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An Introduction To Numerical Methods.a Matlab Approach

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Mohammad Irfan Ali
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An INTRODUCTION to NUMERICAL METHODS A MATLAB Approach ABDELWAHAB KHARAB King Fahd University of Petroleum and Minerals RONALD B. GUENTHER Oregon State University CHAPMAN & HALL/CRC Aci res Compa Boca Raton London New%c Washi ington, D.C. Library of Congress Catuloging-in-Publication Data Khana, Abdelwahab. ‘An introduction 1 oumerival methods : a MATLAB approach f Abdelwahab Kharub and Ronald B. Guenther. pem Includes bibliographical references and i ISBN 1-584N8-281-6 (alk, paper? 1. Numerical analysis—Datt processing. 2, MATLAB. Guenther, Ronald B11 Title QA297 .K52 2001 539.4'0285 de 2091087074 ‘This book contains information obtained from authentic an highly regarded sources, Reprinted material is quoted with permission, and sources are indicated. A wide variety of references are listed, Reasonable efforts have been made to publish reliable data and information, byt the author and the publisher cunnot assume responsibility for the validity of all materials or for the consequences of their use Neither this book mor any part may be reproduced or transmitted in any form or by ny means, electronic ‘or mechanical, including photocopying, microfilming. and recording, or by any information storage oF roirieval system, without prior permission in waiting from the publisher. The consent of CRC Press LLC does not extend to copying for general distribution, for promotion. fir creating new works. or for resale, Specific permission must he obtined in writing from CRC Press LLC for such copying. Direct all inquiries to CRC Press LLC, 2000 N.W. Corporate Blvd., Bea Raton. Florida 33431, Trademark Notice: Product or corporate names may be trademarks or registered rademmarks, and are used only tor identification and explanation, without intent to infringe. Visit the CRC Press Web site at [Link] © 2002 by Chapman & Hal/CRC No claim to original U.S. Government works International Standard Book Number |-S8488.281-6 Library of Congress Card Number 2001047074 Printed in the United States of America 123.45 67890 Printed om avid-tree paper Preface This is a textbook designed for an introductory course in numerical analysis. It grew out of a set of lecture notes from a course on numer- ical analysis that has been continuously offered at the departments of mathematics of the King Fahd University of Petroleum and Minerals and Oregon State University. It deals with the theory and application of the most commonly used numerical methods for solving numerical problems on microcomputers. It is intended for students in mathe- matics, science, and engineering who have completed the introductory calculus sequence. In addition, the reader is assumed to have taken a structured programming course. The thrust of this text is to as- sist the students to become familiar with the most common numerical methods encountered in science and engineering. The content, material of this book has been designed to be compatible with any introductory numerical textbook that exists in the market. Students will be able to examine and solve many numerical problems, using MATLAB™? in a short period of time. Due to the rapid advancement of computer technology and software developments, we have used MATLAB as the computing environment throughout all the chapters of the book. Each numerical method dis- cussed in this book is demonstrated through the use of MATLAB which is easy to use and has many features such as: TMATLAB™* is a registered tradmark of the MathWorks, Inc. For product information, please contact: The MathWorks, Inc. 3 Apple Hill Drive Natick, MA 01760-2098 USA Tel: 508-647-7000 Fax: 508-647-7001 E-mail: info@[Link] Web: [Link] 1. Powerful matrix straciure, 2. Powerful two- and three-dimensional graphing facilities, 3. A vast number of powerful built-in functions, 4, MATLAB's structured programming style that resembles FOR- TRAN and BASIC, This book introduces students to a wide range of useful and impor- tant algorithms. Computer results are presented with full details so that the main steps of the algorithm of cach numerical method are visualized and interpreted. For this reason, a supplement CD-ROM attached at the back of the book, has been developed for students’ use with MATLAB. The CD-ROM contains simple MATLAB functions that give a clear step-by-step explanation of the mechanism behind the algorithm of each numerical method covered. Emphasis is placed on understanding how the methods work. These functions guide the stu- dent through the calculations ne ry to understand the algorithms). The main feature of this book beside the use of MATLAB as its com- puting environment, is that the style of the book is easy, direct and simple. T! likely to boost students’ confidence in their ability to master the elements of the subject. The book is organized in a fairly standard manner. Topics that are sinpler, both theoretically and computationally, come first; for exam ple root of equations is covered in Chapter 3. Chapter 2 contains an introduction to