Ee4 Mod2

Republic of the Philippines
NUEVA VIZCAYA STATE UNIVERSITY

Bayombong, Nueva Vizcaya
INSTRUCTIONAL MODULE
IM No.02:IM-MATH11-1STSEM-2020-2021
College: Engineering
Campus: Bambang
DEGREE BS in Electrical COURSE NO. MATH11

PROGRAM Engineering
SPECIALIZATION N/A COURSE TITLE Numerical Methods with Computer
Application
YEAR LEVEL 4th Year TIME FRAME 10 WK NO. 4-5 IM NO. 02
hrs.
I. UNIT TITLE/CHAPTER TITLE: Solution of Equations

II. LESSON TITLE
1 General Iteration method

1.1 Condition of Convergence
2 Convergence of the Iterative methods
III. LESSON OVERVIEW

This lesson provides the students an overview of Numerical Methods, importance of studying this
subject and how will they apply it in different problems involving Mathematics. This module discusses
the different procedures in finding a root of an equation. Moreover, this will help them in solving Math
problems in different methods.
IV. DESIRED LEARNING OUTCOMES

1. Determine the roots of an equations
2. Apply different techniques in determining roots of an equation.
V. LESSON CONTENT
1. General Iteration Method (S.R.K. Iyengar, 2009)

The method is also called iteration method or method of successive approximations or fixed
point iteration method.
The first step in this method is to rewrite the given equation f(x) = 0 in an equivalent form as
(1.16)
x = φ(x).
There are many ways of rewriting f(x) = 0 in this form.
For example, f(x) = x3 – 5x + 1 = 0, can be rewritten in the following forms.
(1.17)
Now, finding a root of f(x) = 0 is same as finding a number α such that α = φ(α), that is, a fixed
point of φ(x). A fixed point of a function φ is a point α such that α = φ(α). This result is also called the
fixed point theorem.
Using Eq.(1.16), the iteration method is written as

xk+1 = φ(xk), k = 0, 1, 2, ... (1.18)
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The function φ(x) is called the iteration function. Starting with the initial approximation x0, we
compute the next approximations as
x1 = φ(x0), x2 = φ(x1), x3 = φ(x2),...
The stopping criterion is same as used earlier. Since, there are many ways of writing f(x) = 0 as
x = φ(x), it is important to know whether all or at least one of these iteration method converges.
Remark 10 Convergence of an iteration method xk+1 = φ(xk), k = 0, 1, 2,..., depends on the

choice of the iteration function φ(x), and a suitable initial approximation x0, to the root.
Consider again, the iteration methods given in Eq.(1.17), for finding a root of the equation
f(x) = x3 – 5x + 1 = 0. The positive root lies in the interval (0, 1).
(i) (1.19)
With x0 = 1, we get the sequence of approximations as
x1 = 0.4, x2 = 0.2128, x3 = 0.20193, x4 = 0.20165, x5 = 0.20164.
The method converges and x ≈ x5 = 0.20164 is taken as the required approximation to the root.
(ii) xk+1 = (5xk – 1)1/3, k = 0, 1, 2, ... (1.20)
x1 = 1.5874, x2 = 1.9072, x3 = 2.0437, x4 = 2.0968,...
which does not converge to the root in (0, 1).
(iii)
(1.21)

x1 = 2.0, x2 = 2.1213, x3 = 2.1280, x4 = 2.1284,...
which does not converge to the root in (0, 1)
Now, we derive the condition that the iteration function φ(x) should satisfy in order that
the method converges.
1.1 Condition of Convergence

The iteration method for finding a root of f(x) = 0, is written as
xk+1 = φ(xk), k = 0, 1, 2,... (1.22)
Let α be the exact root. That is,
α = φ(α). (1.23)
We define the error of approximation at the kth iterate as εk = xk – α, k = 0, 1, 2,...

Subtracting (1.23) from (1.22), we obtain
xk+1 – α = φ(xk) – φ(α)
= (xk – α)φ′(tk) (using the mean value theorem) (1.24)
or εk+1 = φ′(tk) εk, xk < tk < α.
Setting k = k – 1, we get εk = φ′(tk–1) εk–1, xk–1 < tk–1 < α.

