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techniques
(MA-201)
Numerical techniques (MA-201)
Prof. S.
Mukhopadhyay Lecture Notes-6-8
Iterative
methods
Newton- by
Raphson
method Prof. Santwana Mukhopadhyay
Convergence
and Order of
iterative
Department of Mathematical Sciences
methods IIT(BHU), Varanasi
Roots of transcendental equations
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
Contents
Iterative
methods
Newton-
Raphson
method
1 Examples of Iterative methods
Convergence
and Order of
iterative
methods 2 Newton-Raphson method
Numerical
techniques
(MA-201)
Newton-
Raphson (i)x 4 − x − 10 = 0
method
Convergence
and Order of
iterative (ii) sin x + x 2 − 1 = 0.
methods
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
Iterative
methods
Newton-
Raphson
method
Convergence
Ans???
and Order of
iterative
methods
Solution of Example-3
Numerical
techniques
Sol. Let f (x ) = x 4 − x − 10. We find that
(MA-201)
Iterative
Hence, the smallest positive root lies in the interval (1, 2).
methods The Secant method gives the iteration scheme
Newton-
Raphson xk − xk−1
method xk+1 = xk − fk , k = 1, 2, ...
Convergence fk − fk−1
and Order of
iterative
methods With x0 = 1, x1 = 2, we obtain the sequence of iterates
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
Iterative
methods
Newton- Example
Raphson
method
Given that the equation x 2.2 = 69 has a root between 5 and
Convergence
and Order of 8. Use the method of regula-falsi to determine it.
iterative
methods
Solution
Numerical
techniques Sol. Let f (x ) = x 2.2 − 69. We find
(MA-201)
Prof. S.
Mukhopadhyay
f (5) = −34.50675846 and f (8) = 28.00586026.
Iterative
methods
Hence
Newton-
5(28.00586026) − 8(−34.50675846)
Raphson
method
x1 = = 6.655990062.
28.00586026 + 34.50675846
Convergence
and Order of
iterative Now, f (x1 ) = −4.275625415 and therefore, the root lies
methods
between 6.655990062 and 8. We obtain
x2 = 6.83400179, x3 = 6.850669653.
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay In this method, we approximate the graph of the function
y = f (x ) in the neighborhood of the root by the tangent to
Iterative
methods the curve at the point (xk , fk ) and take its point of
Newton- intersection with the x -axis as the next iterate. We have the
Raphson
method formula of Newton-Raphson method as
Convergence
and Order of
fk
iterative
xk+1 = xk − , k = 0, 1, ... (2.1)
methods
fk0
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
Iterative
methods
Newton- Example
Raphson
method
Use the Newton-Raphson method to find a root of the
Convergence
and Order of equation x 3 − 2x − 5 = 0.
iterative
methods
Solution
Numerical
techniques
Sol. Here f (x ) = x 3 − 2x − 5 and f 0 (x ) = 3x 2 − 2. Hence,
(MA-201)
Now,
Hence
0.061
x2 = 2.1 − = 2.094568.
11.23
Convergence of Iterative Methods
Numerical
techniques Definition : An iterative method is said to be of order p or
(MA-201)
has the rate of convergence p, if p is the largest positive real
Prof. S.
Mukhopadhyay number for which
Iterative
methods |εk+1 | ≤ c|εk |p
Newton-
Raphson
method
where εk = xk –ξ is the error in the kth iterate. The constant c
Convergence
and Order of is called the asymptotic error constant.
iterative
methods It depends on various order derivatives of f (x) evaluated at ξ
and is independent of k.
The relationεk+1 = cεpk + O(εp+1k ) is called the error equation.
Numerical
techniques
Hypothesis:
(MA-201) (1) Let f : R → R be a C 2 (R) function.
Prof. S.
Mukhopadhyay
(2) Let ξ be a simple root of the nonlinear equation f (x ) = 0,
that is f 0 (ξ) 6= 0.
Iterative
methods
Newton- Conclusion: Then there exists a δ > 0 such that for every
Raphson
method x0 , x1 ∈ [r − δ, ξ + δ],
Convergence (1) the secant method iterative sequence {xk } is well-defined.
and Order of
iterative (2) the sequence {xk } belongs to the interval [ξ − δ, ξ + δ].
methods
(3) lim xk = ξ.
k→∞
(4) Further, we have
p/(p+1)
|xk+1 − ξ| f 00 (ξ)
lim =
k→∞ |xk − ξ|p 2f 0 (ξ)
√
where p = ( 5 + 1)/2 ≈ 1.62. See whiteboard.
Convergence of Regula-falsi Method
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
Hypothesis:
Iterative Let f : [a0 , b0 ] → R be a continuous function such that the
methods
Newton-
numbers f (a0 ) and f (b0 ) have opposite signs.
Raphson
method
Convergence
Conclusion:
and Order of
iterative
If {xk } is the iterative sequence defined by regula-falsi
methods method. Then the sequence {xk } converges to an ξ ∈ (a0 , b0 )
such that f (ξ) = 0. The Regula-Falsi Method has linear rate
of convergence.
Convergence of Newton-Raphson method
Numerical
techniques
(MA-201)
Prof. S.
Newton-Raphson formula given in Eq. (4.1) converges,
Mukhopadhyay
provided that the initial approximation x0 is chosen sufficiently
Iterative close to ξ. To obtain the rate of convergence of the method,
methods
we note that f (ξ) = 0 so that Taylor’s expansion of
Newton-
Raphson f (xk ) = f (ξ + k ) and f 0 (xk ) = f 0 (ξ + k ) gives
method
Convergence 1
and Order of f (xk ) = f (ξ) + k f 0 (ξ) + (k )2 f 00 (ξ) + ...
iterative
methods
2
and
1
f 0 (xk ) = f 0 (ξ) + k f 00 (ξ) + (k )2 f 000 (ξ) + ...
2
Continued
Numerical
techniques
(MA-201)
Therefore, from the formula
Prof. S.
Mukhopadhyay
f (xk )
xk+1 = xk − (3.1)
Iterative
methods
f 0 (xk )
Newton-
Raphson we obtain that
method
Convergence
and Order of
f (ξ) + k f 0 (ξ) + 21 (k )2 f 00 (ξ) + ...
iterative k+1 = k −
methods f 0 (ξ) + k f 00 (ξ) + 12 (k )2 f 000 (ξ) + ...
Numerical
techniques
(MA-201)
Prof. S.
Mukhopadhyay
1 00 0 00 0 1 2 000 0 −1
k+1 = k − k [1 + (k )f (ξ)/f (ξ) + ...][1 + k f (ξ)/f (ξ) + (k ) f (ξ)//f (ξ) + ...]
Iterative 2 2
methods
Numerical
techniques
If the root ξ of f (x ) = 0 is a repeated root, then we may write
(MA-201) it as
Prof. S.
Mukhopadhyay
f (x ) = (x − ξ)m g(x ) = 0
where g(x ) is bounded and g(ξ) 6= 0. The root ξ is called a
Iterative
methods multiple root of multiplicity m. We obtain from the above
Newton-
Raphson
equation
method
Convergence
f (ξ) = f 0 (ξ) = ... = f (m−1) (ξ) = 0, f (m) (ξ) 6= 0.
and Order of
iterative
methods
Modified Newton-Raphson method for finding a multiple
root with multiplicity m is
fk
xk+1 = xk − m , k = 0, 1, ...
fk0
Task: Show that the rate of convergence of Newton-Raphson
method is linear, but modified Newton-Raphson method is
quadratic for a root with multiplicity m.