computer floating point arithmetic. errors, and interval arithmetic. Both direct. and iterative methods are presented in Chapter 4 for solving systems of linear equations. Interpolation, spline functions, and concepts of least squares data fitting are the subjects of Chapters , 6, and 7. Interpolation forms the theoretical basis for much of numerical analy: Chapter 8 is devoted to mmerical differentiation and integration. Several efficient integration techniques are presented. In Chapter 9, a wide variety of numerical techniques is presented jor solving ordinary diffcrential equations. An introduction for solving boundary value problems is presented in Chapter 10. In Chapter 11, the book presents a new numerical method (Quadratic method) developed by Dr. Elgindi and Dr. Kharab that approximates the eigenpairs of a matrix. The last chapter provides a basic introduction to numerical tech- niques for solving partial differential equations. It is the purpose of this book to implement various important numer- ical methods on a microcomputer and to provide not only a source of theoretical information on the methods covered, but also to allow the student to easily interact with the microcomputer and the algorithm for each method using MATLAB. This text should provide an excellent tool suitable for teaching nu- merical method courses at colleges and universities. It is also suitable for self-study purposes. Finally, we wish to thank the many persons who have helped us in the creation of this book. They are: R. Baker Kearfoot of the University of Southwestern Louisiana, Rachid Kharab of the University of Rouen, A. Laradji of the King Fahd University of Petroleum & Minerals, and L. Cheded of the King Fahd University of Petroleum & Minerals, who encouraged us to submit a book proposal. Recommendations that were provided to us by the publisher were used to improve the book. We acknowledge the reviewers for these recommendations. The authors remain very grateful to the editorial and production staff of Chapman & Hall/CRC who have been helpful and available at all stages. Among them are Samar Haddad, project Editor, who was in constant communication with me during the preparation of the final version of the book and Sunil Nair, mathematics and statistics publisher, for his assistance and encouragement. Finally, the authors are grateful for the financial and facilities support provided by King Fahd University of Petroleum & Minerals, Dhahran, Saudi Arabia. Suggestions for improvements to the book are always welcome and can be made by e-mail at: awkharab@[Link]. Abdelwahab Kharab Ronald B. Guenther Contents 1 Introduction Ll 12 13 21 2.2 23 24 ABOUT THE SOFTWARE MATLAB... . . AN INTRODUCTION TO MATLAB 1.2.1 Matrices and matrix computation 1.2.2 Output format . . 1.2.3. Planar plots. . 124 3-D mesh plots ....... 1.2.5 Function files... 2... . 1.2.6 Defining functions 1.2.7 Relations and loops ‘TAYLOR SERIES Number System and Errors FLOATING-POINT ARITHMETIC ........... ROUND-OFF ERRORS ..... . TRUNCATION ERROR..... - INTERVAL ARITHMETIC ... . Roots of Equations THE BISECTION METHOD .......... THE METHOD OF FALSE POSITION .. . THE SECANT METHOD........... was NEWTON’S METHOD ............-..-.. CONVERGENCE OF THE NEWTON AND SECANT METHODS FIXED POINT ITERATION . : MULTIPLE ROOTS AND THE MODIFIED NEWTON METHOD . 3.8 NEWTON’S METHOD FOR. NONLINEAR SY‘ 72 System of Linear Equations 79 4.1 MATRICES AND MATRIX OPERATIONS... .... 79 4.2 NAIVE GAUSSIAN ELIMINATION . . . 83, 4.3 GAUSSIAN ELIMINATION WITH SCALED PARTIAL PIVOTING ... ee 92 44 LU DECOMPOSITION . se eee ee 102 4.4.1 Crout’s and Choleski’s methods... 0... + . 102 4.4.2 Gaussian climination method 2.0... 108 4.5 ITERATIVE METHODS .......- 2. 15 1 Jacobi iterative method 2.2.0... 0 eee ee 5 4.5.2 Gauss-Seidel iterative method... -.. 9 4.5.3 Convergence... 0000s bee 123 Interpolation 131 5.1 POLYNOMIAL INTERPOLATION THEORY .... - 132 5.2. NEWTON’S DIVIDED DIFFERENCE INTERPOLATING POLYNOMIAL ......0.-.5- 134 5.3. THE ERROR OF THE INTERPOLATING POLYNOMIAL © 6 ee d44 54 LAGRANGE INTERPOLATING POLYNOMIAL... id? Interpolation with Spline Functions 153 6.1 PIECEWISE LINEAR INTERPOLATION | -.. 153 6.2. QUADRATIC SPLINE 158 6.3 NATURAL CUBIC SPLINES... [Link]... . 161 The Method of Least Squares 175 7.1 LINEAR LEAST SQUARES 176 7.2 LEAST SQUARES POLYNOMIAL 182 7.3 NONLINEAR LEAST SQUARES. eee eee. 190 7.3.1 Exponential form. . . bees 191 7.3.2 Hyperbolic form ....... - 2 . 193 7.4 TRIGONOMETRIC LEAST SQUARES POLYNOMIAL . 197 Numerical Differentiation and Integration 203 8.1 NUMERICAL DIFFERENTIATION . os 204 8.2 RICHARDSON’S FORMULA... 20.0 .-2.-.. 5. 208 8.3 TRAPEZOIDAL RULE . 8.4 SIMPSON'S RULE... . 8.5 ROMBERG ALGORITHM .. . 8.6 GAUSSIAN QUADRATURE .. 9 Numerical Methods for Ordinary Differential Equa- tions 9.1 EULER’S METHOD . 9.2 ERROR ANALYSIS . . 9.3 HIGHER ORDER TAYLOR ‘SERIES METHODS 9.4 RUNGE-KUTTA METHODS . . 9.5 MULTISTEP METHODS ... - see 9.6 ADAMS-BASHFORTH METHOD ...... 9.7 PREDICTOR-CORRECTOR METHODS . . 9.8 ADAMS-MOULTON METHOD 9.9 NUMERICAL STABILITY ................ 9.10 HIGHER ORDER EQUAT! 9.11 IMPLICIT METHODS AN. 9.12 PHASE PLANE ANALYSI 10 Boundary-Value Problems 10.1 FINITE-DIFFERENCE METHODS 10.2 SHOOTING METHODS 10.2.1 The nonlinear case 10.2.2 The linear case . . 