Hence, εk+1 = φ′(tk)φ′(tk–1) εk–1.
Using (1.24) recursively, we get

εk+1 = φ′(tk)φ′(tk–1) ... φ′(t0) ε0.
The initial error ε0 is known and is a constant. We have

| εk+1 | = | φ′(tk) | | φ′(tk–1) | ... | φ′(t0) | | ε0 |.
Let | φ′(tk) | ≤ c, k = 0, 1, 2,…

Then, | εk+1 | ≤ ck+1 | ε0 |. (1.25)
For convergence, we require that | εk+1 | → 0 as k → ∞. This result is possible, if and only if c <
1. Therefore, the iteration method (1.22) converges, if and only if
| φ′(xk) | ≤ c < 1, k = 0, 1, 2, ...

or | φ′(x) | ≤ c < 1, for all x in the interval (a, b). (1.26)
We can test this condition using x0, the initial approximation, before the computations
are done.
Let us now check whether the methods (1.19), (1.20), (1.21) converge to a root in (0, 1)
of the equation f(x) = x3 – 5x + 1 = 0
(i) We have φ(x)= , φ’(x)= , and |φ’(x)|= ≤ 1 for all x in 0<x<1. Hence, the
method converges to a root (0,1).
(ii) We have φ(x) = (5x – 1)1/3, φ′(x) = ( ) /

. Now | φ′(x) | < 1, when x is close to 1 and
| φ′(x) | > 1 in the other part of the interval. Convergence is not guaranteed.
(iii) We have φ(x) = , φ′(x) = / ( ) /

. Again, | φ′(x) | < 1, when x is close to
1 and | φ′(x) | > 1 in the other part of the interval. Convergence is not guaranteed.
Remark 11 Sometimes, it may not be possible to find a suitable iteration function φ(x) by manipulating
the given function f(x). Then, we may use the following procedure. Write f(x) = 0 as x = x + α f(x) = φ(x),
where α is a constant to be determined. Let x0 be an initial approximation contained in the interval in
which the root lies. For convergence, we require
| φ′(x0) | = | 1 + α f′(x0) | < 1. (1.27)
Simplifying, we find the interval in which α lies. We choose a value for α from this interval and
compute the approximations. A judicious choice of a value in this interval may give faster convergence.
Example:
1. Find the smallest positive root of the equation x3 – x – 10 = 0, using the general iteration method.
Solution: We have
f(x) = x3 – x – 10, f(0) = – 10, f(1) = – 10,
f(2) = 8 – 2 – 10 = – 4, f(3) = 27 – 3 – 10 = 14.
Since, f(2) f(3) < 0, the smallest positive root lies in the interval (2, 3).
Write x3 = x + 10, and x = (x + 10)1/3 = φ(x). We define the iteration method as
xk+1 = (xk + 10)1/3.

We obtain φ′(x) = ( ) / .
We find | φ′(x) | < 1 for all x in the interval (2, 3). Hence, the iteration converges.
Let x0 = 2.5. We obtain the following results.

x1 = (12.5)1/3 = 2.3208, x2 = (12.3208)1/3 = 2.3097,
x3 = (12.3097)1/3 = 2.3090, x4 = (12.3090)1/3 = 2.3089.
Since, | x4 – x3 | = 2.3089 – 2.3090 | = 0.0001, we take the required root as x ≈ 2.3089.
2. Find the smallest negative root in magnitude of the equation 3x4 + x3 + 12x + 4 = 0, using the
method of successive approximations.
Solution: We have
f(x) = 3x4 + x3 + 12x + 4 = 0, f(0) = 4, f(– 1) = 3 – 1 – 12 + 4 = – 6.
Since, f(– 1) f(0) < 0, the smallest negative root in magnitude lies in the interval (– 1, 0).
Write the given equation as
The iteration method is written as
We obtain
We find | φ′(x) | < 1 for all x in the interval (– 1, 0). Hence, the iteration converges.
Let x0 = – 0.25. We obtain the following results.
The required approximation to the root is x ≈ – 0.33333.
3. The equation f(x) = 3x3 + 4x2 + 4x + 1 = 0 has a root in the interval (– 1, 0). Determine an iteration
function φ(x), such that the sequence of iterations obtained from xk+1 = φ(xk), x0 = – 0.5, k = 0, 1,...,
converges to the root.
Solution: We illustrate the method given in Remark 10. We write the given equation as
x = x + α (3x3 + 4x2 + 4x + 1) = φ(x)
where α is a constant to be determined such that

| φ′(x) | = | 1 + α f ′(x) |
= | 1 + α (9x2 + 8x + 4) | < 1
for all x ∈ (– 1, 0). This condition is also to be satisfied at the initial approximation. Setting x0= –
0.5, we get
or
Hence, α takes negative values. The interval for α depends on the initial approximation x0. Let
us choose the value α = – 0.5. We obtain the iteration method as
xk+1 = xk – 0.5 (3xk3 + 4xk2 + 4xk + 1)

