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Starting Portion of Numerical analysis, from BSC mathematics honours
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Section 1.2 Convergence 33
(nn 7) (2% +3/2"47)
‘0.50000000000.5585855556
0.5588556556 _0,6369636364
e.eoo0n0c000 _0.7333933333
0.6363636864 —_0,8260880565
O.es6s666067 —_0.8074958074
.6929076028 _0:9496019718
omsass7143 09708703704
o-7aasa33s33-0:9847908765
‘7300000000 _0.9922028709
TABLE 1.2: Comespanding Terms in Two Sequences that Converge to 1
Since
mnverge tothe limit 1. Although these two sequences
ee al ete rete Tea te ibe patee
ave the in 12, the terns inthe sonatas (2
SY apes aie eppevectaig Tne sco vary ce ata at
seavence in rin
‘We now determine thereof convergence of etch sequence, After some basi
algebra, we find ;
1
att ||" an
Hence, we may take A 4 and By = 1/n in the definition of rato of conver
It follows that the sequence a : iy
find that : N ‘
Hence, we may take \ = 4 and fy = 1/2" in the definition of rate of convergence,
converges to 1 with rate of convergence O(1/2"). ‘These results confirm our numer
ical evidence since 1/2” approaches zero fester than /n as m1, -34 Chapter Getting Started
45 later chapters, many of the methods that will be developed will have the-
retical error bounds that are expressed as a function of a method parameter. For
example, most of the numerical integration techniques covered in Chapter 6 will
‘have error bounds expressed in terms of the parameter h, the spacing between the
Points at which the integrand is sampled, ‘To facilitate the comparison between
different techniques, it wil be useful to have big-O notation defined for functions.
Definition. Let f be a function defined on the interval (a,b) that. contains
2 ~ 0, and suppose limo f(s) = L. If there exists a function g for which
lim, g(z) = 0 and a positive constant K such that
Mf) - 11s Ki9(2)|
for all suficiently small values of 2, then jz) is said to converge to L with
Rare or Convercence O(g(z)).
Jn these instances, the benchmark function g() will tnd to be of the form 2°
for some postive exponent a, An error term with rate of convergence O(z) then
fpproaches zero more slowly than an error term with rate of convergence Ole),
say, as the value of x approaches aero
EXAMPLE 15 Determining Rate of Convergence for a Function
‘Consider the func:
What is the limit of f as 2 07 Furthermore, at what rate does f converge to.
this Hein?
We can actually answer both of these questions simultatteously by using Tay-
lor’s Theorem. From ‘Taylor's Theorem (which will be reviewed at the end of this
section), we know that
for some € between 0 and 2. Hence,
cose 14 fot
pa e
Finally, because
os — 1.4 4a?
1a
aye’
it follows that lim,_.o f(2) and the rate of convergence is O(z”),32 Chapter Getta Stored
1.2 CONVERGENCE
‘Maoy’of the algrithns hot wil be developed in letr dhpter wll be iorative in
‘ature. Those algorithms wil generate s sequence of appradmations that converge
tovard the desired scltion. When several techniques x avalable for solving ®
Dsticular probiem, we would generally ike to choose a ‘schniqve whose sequence
‘converges as rapidly as posible, Tb focltate a compan between competing
‘thors, we wil strodvce in this section tao quantitative measure of convergence
speed
Rate of Convergence
For completeness, remember that convergence of «sequen ts defied as follows,
Definition, The sequence {rq} CONVERGES tthe val I provided
Ji 25 = 2,
or, equivalents
tao.
in,
The value to which thn sequence converges Ls is called the Bd of the se
‘quence. A saqutc for which Inq ry does uot ext issid to derge
The twa principal measur of coovergence speed rw known as rabe of co
vergence and ore of convergence. Let's conser rate of rcvergenee Bt
Definition. Let {pa} ho a soquence that converges to & number pW chere
exits a soquenee {9,) that converges fo sro and a posting conmeant 3, tn
dopendeat of x, sul that
pa rls IB
forall ule large value of, then (a) ill to converge top with
Rare or Convtnatnc O12.)
Thc expression O(0,) i ead “big. O of fy” ant 9 led to a8 Bie O no
tation. When (pe) converges to p-with rate convergence Oli) It common
vo expres tis in shorhand by wetng by = 7+ OU); bse’ the Bigs0 tem
odes a reference for bow quay the error apezouchs eo,
Thessszuoee {fn}, which i piealy taken to be of he Go Ifa or Me? ar
soma pattiveconsiant a, sven an benchmark aad allen ease compan
Betiveen dllerent sequences. Por example a sequence #0 rat of convergence
(int converges moe slowly haa one wi ante of conwrgence OCU) Wag)
in turn converges more slowly tna a sequence with reo onvegince (1/2.