11 Eigenvalues and Eigenvector 11.1 BASIC THEORY . 11.2 THE POWER METHOD vee 11.3 THE QUADRATIC METHOD . IONS AND SYSTEMS .. . 'D STIFF SYSTEMS .. . S$: CHAOTIC EQUATIONS 8 11.4 EIGENVALUES FOR BOUNDARY- VALUE. PROBLEMS ....... 11.5 BIFURCATIONS IN DIFFERENTIAL EQUATIONS 12 Partial Differential Equations 12.1 PARABOLIC EQUATIONS 12.1.1 Explicit methods 12.1.2 Implicit methods .. . . . 12.2 HYPERBOLIC EQUATIONS . . 12.3 ELLIPTIC EQUATIONS - 259 - 299 301 311 .. Bll .. 318 . 318 321 329 359 Bibliography and References Appendix A Calculus Review A.V Limits and continuity. 2... 0.0... A.0.2 Differentiation... . . . ee A038 Integration. [Link] ee eee Appendix B MATLAB Built-In Functions Appendix © Text MATLAB Functions Answers to Selected Exercises Index 389 393 393 394 304 397 401 403 427 Chapter 1 Introduction The Taylor Series is one of the most important tools in numerical anal- ysis. It constitutes the foundation of numerical methods and will be used in most of the chapters of this text. From the Taylor Series, we can derive the formulas and error estimates of the many numerical tech- niques used. This chapter contains a review of the Taylor Series, and a brief introduction to MATLAB: =< 1.1 ABOUT THE SOFTWARE MATLAB The widespread availability of personal computers, their low cost, utility, and convenience, is rapidly becoming preferable to the large, mainframe computers. It gives an opportunity to students to more effectively integrate computing in the classroom. To exploit this op- portunity, students in science and engineering should make use of the software available for implementing numerical methods on microcom- puters. An Example of these tools is the symbolic algebra programs such as MATLAB, MAPLE, DERIVE, MathCad, and Mathematica. Fortunately, the power and computing capabilities of these software programs have not been fully used in classrooms by teachers in science and engineering. For this reason, part of this text is intended to in- troduce the computational power of MATLAB to modern numerical methods. MATLAB has several advantages. There are three major elements that have contributed to its immense popularity. First, it is extremely easy to use since data can be easily entered, especially for algorithms that are adaptable to a table format. This is an important feature be- 2 INTRODUCTION cause it allows students to experiment with many numerical problems in a short period of time. Second, it includes high-level commands for two-dimensional and three-dimensional data visualization, aud presen tation graphics. Plots are easily obtained from within a script or in command mode. Third, the most evident power of a MATLAB is its speed of calculation. The program gives instantaneous feedback. Be- ause of their popularity, MATLAB and other software such as MAPLE and Mathematica are now available in most. university microcomputer laboratories. One of the primary objectives of thi step-by-step explanation of the algorithm corresponding to cach nu- merical method used. To accomplish this objective, we have developed MATLAB m-functions contained in a supplementary CD-ROM at. the back of the book. These M-files can be used for the application or illustration of all numerical methods discussed in this text. Each m- function will enable students to solve numerical problems simply by entering data and executing the m-functions. Tt is well known that the best. way to learn computer programming is to write computer programs. Therefore. I believe that by undor- standing the basic theory underlying cach numerical method and the algorithm behind it, students will have the ne ry tools to write their own programs in a high-level computer language such as Cor FORTRAN. < text is to give students a clear = 1.2 AN INTRODUCTION TO MATLAB Tn this section we give to the reader a brief tutorial introduction to MATLAB. For additional information we urge the reader to use the reference and user's guides of MATLAB 4.2.1 Matrices and matrix computation MATLAB treats all variables as matrices. pressions by using an equal sign and their names are cas example >> A= [4 -25;617;-10 6] A= They are assigned to ex- sensitive. For AN INTRODUCTION TO MATLAB 3 4 -2 5 6 1 7 -1 0 6 New rows may be indicated by a new line or by a semicolon. A cok umn vector may be given as >> x= [2 8; Jorx = [2 8 9 x= 2 8 9 Elements of the matrix can be a number or an expression, like >>x=[2 142 12/4 273] x= 23 3 8 One can define an array with a particular structure by using the command x=a: step: b As example >>y=[Link] 0 0.2000 0.4000 0.6000 0.8000 1.0000 >> y = (0: pi/3: pi] y= O 1.0472 2.0944 3.1416 >> y = (20: -5: 2] y= 20 15 10 5 MATLAB has a number of special matrices that can be generated by built-in functions >> ones(2) 4 INTRODUCTION ans = I 1 1 I a matrix of all Ls. >> zeros(2,4) ans = 0 0 0 0 0 0 0 0 a 2x 4 matrix of zeros. >> rand(2,4) 0.9501 0.6068 0.8913 0.4565 0.2311 0.4860 0.7621 0.0185 a2» 4 random matrix with uniformly distributed random clements. >> eyes(3) ans = 1 0 0 o 1 0 0 0 1 the 3.x 3 identity matrix. The most. useful matrix functions are eig values wid eigenvectors inv inverse Iu LU decomposition gr QR factorization rank rank A component-by-component addition of two vectors of the same di- mensions is indicated as >>x=(15 8; >>y=(2 4 3); Dox+y ans = 3 9 u AN INTRODUCTION TO MATLAB 5 ‘The component-by-component multiplication of the vectors x and y is indicated as >> x Fy ans = 2 20 24 The transpose of a matrix or a vector is denoted by a prime symbol. For example >> x’ ans = 1 5 8 ‘The matrix operations of multiplication, power, and division are in- dicated as >> B= [1 3,4 2]; >> A= [2 5:0 6; >> AB ans = 22 16 24 (12 >> AZ ans = 4 40 0 36 >> A/B 1.6000 0.1000 2.4000 0.6000 >> A*B ans = 2 15 6 INTRODUCTION Note that the three operations of nnultiplication, division, and power can operate elementwise by preceding them with a period. 