Applied Numerical Methods: Dr. Khaled Ahmida Al-Ashouri The Libyan Academy - Tripoli

APPLIED NUMERICAL METHODS
Dr. Khaled Ahmida Al-Ashouri

The Libyan Academy - Tripoli
Numerical Analysis Course
Dr. Khaled Ahmida
ROOT FINDING
 Almost all root-finding methods are iterative
 Start from an initial guess and improve solution until
convergence satisfied
 Initial guess can be improved by plotting equation
 Simplest: Bracketing methods Bisection & False-
Position
Dr. Khaled Ahmida
ROOT FINDING
ELEMENTARY
 Bisection Method
 False Position Method
 … others
PRACTICAL
 Newton-Raphson’s Method, Brent’s algorithm, Laguerre’s method
Dr. Khaled Ahmida
BISECTION METHOD
 An equation f(x)=0, where f(x) is a real continuous function, has at least
one root between xl and xu if f(xl) f(xu) < 0.
f(x)
x
x
xu
Figure 1 Function may change sign between two points

Dr. Khaled Ahmida
BISECTION METHOD
f(x)

x x
xu
Figure 2 Function does not change sign between two points but roots exist
Dr. Khaled Ahmida
BISECTION METHOD
f(x)

xu
x
x
Figure 3 If the function changes sign between two points, at least one root exists
Dr. Khaled Ahmida
BISECTION METHOD: ALGORITHM

 Step 1:
Choose xl and xu as guesses for root search such that f(xl )*f(xu) < 0, or in
other words, f(x) changes sign between xl and xu
Step 2:
Estimate the root xm of the equation f(x)=0 as the mid-point between xl
and xu as
x  xu
xm =
2
Dr. Khaled Ahmida
BISECTION METHOD
 Step 3:
check the following
a) If f xl  f  xm   0 then the root lies between xl and xm; then
xl = xl ; xu = xm  Continue process (step 4)
b) If f xl  f  xm   0 then the root lies between xm and xu; then

xl = xm; xu = xu  Continue process (step 4)
c) If f xl  f  xm   0 then the root is xm. Stop.

Dr. Khaled Ahmida
BISECTION METHOD
 Step 4:
 Find the new estimate of the root
x  xu
xm =
2
Find absolute relative approximate error (criteria to stop)
xmnew  xmold
a  new
100
xm
Or check if f ( xm ) s
Dr. Khaled Ahmida
BISECTION METHOD
 Step 5:
 Compare the absolute relative approximate error a with the pre-
specified error tolerance s (usually ~10-6)
Go to Step 2 using new
No upper and lower
Is a s ? guesses.
 yes Stop the algorithm

 Should have maximum number of iterations to run
Dr. Khaled Ahmida
Input xl,xu,f, s
BISECTION METHOD
 xm=(xl+xu)/2
yes
f(xm)=<s Root=xm
no
xu=xm No (solution [xl, xm]) Yes (solution [xm, xu]) xl=xm

f(xm)*f(xu)<0
f(xu)=f(xm) f(xl)=f(xm)
Dr. Khaled Ahmida
BISECTION METHOD
 Advantages:
 always converges
 brackets halved in every step f(x)=1/x
1
 Drawbacks: 0.9
 slow to converge, compared to other advanced 0.8
methods 0.7
0.6
 if one initial guess is close to root, it converges 0.5
slowly 0.4
 Special cases: function may have no root at 0.3
all 1
0.2
f x   0.1
x 0
0 10 20 30 40 50 60 70 80 90 100
Dr. Khaled Ahmida
BISECTION METHOD
 Example 1: solve the following equation using Bisection
method
f  x   e  x sin( x)  2.1
x 2
1
Graph of the function f(x)
0.8
 plot function between [0,1]

0.6
0.4
0.2
f(x)
0
-0.2
-0.4
-0.6
-0.8
-1
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
x
Dr. Khaled Ahmida
BISECTION METHOD
Approximate Root is 0.6260962