EXAMPLE 14 Comparing Rates of Convergence
3 49
} andone {343}
Consider the sequences
PP? Po Ggereietete
ppes
a
(~O.e35g6sese4 08260369565,
onnnace6e7 08074358975.
.op2s070023 —0.9196819718
o7uas7i4a —0.9703708T04
orasasiasss 0984790845
‘7500000000 0.9922908709
TABLE 12: Comanensing Tem in Two Sequence tnt Converge to
Since
aod
it follows that both sequences converge to the limit 1. Although these two sequen
hhaso the same limit value, as sewn in Tabla 12, the Lenns in the sequence (2°
3)/(2" +7) appear to
sequence (n+ 3)/(047).
‘We now determine the rate of convergence of each sequence After some Basie
algebra, we find
fuss
ence, we may take ) = 4 and 8, = 1/n in the definition of eate of convergence
Te follows thatthe sequent
(ey
convergence O(1/1). Workieg in a similar manner, we
1}
converges to 1 with rte of
Sind that
fret i
Hence, we may take A= 4 and @y = 1/2" in the definion of rate of convergence,
0 the sequence
‘converges to 1 with rate of convergence O(1/2"). ‘These sults confirm our numer
Seal evidence since 1/2" approaches zero faster than 1/n m8 n\~ €34 Chapter 1 Getting Started
1s Tater chapters, ny of the methods that will be developed wil have the-
oretieal error bounds that are expressed as a function of « method parameter. For
example, moet of the numerical integration techniques exvwered in Chapter 6 wall
Ihave error bounes expres’ in terms of the parameter fh the spacing betwmen the
points at which the integrand is sampled. Te facilitate she comparison hetseen
‘ferent techmiques, it wil be useful to ave bit O notation defined for fonctions.
Definition. Let fe » futon defi onthe interval (0) that conan
J(2)= LI there exist a fanetion 9 for which
constant C such that
If@)~ 1 < Kiglai)
for all snflciently sual values of 2 then /(2) is sil to‘corverge to L with
Rare Or Convencence Ole(a
3 benchmark function g(z) wil end tobe oft
ect a. An etzar term with rate of convergence Ot) then
term with rate of convergence Ola)
hese instance
for some positive exp
‘approaches zero more sow’ thea an
EXAMPLE LS Determining Rate of Convers
ce fr Fonction
What ie he Himit ff Furthermore, at what rate dows f converge 40
‘We can actully answer s questions snancondy hy using Tay-
ors Frees Tears Theorem (which wil be reviewed at the end af this
for some € berwee
Finally, becanse
7S OP eee aSexton 12 Convergmce 98
Order of Convergence
Order of convergence provides a dierent meme of coneence peed tha rte
comers Wher tn of comme enn vial ti
the sequence of ero values — fu — sore of convergence earnest re
Intcnship between soca eo} aie, meauteg thet With hich
tach iteration redooes the apprcxiaton eer
Definition. Let (pq) be o sequence that emerges to a number p. ales =
a =p for-n > 0. here exist positive constants and sic thot
then {re} isa to converge to p of ORDER a with AsvaarTOTIC ERROR
CConsTaWr &
1 follows that foro sequence that converges of ordar a the rr satisfies the
scymptati relation len al ™ I”
Tan iterative mid ie aid 10 be of order cif the sequence it generates
converges of order The sost cmon values of In practice ate = 1 (leo
Ianown’ linens convergence), a — 2 (quadrats converge) and a = 9 (exble
‘onversence). Noninteger vals foro are posible. Note that when a = 1, the
sequence of ecor values satisfies
Beal
- lensnl> Mew = leo iat
‘ence, a inesly converge sequence converge with rate cove
sanateae tie dffrance between the vias Over of COUNTER. SP
pose theme are three methods, ose linear, ote qoadratic, ond one cubic all being
enlle to the same problem. Each method has an asymptotic errr constant of
Srp, and there nit ero inthe initial proximation (ie, Je] = 0). Tho
‘hart below displays the ever aseaciated with each methed throug several arae
LINEAR QUADRATIC conic
5 lensid05lea P lean! Ose?
lal 05 os
fe 0.25 0525
les} 0.25 1207 x 10-*
Tex) 0.0625 90099 «10-2
Nes) 0.08125 37516 10-7
les) 0.015625
few) 7.8125 107?