1.2.2 Output format While all computations in MATLAB are performed in donble pre- cision, the format of the displayed outpnt can he controlled by the following, commands: format short fixed point with 4 dechnal places (the default) format long fixed point. with 14 decimal places format short format long forme cientific notation with 4 decimal places tific notation with 15 decimal p itogers ation by ratio of small vat appre: Once invoked, the chosen format remains in effect until changed. It is possible to make the printed output from a MATLAB function look good by using the disp and fprintf functions. disp(X) displays the array X, without printing the array name. If X is a string, the text is displayed. For example disp(‘The input matrix A is’) will display the text placed in single quotes. The function disp also allows us to print numerical values placed in text strings. For example disp(['Newton's method converges after '.num2str(iter),’ iterations’]) will write on the screen Newton's method converges after 9 iterations. Here the function num2str(iter) converts a number to a string. The other function fprintf is more flexible and has the form fprintf( ‘filename’, format’ list) where, filename is optional: if it, is omitted, output goes to the sereen, AN INTRODUCTION TO MATLAB 7 format is a format, control string containing conversion specifications or any optional text. The conversion specifications control the output of array elements. Common conversion specifications include: %[Link] _ for exponential %[Link] fixed point %[Link] to automatically select the shorter of %[Link] or %[Link] where P and Q are integers that set the field width and the number of decimal places, respectively. list is a list of variable names separated by commas, and the special format \n, produces a new line. For example, the statements >> x = pis y = 4.679; 2=9; >> fprintf("\n x = %8.7A\n y = %4.3A\n 2 = %L.0F\n' x,y,z) prints on the screen x = 3.1415927 y = 4.679 z=9 1.2.3 Planar plots Plotting functions is very easy in MATLAB. Graphs of two-dimensional functions can be generated by using the MATLAB command plot. You can, for example, plot the function y = 2? + 1 over the interval (—1, 2] with the following commands: >> x= [-L: 0.02: 2]; >> y=x2 41; >> plot(xy) The plot is shown in Figure 1.1. To plot a function f1 defined by an M-file (see Subsection 1.2.6) in an interval (a, 6), we use the command 8 INTRODUCTION FIGURE 1.1 , Plot of the function f(a) = 2? + >> fplot(f1’.[a.b)). Other features can be added to a given graph using commands such as grid, xlabel, ylabel, title, etc... For example, the command grid on will create grid lines on the graph. Plots of parametrically defined curves can also be made. Try, for example, t=(0: 0.01: 4*pi]: x=cos(2*t); y=sin(3*t); plot(x.y). Multiple plots on a single graph are illustrated by >> x=(0:0.1:2*pi]; >> yl=cos(x); y2=sin(x); y3=cos(2*x); >> plot(xyl,x,y2,x,y3) 1.2.4 3-D mesh plots Three-dimensional or 3-D mesh surface plots are drawn with the fiction mesh. The command mesh(z) creates a three-dimensional per- spective plot of the elements of the matrix = AN INTRODUCTION TO MATLAB 9 The following example will generate the plot shown in Figure 1.2, of the function z = e~**-¥” over the square [—4, 4] x [—4, 4]. >> [x y]=meshgrid(-4.0:0.2:4.0,-4.0:0.2:4.0); >> z=exp(-x.72-y.72); >> mesh(xy.z) FIGURE 1.2 Three-dimensional surface. Other commands related to 3-D graphics are plot3 and surf. 1.2.5 Function files MATLAB contains a vast collection of built-in functions from ele- mentary functions like sine and cosine, to more sophisticated functions like matrix inversions, matrix eigenvalues, and fast Fourier transforms. Table 1.1 contains a small selection of elementary mathematical MAT- LAB functions and Appendix B contains additional lists of functions grouped by subject area. Note that all these function names must be in lower cases. MATLAB functions may have single or multiple arguments. For example, Ww INTRODUCTION cos{x) cosine oft sin(x) sine of & tan(x) tangent of J sqrt{x) square root of a abs(x} absolute valne of ut exp(x) exponential of 2 log(x) log to the base ¢ of logl0(x) log to the base 10 of a cosh(x) hyperbolic cosine of tanh(x) hyperbolic tangent of & asin(x) inverse sine function of we expm(A) exponential of matrix A Table 1.1) Elementary mathematical MATLAB functions. [U,D]=eig(A) produces a matrix U whose columns are the eigenvectors of A and a diagonal matrix D with the eigenvalucs of A on its diagonal. 