Dr. Khaled Ahmida
False-Position Method
Dr. Khaled Ahmida
FALSE-POSITION METHOD
f(xu)
f(x)

Equal angles
xl xr xu
x
x*
f(xr)
f(xl)
Dr. Khaled Ahmida
 Start with [xl,xu] with f(xl)*f(xu) < 0
 Draw a straight line to approximate the root
f ( xu ) xl  f ( xl ) xu
f ( xr )  0  xr 
f ( xu )  f ( xl )
 Check signs of f(xl)*f(xr) and f(xr)*f(xu) so that [xl , xu ]
always bracket the root
Dr. Khaled Ahmida
 Step 1: Choose xl and xu
 Step 2 : Estimate the root by finding the intersection of the
line connecting the two points (xl,f(xl)), and (xu,f(xu)) and the x-
axis
f ( xu ) xl  f ( xl ) xu
xr 
f ( xu )  f ( xl )
Dr. Khaled Ahmida
 Step 3: Determine the new bracket
If f(xr)*f(xl) >0 then xl= xr else xu= xr
 Step 4: check whether to repeat iteration or stop by checking

if f(xr)<=tol, or if a  tol
x new  x old
a  100
m m
new
x m
Dr. Khaled Ahmida
f(x)
xu,f(xu)
 Second iteration
xr,0
o x
xl,f(xl)
Dr. Khaled Ahmida
input data
 Algorithm
check if
f(xl)*f(xu) < 0
otherwise choose another limits
xr=(f(xu)*xl - f(xl)*xu)/(f(xu) - f(xl))
If f(xr) <= tol
no yes
If f(xr)f(xl) < 0 Solution
then xu = xr obtaind
else xl = xr xr
end
Dr. Khaled Ahmida
 Example: Solving the previous equation solved before by
Bisection method in the range of x=[0,1]
f  x   e x  x 2 sin( x)  2.1
Approximate Root is 0.62610

Dr. Khaled Ahmida
BISECTION f  x   e x  x 2 sin( x)  2.1 x=[0,1]
FALSE-POSITION
Dr. Khaled Ahmida
COMPARISON OF METHODS
 Usually False-Position converges faster
than Bisection
 Errors usually converge in a zigzag
manner, like in Bisection Method
 There are cases when False-Position
converges slowly. An example is
f x   x10  1
Dr. Khaled Ahmida
COMPARISON OF METHODS 14
12
f x   x  1
10
10
8
 Solve between x=0 and x=1.3 4
-2
0 0.2 0.4 0.6 0.8 1 1.2 1.4
This example shows a drawback
of False-Position method
Dr. Khaled Ahmida
 Slow convergence of f x   x10  1
by False-Position method
 One solution is to use Modified
False-Position. Determine which bound
stays fixed (stuck) and divide it by half.
Modified False-Position is not covered in
this course.
Dr. Khaled Ahmida
f  x   x10  1
using
Bisection
Dr. Khaled Ahmida
f  x   x10  1
using
False-position
…….

Applied Numerical Methods: Dr. Khaled Ahmida Al-Ashouri The Libyan Academy - Tripoli

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APPLIED NUMERICAL METHODS

Dr. Khaled Ahmida Al-Ashouri

Figure 1 Function may change sign between two points

BISECTION METHOD: ALGORITHM

b) If f xl  f  xm   0 then the root lies between xm and xu; then

c) If f xl  f  xm   0 then the root is xm. Stop.

 yes Stop the algorithm

xu=xm No (solution [xl, xm]) Yes (solution [xm, xu]) xl=xm

 slow to converge, compared to other advanced 0.8

 Special cases: function may have no root at 0.3

 plot function between [0,1]

Approximate Root is 0.6260962

 Step 4: check whether to repeat iteration or stop by checking

xr=(f(xu)xl - f(xl)xu)/(f(xu) - f(xl))

If f(xr) <= tol

Approximate Root is 0.62610

BISECTION f  x   e x  x 2 sin( x)  2.1 x=[0,1]

 Solve between x=0 and x=1.3 4

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