Secant Method

NUMERICAL METHOD
 Secant Method – Derivation
f(x) Newton’s Method
f(xi )
xi +1 = xi - (1)
f(xi)
x f (x ) f (xi )
i, i

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 )
 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
xi+1 xi-1 xi
X
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 )
Algorithm for Secant Method
 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
 Step 2
Find if the absolute relative approximate error is
greater than the prespecified relative error tolerance.

If so, go back to step 1, else stop the algorithm.

Also check if the number of iterations has exceeded the

maximum number of iterations.