1.2.6 Defining functions MATLAB allows users to define their own functions by constructing, an M-file in the M-file Editor/Debugger. The first line of a function has the form function y = function_name( input arguments) As an example, let us define the function f1 (a) = 2a ~ 30-41 as an mfile, Using the Editor/Debugger we enter function y=f1(x) ya2hx.°3-3*x+1; Once this function is saved as an M-file named flan, we can use the MATLAB command window to compute, for example. >> FL(2) ans = 4 AN INTRODUCTION TO MATLAB soy User defined functions can themselves have functions as input pa- rameters. They can be evaluated internally by using the function feval. For example, >> x1=fzero((f1',0) xl= 0.3949 gives the zero of f1 closest to 0. 1.2.7. Relations and loops Like most computer languages, MATLAB offers a variety of flow con- trol statements like for, while, and if. The statements that we use to control the flow are called relations. The Relational operators in MATLAB are equal less than or equal greater than or equal not equal < less than > greater than Note that is used in an assignment statement while “==” is used in a relation. Logical operators & and if, for, while statements The general form of an if loop is 12 INTRODUCTION if elseif else end Hero is a simple example. If i,j = 1...., 10, then will result in a diagonal matrix A with L's in its diagonal. The general form of a for loop is for <[Link]= [Link]> end For example, :100 S=S41: end Ss results in the ontput S= 100, You can also nest for statements. ‘The following statements create an m xn Hilbert matrix, H. TAYLOR SERIES 13 J=1/(i4i-)s Finally, MATLAB also has its own version of the while loop, which repeatedly executes a group of statements while a condition remains true. Its form is while < while expression > < condition statements> end Given a positive number n the following statements compute and display the even powers of 3 less than n. k=0; while 37k 0 and a positive integer n such that |F(A)| 2 and 0 0. 4. A partial ordering of the elements of I(R) is defined by A 2=b/aE B/A. The starting point for the application of interval analysis was, in ret- rospect, the desire in numerical mathematics to be able to execute algorithms on digital computers capturing all the round-off errors au- tomatically and therefore to calculate strict error bounds automatically. Interval arithmetic, when practical, allows rigor in scientific computa- tions and can provide tests of correctness of hardware, and function libraries for floating-point computations. A complete study of interval arithmetic can be found in [2]. In that reference, more topics such as interval matrix operations and interval systems of equations are pre- sented. NUMBER SYSTEM AND ERRORS Le EXERCISE SET 2.4 1. . Compute a solution set for [2,4|.X = . By testing the sign of the end points of the interva Carry out the following interval arithmetic: . Using interval arithmetic, compute hounds on the range of the following real rational functions: (a) f(w)=2?4+2e+1, OSash (b) fy =ryt2 -lersl,-ltol)&(iter<=n) w=teval(f,c); fprintf('%2.0f %10.4f %10.4f %12.6f %10.6F %10.6fin’, iter, a, b,c, w, err) if (w*u<0) b=c;v=w; end; if (w*u>0) a=CiU=W; end; itersiter+1; ¢=(a+b)"0.5; err=abs(b-a)*0.5; end; if (iter>n) disp(' Method failed to converge') end; else disp(’ The method cannot be applied f(a)f(b)>0') end; % Plot f(x) in the interval [a,b]. fplot(t, [a0 bo) xlabel('x’); ylabel('f(x)'); grid 40 ROOTS OF EQUATIONS EXAMPLE 3.1 The function f(z) = bisection algorithm to approximate the zero of f to within 1074. — 2? — 1 has exactly one zero in [1,2]. Use the Since f(1) = —L < Oand f(2) = 3 > 0, then (3.2) is satisfied. Starting with ap = 1 and by = 2; we compute 2 y — tbo VA is and F(eo) = 0.125. 2 2 Since f(1.5)f(2) > 0. the function changes sign on [ap. 0] = [1.1.5]. To continue, we set ay = ag and by = cg; so by Le LS oy = FET 95 and flex) = —0.609375. 2 2 Again f(1.25)f(1.5) < 0 so the function changes sign on [e).1] = (1.25, 1.5]. Next we set az = c and bg = 6). Continuing in this manner leads to the values in Table 3.1 which converge to r = 1.465454. Note that, before calling the MATLAB function bisect, we must de- fine the MATLAB function f1 as follows function f=f1(x) fex,73-x.°21; Now call the the function bisect to get the results shown in Table 3.1. Some of the features of MATLAB can be used to view, for example, step-by-step calculations involved in the function bisect. ‘This can be done by using the pause function of the form pause(s). Tf we add the line pause(1); just before the end statement of the while loop, execution is held up for approximately 1 second at the end of cach output line. MATLAB also provides a wide range of graphic facilities that may be used to graphi- cally visualize the results. For example if the folowing commands fplot(’f1',[20,b0]) grid THE BISECTION METHOD 41 }» bisect(‘f1',1,2,10%(-4),40) iter a b ¢ fio) fo-af2 0 1.0000 2,0000 1.500000 0.125000 0.500000 1 1.0000 1.5000 1.250000 -0.609375 0.250000 2 1.2500 1.5000 1.375000 -0.291016 0.125000 3 1.3750 1.5000 1.437500 0.095947 0.062500 4 1.4375 1.5000 1.468750 0.011200 0.031250 5 1.4375 1.4688 1.453125 0.043194 0.015625 6 1.453 1.4688 1.460938 -0.016203 0.007813 7 1.4609 1.4688 1.464844 0.002554 0.003906 8 1.4648 1.4688 1.466797 0.004310 (0001953 9 1.4648 1.4668 1.465820 0.000875 0.000977 10 1.4648 1.4658 1.465332 0.000840 0.000488 u 1.4653 14658 1.465576 0.000017 0.000244 12 1.4653 1.4656 1.465454 __-0.000411__0.000122 Table 3.1 Solution of <3 — x? —1 = 0 in [1,2] using the bisection method. are added at the end of the function bisect.m, then a plot of the func- tion f(#) = «8 —2?