= – 0.5 (3xk3 + 4xk2 + 2xk + 1) = φ(xk).
Starting with x0 = – 0.5, we obtain the following results.
x1 = φ(x0) = – 0.5 (3x03 + 4x02 + 2x0 + 1)

= – 0.5 [3(– 0.5)3 + 4(– 0.5)2 + 2(– 0.5) + 1] = – 0.3125.
x2 = φ(x1) = – 0.5(3x13 + 4x12 + 2x1 + 1)

= – 0.5[3(– 0.3125)3 + 4(– 0.3125)2 + 2(– 0.3125) + 1] = – 0.337036.
x3 = φ(x2) = – 0.5(3x23 + 4x22 + 2x2 + 1)

= – 0.5[3(– 0.337036)3 + 4(– 0.337036)2 + 2(– 0.337036) + 1] = – 0.332723.
x4 = φ(x3) = – 0.5(3x33 + 4x32 + 2x3+ 1)

= – 0.5[3(– 0.332723)3 + 4(– 0.332723)2 + 2(– 0.332723) + 1] = – 0.333435.
x5 = φ(x4) = – 0.5(3x43 + 4x42 + 2x4 + 1)

= – 0.5[3(– 0.333435)3 + 4(– 0.333435)2 + 2(– 0.333435) + 1] = – 0.333316.
Since | x5 – x4 | = | – 0.333316 + 0.333435 | = 0.000119 < 0.0005, the result is correct to

three decimal places.
We can take the approximation as x ≈ x5 = – 0.333316. The exact root is x = – 1/3.

We can verify that | φ′(xj) | < 1 for all j.
2. Convergence of the Iteration Methods (S.R.K. Iyengar, 2009)
We now study the rate at which the iteration methods converge to the exact root, if the initial
approximation is sufficiently close to the desired root. Define the error of approximation at the kth
iterate as εk = xk – α, k = 0, 1, 2,...
Definition An iterative method is said to be of order p or has the rate of convergence p, if p is the
largest positive real number for which there exists a finite constant C ≠ 0 , such that
| εk+1 | ≤ C | εk | p. (1.28)
The constant C, which is independent of k, is called the asymptotic error constant and it
depends on the derivatives of f(x) at x = α.
Let us now obtain the orders of the methods that were derived earlier.
Method of false position
We have noted earlier (see Remark 4) that if the root lies initially in the interval (x0, x1), then one
of the end points is fixed for all iterations. If the left end point x0 is fixed and the right end point
moves towards the required root, the method behaves like (see Fig.1.2a)
Substituting xk = εk + α, xk+1 = εk+1 + α, x0 = ε0 + α, we expand each term in Taylor’s series and

simplify using the fact that f(α) = 0. We obtain the error equation as
Since ε0 is finite and fixed, the error equation becomes

| εk+1 | = | C* | | εk |, where C* = Cε0. (1.29)
Hence, the method of false position has order 1 or has linear rate of convergence.
Method of successive approximations or fixed point iteration method
We have xk+1 = φ(xk), and α = φ(α)

Subtracting, we get
xk+1 – α = φ(xk) – φ(α) = φ(α + xk – α) – φ(α)
= [φ(α) + (xk – α) φ′(α) + ...] – φ(α)
or εk+1 = εkφ′(α) + O(εk2).
Therefore, | εk+1 | = C | εk |, xk < tk < α, and C = | φ′(α) |. (1.30)

