot/secant.pdf)
Secant method details (http://mat.iitm.ac.in/home/sryedida/public_html/caimna/transcendental/iteration%20m
ethods/secant/secant.html)
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