~1 in [a,}], shown in Figure 3.2, will be given with the output. Although the Bisection method always converges and is easy to pro- gram, compared to other methods, its rate of convergence is rather slow. We state the following convergence result. THEOREM 3.1 Let f be a@ continuous function on an interval [a,b] where f(a) f(b) <0. At the nth step, the bisection procedure approximates a root with an error of at most (b — a)/2°*!, Proof: Let |ag, 69] be the original interval and a a zero of f in this interval. Define bo +.a0 2 co and a € [ao, by] then Ja cal < (64 ~ a1) = BE AQ ROOTS OF EQUATIONS FIGURE 3.2 A plot of f(x) Lin [1,2]. with a; and b; being the endpoints of the new subinterval containing a. Tf ¢, denotes the nth value of ¢, then we have a fa al < Cnt Ae) =p POL EXAMPLE 3.2 Determine the number of iterations required to find the zero of f(a), defined in Exaniple 3.1, with an absolute error of no more than 10°. We want to find such that. boa lo en] S Sar = Gear < 10 This implies that —(n+1jlog2) <6 orn > 1 19. lox? So one needs at most 19 iterations to obtain an approximation accurate to Lo’. THE BISECTION METHOD 43 EXERCISE SET 3.1 1. © oe Find a root of f(z) = 23+ 2x —3 in the range 0 < 2 < 7/5 using the bisection method. . The function f(x) = x? — 2.67 — 2.31 has one root in the interval [3,4]. How many steps of the bisection method are needed to locate the root with an error of at most 1075. . Find a root of the equation e2* — 7a = 0. . Verify that the function f(x) = 2? sing + 2x — 3 has exactly one root in (0,2). Find this root by using the bisection method with an error of no more than 10-5. Count the number of iterations needed to find the root and compare your answer with the result obtained by using the error formula given by Theorem 1 of section 3.1. . The function f(x) = 25 — 3x3 + 2.52 — 0.6 has exactly one root in (1,2). Demonstrate it graphically and determine the root with an error of at most 1075, . Consider the function 22 16 8 aot — bed 4 “eg? 2 fajax baht ye atts (a) Check that f(x) has a root a; between 0 and J and another root @ between 1 and 4. (b) Compute both roots using the bisection method. . Sketch the graph of f(z) = tanz+tanhz = 0 and find an interval in which its smallest positive root lies . Determine the root correct, to two decimal digits using the bisection method. . Computer assignment: Write a computer program in FORTRAN or C that finds the zeros of a function f(z) on an interval (a, b) using the bisection method. Assume that there is only one simple root in this interval. Input data to the program should be a function f(z), a,b and the error tolerance €. 4d ROOTS OF EQUATIONS your program do if the given f is f(«) = cosa and a=0,6= x? What does it do ifa = 0b = 27? ‘Test your program to find the root of the equation given in Ex- ercise 2. nn 3.2. THE METHOD OF FALSE POSITION The inethod of false position, also known as regula falsi, is similar to the Bisection method but has the advantage of being slightly faster than the latter. As in the bisection method, the function is assimed to be continuous over the interval [27,2] with fli) f(a) < 0. In this procedure, the first point ay is selected as point of intersection of the a-axis, and the straight Hine joining the points (1. f(y) and (a9, f(a) as shown in Figure 3.3. From the equation of the secant line, it follows that Py 02 flely (3.6) FIGURE 3.3 The method of false posit to its zero a. ion and the first two approximations With 23 now known, we then compute f(#3) and repeat the pre dure between the values at which the function changes sign, that is, i THE METHOD OF FALSE POSITION 45 F(21)f(w3) < 0 set 22 = a3, otherwise set z1 = 23. At each step the method of false position produces a new interval that contains a root of f and the sequence of points generated by the method will eventually converge to the root. An algorithm of the method of false position is given below, Given a continuous function f(x) on [ao, bo] with f(ag)f (bo) < 0. for n = 0,1,...,.ITMAX flbn Jan — Flan dou ¥ OS Fon ile if flan) f(c) <0, set ansi = en, basi =e | otherwise, set ana1 =¢, busi = bn» Because in some cases the method of false position fails to give a small interval in which the zero is known to lie, we terminate the iterations if \flra)l Se or |@n — &n-i| Se where ¢ is a specified tolerance value. One of the main disadvantages of this method is that if the sequence of points generated by its algorithm is one-sided, it will tremendously slow the convergence of the method. This applies to a function whose graph is concave up or concave down on (ao, 6] (see Figure 3.4). EXAMPLE 3.3 The function f(x) = a — x? — 1 has exactly one zero in [1,2]. Use the method