Hence, the fixed point iteration method has order 1 or has linear rate of convergence.
Newton-Raphson method
The method is given by
Substituting xk = εk + α, xk+1 = εk+1 + α, we obtain
Expand the terms in Taylor’s series. Using the fact that f(α) = 0, and canceling f ′(α), we
obtain
Neglecting the terms containing εk3 and higher powers of εk, we get
and | εk+1 | = | C | | εk |2. (1.31)
Therefore, Newton’s method is of order 2 or has quadratic rate of convergence.
Remark 12 What is the importance of defining the order or rate of convergence of a method?
Suppose that we are using Newton’s method for computing a root of f(x) = 0. Let us assume that
at a particular stage of iteration, the error in magnitude in computing the root is 10–1 = 0.1. We
observe from (1.31), that in the next iteration, the error behaves like C(0.1)2 = C(10–2). That is,
we may possibly get an accuracy of two decimal places. Because of the quadratic convergence
of the method, we may possibly get an accuracy of four decimal places in the next iteration.
However, it also depends on the value of C. From this discussion, we conclude that both fixed
point iteration and regula-falsi methods converge slowly as they have only linear rate of
convergence. Further, Newton’s method converges at least twice as fast as the fixed point
iteration and regula-falsi methods.
Remark 13 When does the Newton-Raphson method fail?

(i) The method may fail when the initial approximation x0 is far away from the exact root α.
However, if the root lies in a small interval (a, b) and x0 ∈ (a, b), then the method converges.
(ii) From Eq.(1.31), we note that if f ′(α) ≈ 0, and f″ (x) is finite then C → ∞ and the method may
fail. That is, in this case, the graph of y = f(x) is almost parallel to x-axis at the root α.
Remark 14 Let us have a re-look at the error equation. We have defined the error of approximation
at the kth iterate as εk = xk – α, k = 0, 1, 2,... From xk+1 = φ(xk), k = 0, 1, 2,... and α = φ(α), we
obtain (see Eq.(1.24)
or (1.32)
when
The exact root satisfies the equation α = φ(α).
If a1 ≠ 0 that is, φ′(α) ≠ 0, then the method is of order 1 or has linear convergence. For the
general iteration method, which is of first order, we have derived that the condition of convergence is |
φ′(x) | < 1 for all x in the interval (a, b) in which the root lies. Note that in this method, | φ′(x) | ≠ 0 for all x
in the neighborhood of the root α. If a1 = φ′(α) = 0, and a2 = (1/2)φ″(α) ≠ 0, then from Eq. (1.32), the
method is of order 2 or has quadratic convergence.
Let us verify this result for the Newton-Raphson method. For the Newton-Raphson
Method.
Then,
and
since f(α) = 0 and f ′(α) ≠ 0 (α is a simple root).

When, xk → α, f (xk) → 0, we have | φ′(xk) | < 1, k = 1, 2,... and → 0 as n → ∞.
Now,
and
Therefore, a2 ≠ 0 and the second order convergence of the Newton’s method is verified.
VI. LEARNING ACTIVITIES

1. Use the method of Successive Approximation to find a real root of ex – x2 = 0 correct to four
significant
figures.
2. Find a real root of 3x – log10 x – 8 using the Successive Approximation method. Correct to four
decimal places.
3. Determine a root of the equation sin x + 3 cos x – 2 = 0. Correct to four decimal places.
4. Using successive approximation method, find the root of the function x= . Correct your
answer to four decimal places.
5. Using successive approximation method, find the smallest positive root of x5 – 64x + 30 = 0, correct
to four decimal places.
6. Use the Successive Approximation method to find correct to four significant figures a real root of the
function ex tan x – 1 = 0.
7. What Iterative Method converge faster?
8. What is the rate of convergence of the following methods: (i) Method of false position, (ii) Newton-
Raphson method, (iii) Fixed point iteration method?
VII. ASSIGNMENT
1. Write the comparison of Iterative Methods; Methods of False Position, Newton-Raphson Method
and General Iteration Method.
2. Define the fixed point iteration method to obtain a root of f(x) = 0. When does the method converge?
3. Based on your own understanding, define convergence of iterative method.
4. The equation x2 + ax + b = 0, has two real roots α and β. Show that the iteration method
(i) xk+1 = – (axk + b)/xk, is convergent near x = α, if | α | > | β |,
(ii) xk+1 = – b/(xk + a), is convergent near x = α, if | α | < | β |.
VIII. REFERENCES
S.R.K. Iyengar, R. J. (2009). Numerical Methods. New Delhi: New Age International Publishers.
University of Pittsburgh. (n.d.). Math Pitt. Retrieved from math.pitt.edu:
http://www.math.pitt.edu/~trenchea/math1070/MATH1070_5_Rootfinding.pdf

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Republic of the Philippines

NUEVA VIZCAYA STATE UNIVERSITY

DEGREE BS in Electrical COURSE NO. MATH11

I. UNIT TITLE/CHAPTER TITLE: Solution of Equations

1 General Iteration method

III. LESSON OVERVIEW

IV. DESIRED LEARNING OUTCOMES

1. General Iteration Method (S.R.K. Iyengar, 2009)

There are many ways of rewriting f(x) = 0 in this form.