of false position to approximate the zero of f to within 1074. A root lies in the interval [1,2] since f(1) = —1 and f(2) = 3. Starting with ag = 1 and bo = 2, we get using Eqn. (3.6) = = 1.25 and (eo) = ~0.609375. Here, f (co) has the same sign as f(ag) and so the root must lie on the interval [¢o, bo] = [1.25, 2]. Next we set ay = a9 and 6; = by to get the AGB ROOTS OF EQUATIONS FIGURE 3.4 The method of false position and approximation lines on {o, bo). next approximation: 2— 1,25) .609375) = 1.37662337 and f(y) = --0.2862640. Now f(r) changes sign on {¢, , by) = [1.37662337, 2]. Thus we set a2 =e and by = 6. Continuing in this manner leads to the values in Table 3.2 which converge to r = 1.465558. een nnn EXERCISE SET 3.2 1. Find a root of f(z) = 23 + 2x —3 in the range 0 tol)&(abs(b-a)>tol)&(iter<=n)&((v-u)~=0) we=feval(f,c); fprintf('%2.0f %12.4f %12.4f %12.6f %10.6f %10.6fin’, iter, a, b, c, w, abs(b-a)) if (w'u<0) Ww; ) end; if (w*u>0)} a=C;U=W; end; itersiter+1; c=(v*a-u*b)(v-u); end; if (iter>n) disp(' Method failed to converge’) end; if (v-u==0) disp(’ Division by zero') end; else disp(' The method cannot be applied f(a)f(b)>0') end; fplot(f,[aO bO]) xlabel(’x’);ylabel(‘((x)); grid 48 ROOTS OF EQUATIONS 10%(-4),40) iter a b © fey iba} 0 1 2 1.250000 -0,609375 ‘1.000000 1 1.25 2 1.376623 0286264 0.750000 2 1.3766 2 1.430925 0.117660, 0.623377 3 1.4309 2 1.452402 0.045671 0.569075, 4 1.4524 2 1.460613 0.017331 0.547598 3 1.4606 2 1.63712 0.006520 0.539387 6 1.4637 2 1.464875 -0,002445 0.536288 1 1.4649 2 1.465310 -0,000916 125 8 1.4653 2 1.465474 -0,000343 469 9 1.4655 2 1.465535 0.000128 34526 lo Lass; 2 1465558 -0.000048 0.534465 Table 3.2 Solntion of position. - 1 = O in [1,2] using the method of false 5, Computer assignment: Write a computer program in FORTRAN or C that finds the ze ros of a function f(r) on an interval a,b] using the method of false position. Input data to the program should be a function F(x), ab, the ertor tolerance ¢, and the maximum number of it- crates. T ercise 1, your program to find the root of the equation given in Ex- — 3.3. THE SECANT METHOD Becanse the bisection and the false position methods converge at a very slow speed, our next approach is an attempt to produce a method that is faster. One such method is the secant method. Similar to the false position method, it is based on approximating the function by a straight. line connecting two points on the graph of the function ff. but we do not require f to have opposite signs at the initial points. Figure THE SECANT METHOD 49 FIGURE 3.5 The secant method and the first two approximations to its zero a. 3.5 illustrates the method. In this method, the first point, x2, of the iteration is taken to be the point of intersection of the 2-axis and the secant line connecting two starting points (2, f(zo)) and (x1, f(1)). The next point, x3, is generated by the intersection of the new secant line, joining (21, f(z1)) and (22, f(z2)) with the z-axis. The new point, 23, together with xo, is used to generate the next point, 24, and so on. A formula for +1 is obtained by setting « = rn41 and y = 0 in the equation of the secant line from (2p—1, f(an—1)) to (2p, f(tn)) Ln ~ Fai f(tn—1))° Ten 7) Bnet = Iq — f(atn) This is of course, the same formula as for the method of false position. An algorithmic statement of this method is shown below. Let zo and z1 be two initial approximations, for n = 1,2,..., ITMAX Lane = tn Sen) [pS] - A suitable stopping criterion is lont1 = If(@n)l Se, |tntr~ nl Se or [en] where € is a specified tolerance value. 50 ROOTS OF EQUATIONS m-function 3.3 The following MATLAB function secant.m finds the solution of an equation using the secant method. INPUTS are a function £ initial approximations xo, xi; @ tolerance fof, the maximum number of iterations n. The input function f(x) should be defined as an M-file. function secant(f,x0,x1 ,tol,n) % The secant method for solving the nonlinear equation f(x)=0. iter=0; u=feval(f,x0); v=teval(f,x1); err=abs(x1-x0); disp( iter xn (xn) fn t)toxn)— fxnet-xn|') gisp( ‘) fprintf('%2.0f %12.6f %12.6f\n’ iter,x0,u) fprintf('%2.0f %12.6f %12.6f %12.6f %12.6f\n' iter,x1,v,v-u,err) while (err>tol)&(iter<=n)&((v-u)~=0) x=x1-v" (x1 -XO)/(v-u); usv; x1=x; veteval(.x1); err=abs(x1-x0); itersiter+1: fprintf(‘%2.0f %12.6f %12.6f %12.6f %12.6f\n’iter,x1.v,v-u, err) end if ((v-u)}==0) disp(' Division by zero’) end if (iter>n) disp(' Method failed to converge’) end EXAMPLE 3.4 Use the secant method with ay = 1 and a within 1074. = 2 to solve a? With iq = 1. f(a) = 1 and wy = 2. flor) = 3, we have = DB) _ lp 1.25 THE SECANT METHOD 51 from which f(:2) = f(1.25) = —0.609375. The next iterate is (1.25 — 2)(—0.609375) _ 0.600375 3 = 1.3766234. Continuing in this manner leads to the values in Table 3.3 which con- verge to r = 1.4655713. @3 = 1.25 — D> secant(FT’,1,2,10%-4),40) xn fixn) foxmti}fixn) [ant l-xn | 1.000000 -1,000000 2.000000 3.000000 4.000000 1.000000 1.250000 -0.609375 -3.609375 0.750000 1.376623, -0.286264 0.323111 0.126623 1.488807 0.083463 0.369727 0.112184 1.463482 0.007322 -0.090786 0.025325 1.465525, -0.000163 0.007160 0.002043 1.465571 3.20E-07 0.000163 0.000046 Table 3.3 Solution of 2° — 2? to = 1, 21 = 2. 1 = 0 using the secant method with a EXERCISE SET 3.3 1. Repeat Exercise 1 of Section 3.1 using the secant method 2. Solve the equation x3 — 42? +2¢—8 = 0 with an accuracy of 10-4 by using the secant method with ao = 3,2) = 1. 3. Approximate to within 10~® the root of the equation e~?*—72 = 0 in (1/9, 2/3] by the secant method. 4, Use the secant method to approximate the solution of the equa- tion 2 = z* — e~* to within 10-° with zp = —1 and x, =1. 5. The function f(x) = 2° — 3a +2.5a —0.6 has two zeros in the in- terval (0, 1]. Approximate these zeros by using the secant method with: 52 ROOTS OF EQUATIONS (a) xp = 0,4; = 1/2. (b) ap = 3/401 = 1b 6. Ifthe secant method is used to find the zeros of f(x) = 2 —32?+ 2a — 6 with ry = Land a = 2, what is 2? 7. Use the secant method to approximate the solution of the cqua- tion 2 = —e” sin — 5 to within 107!° in the interval [3,3.5]. 8. Computer assignment: Write a computer program in FORTRAN or C that finds the zeros of a function f (ic) using the secant method. Input data to the program should be a function f(x), two initial guesses for the root and the error tolerance €. Test your program to solve Exercis En 3.4 NEWTON’S METHOD Newton's method is one of the most widely used of all iterative tech- niques for solving equations. Rather than using a secant line, the method uses a tangent line to the curve. Figure 3.6 gives a graphi- cal interpretation of the method. To use the method we begin with an initial guess 2, sufficiently close to the root a. The next approximation wr; is given by the point at which the tangent line to f at f(vo, f(r0)) crosses the z-axis. It is clear that the value a is much closer to a than the original guess wo. If vn41 denotes the value obtained by the succeeding iterations, that is the x-intercept of the tangent line to f at (va, f(rp)), then a formula relating sry and z_+1, known as Newton’s method, is given by _ fan} fen) fat = tn n>0 (3.8) provided f/(,) is uot zero. To derive Eqn. (3.8), notice that the equation of the tangent line at (x0, f(wo)) is y— f(x) = f'(r0)(a ~ 20) NEWTON'S METHOD 53 FIGURE 3.6 Newton’s method and the first two approximations to its zero a If x1 denotes the point where this line intersects the z-axis, then y = 0 at x = a), that is ~F (#0) = f'(x0)e1 — x0), and solving for a gives _ fo) F(zo) By repeating the process using the tangent line at (21, f(71)), we obtain for x2 f(z) f(z)" By writing the preceding equation in more general terms, one gets Eqn. (3.8). A suitable way of terminating the iterations is by using one of the stopping criteria suggested for the secant method. An algorithmic statement of Newton’s method is given below. Given a continuously differentiable function f and an initial value x9 21 = 29 22 =a, — for n = 0,1,..., ITMAX Flea, Tn Lo tng © tn Sometimes Newton’s method diverges. If xq is not sufficiently close to the root, the method may not converge. It is evident that one should not choose zr such that f’(29) is close to zero, for then the tangent line is almost horizontal, as illustrated in Figure 3.7. 54 ROOTS OF EQUATIONS: m-function 3.4 The following MATLAB function newton.m approximates the solution of an equation using Newton's method. INPUTS are a function f and its derivative f; an initial guess xo; a tolerance tof, the maximum number of iterations 7. The input functions f(x) and F(x) should be defined as M-files. function newton(f,df,x0,tol,n) % Newton's method for solving the nonlinear equation f(x)=0. feval(f,x0); feval(df,x0); err=abs(u/v); disp(’ disp(’ iter x a) f(x) xn+t-xn] disp(\_ — — fprintf((%2.0F %12.6F %12.6f %12.6fin’, iter, x0, u, v) while (err>tol)&{iter<=n)&(v~=0) xt=x0-u/v; ert; fprintf('%2.0f %12.6f %12.6f %12.6f %12.6An',iter,x0,u,v,err) end if (ve=0) disp(' division by zero') end if (iter>n) disp(' Method failed to converge’) end EXAMPLE 3.5 Use Newton's method to compute a root of to an accuracy of 1074. Use 20 The derivative of f is f’(x) = Qu. Using, x9 = 1 gives [() = NEWTON'S METHOD 55 FIGURE 3.7 Failure of Newton’s method due to a bad starting point. and f‘(1) = 1 and so the first Newton iterate is and f(2)=3, f"(2)=8 The next iterate is 3 tp =2— 5 = 1.605. Continuing in this manner leads to the values in Table 3.4 which con- verge to r = 1.465571. In Table 3.4 the MATLAB function dfl is defined as follows: function f=df1(x) F=3%x.*2-2*x; fs newton('f1',df1',1,10%(-4),40) iter xn fxn) F(xa) |antl-xnf 0 1.000000 =1,000000 1,000 1 2.000000 3.000000 8.000000 1.000000 2 1.625000 0.650391 4.671875 0.375000 3 1485786 0.072402 3.651108 0.139214 4 1.465956 0.001352 3.515168 0.019830 3 1.465571 0.000001 3.512556 0.000385 6 1.465571 6.93E-14 3.512555 1.43E-07 Table 3.4 Solution of 23 — 2? — 1 = 0 using Newton's method with fo =1. 56 ROOTS OF EQUATIONS ern EXERCISE SET 3.4 1. Find the roots of the following equations in the interval indicated with an accuracy of 10% by using Newton's method. (a) eF 430% +a ~4=0. in [0,1 (b) rt 4 20? » 3a? — dir — 2= 0. in [1,2]. (c) 2 — 32? +3 =0, in [1,2] 2. Use Newton's method te compute a zero of the funetion 3x8 — Sa $d to an accuracy of 10°8. Use to = 1 3. Find an approximate root of e-?

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