For example, f(x) = x3 – 5x + 1 = 0, can be rewritten in the following forms.

Using Eq.(1.16), the iteration method is written as

Remark 10 Convergence of an iteration method xk+1 = φ(xk), k = 0, 1, 2,..., depends on the

With x0 = 1, we get the sequence of approximations as

x1 = 0.4, x2 = 0.2128, x3 = 0.20193, x4 = 0.20165, x5 = 0.20164.

(ii) xk+1 = (5xk – 1)1/3, k = 0, 1, 2, ... (1.20)

With x0 = 1, we get the sequence of approximations as

x1 = 1.5874, x2 = 1.9072, x3 = 2.0437, x4 = 2.0968,...

which does not converge to the root in (0, 1).

With x0 = 1, we get the sequence of approximations as

1.1 Condition of Convergence

xk+1 = φ(xk), k = 0, 1, 2,... (1.22)

Let α be the exact root. That is,

We define the error of approximation at the kth iterate as εk = xk – α, k = 0, 1, 2,...

or εk+1 = φ′(tk) εk, xk < tk < α.

Setting k = k – 1, we get εk = φ′(tk–1) εk–1, xk–1 < tk–1 < α.

Using (1.24) recursively, we get

The initial error ε0 is known and is a constant. We have

Let | φ′(tk) | ≤ c, k = 0, 1, 2,…

| φ′(xk) | ≤ c < 1, k = 0, 1, 2, ...

(ii) We have φ(x) = (5x – 1)1/3, φ′(x) = ( ) /

(iii) We have φ(x) = , φ′(x) = / ( ) /

xk+1 = (xk + 10)1/3.

Let x0 = 2.5. We obtain the following results.

Since, | x4 – x3 | = 2.3089 – 2.3090 | = 0.0001, we take the required root as x ≈ 2.3089.

Write the given equation as

The iteration method is written as

The required approximation to the root is x ≈ – 0.33333.

where α is a constant to be determined such that

xk+1 = xk – 0.5 (3xk3 + 4xk2 + 4xk + 1)

Starting with x0 = – 0.5, we obtain the following results.

x1 = φ(x0) = – 0.5 (3x03 + 4x02 + 2x0 + 1)

x2 = φ(x1) = – 0.5(3x13 + 4x12 + 2x1 + 1)

x3 = φ(x2) = – 0.5(3x23 + 4x22 + 2x2 + 1)

x4 = φ(x3) = – 0.5(3x33 + 4x32 + 2x3+ 1)

x5 = φ(x4) = – 0.5(3x43 + 4x42 + 2x4 + 1)

Since | x5 – x4 | = | – 0.333316 + 0.333435 | = 0.000119 < 0.0005, the result is correct to

We can take the approximation as x ≈ x5 = – 0.333316. The exact root is x = – 1/3.

2. Convergence of the Iteration Methods (S.R.K. Iyengar, 2009)

Method of false position

Substituting xk = εk + α, xk+1 = εk+1 + α, x0 = ε0 + α, we expand each term in Taylor’s series and

Since ε0 is finite and fixed, the error equation becomes

Method of successive approximations or fixed point iteration method

We have xk+1 = φ(xk), and α = φ(α)

Therefore, | εk+1 | = C | εk |, xk < tk < α, and C = | φ′(α) |. (1.30)

The method is given by

Substituting xk = εk + α, xk+1 = εk+1 + α, we obtain

and | εk+1 | = | C | | εk |2. (1.31)

Therefore, Newton’s method is of order 2 or has quadratic rate of convergence.

Remark 13 When does the Newton-Raphson method fail?

The exact root satisfies the equation α = φ(α).

since f(α) = 0 and f ′(α) ≠ 0 (α is a simple root).

VI. LEARNING ACTIVITIES