‘Note the dramatic difference between the linear and gundcatie methods, The
hinear method would take more thax 100 Iterations to achive th acurecy stained
‘te qundratie method in jst seven iterations, Even Uke more moves securony36 Chapter Gentng Stared
‘achieved by the quadratic method in fve iterations would tale the near method
41 iterations. Unless each iteration ofthe quadretic methee requires sigafiantly
‘more work thar. ench iteration ofthe Tinear method, the liosr auethed will ever
compete with the quadratic. On the other hand, there is only alight difrence
{tov ce thie iterations) batween the quartic and cic methods. In practic, the
extra work nena to achieve cuble convergence would therefore not be justified.
EXAMPLE L6 Determining Order of Convergence
Tn Section 1.1, we usd the recursive esteme
on =} (0+) @
to-computs an appresimation to the square root of a positive cea munber a Here,
we would lke to determine the order of conwirgenos ofthe enteated sequence, To
‘accomplish this, we mint be able to compare the exo in the (n+ 1) erm Inthe
Bequence, ata - Va, with the ero Inthe nth ter, ry 7. ,
Wie start by subireting Ya frm both sides of (1) and peforming some basic
algetca. This yes
Tarr!
mip fian PPP Pa ras)
D466
TT
(Se
Accordingty, - >
c ~»
Hence the senor seerte by thin chan sod of comergece aqua 2 =
ar sympote eer conse (2/0)
‘A common task doughout the remainder of the tox vil be confirming &
theoretical order of convergence usin numeral data. For excnse oe eve et
‘tablished, theoretical thas the segue ynerated by equation () should ome
verge of oder 2 Dos the saquence actly achieve quadrate envergence In
practice? ‘To answer this question we etd Io set an 2, yeerate the Faulting
sequence and examine the ratio len/en I thi ali areas & constant
‘increases (the rato shoul, n parte, nppnosch she aymptoie etx coma
1/273), then we have mmr evidence of quadeei eanvergnage
s4eeee
7 lfc pit gy
a‘Section 2 Convergence 37
EXAMPLE LT Numerical Verification of Quadratic Convergence
With a = 9 nd zo = 9 the first Sve terms ofthe sequence generated by equation (i)
‘relisted in the second column ofthe following tale, he absolute eror in each
term in the soquence (voember that the sequence is suppoced to cimrerge to
‘Ya v3-=3) ws given in tho third column ofthe table, For our present purposes,
The ment impertan information inthe tables found an the fourth eofusna, which
shows the 18 |eal/n-al”
lesl= [eel lea bnesl?
9 6
5 2 orse355
a4 os ‘.tto009
RoasemnuLimeAr 2Ssz4 <10-? _ G.ATO5D
‘0000015541315 9.15561 x10°* “ O.RSSTD
‘Soom9OGORIA9EOS 1.39608 x10-? —_O.168B6
‘Note that the ratio lénl/én-1/? approsches a constant, thereby providing
numerical confirmation of the quactavc convergence of the sequence. Further
the ertor ratio appears to be approaching 1/6 = 1/(2v0) providing numetesl
Issa oors fh ti eaymptotic ever constant for equatici) a
Review of Taylor's Theorem
‘Tyyor's Theoret is a iuportaat too in ry ranches of athe, eelbding
im inhcoes how t conseract§ polynomial xpprox
sutmeical aya. The
Tition ro oncionly
Theorem. Suppose i somtimscus on a, hu 7 couinuous derivatives
(a8) and (0° exists on [a,b Let xy © Jab). For every > € [a] there
exists a number é(2)b sich that
Sle) = Pale) + Rats
Pala)
ere, Py is called the nsh- degre Toylor pelromsal fr f shout = = 29 In
practic, P(E) = nued aa an approsimation to f(z) for vahes of 2 near 2 =
Fin ten Bala) i calle the rematnder form asaocated ith Py Por each 2 the
remainder toom gies the errr ionrred by sang Pz) to approximate 1), Te
practice, the exact value of € is rarely known, so the remulader term 6 nae to
Uictermine en eror bound rather thao the actual appreximalion emer38 Chapter) Gating Sted
EXAMPLE 18 A Taylor Polynomi
‘We will now ase Taylor's theoren to obtain the second-degree Taylor polynomia)
nds associated remainder term for the funetion f(a) = v7 about 29 = 16, To
Getermine the coefcients inthe sxcond-degres Tayler pobyaomial, we need f and
its st two deviates, For the enainder term, we wll need the tind derivative
off. Starting fom f(s) = v, we compute
‘nd Its Remainder Terr
E ae
eye te yr) and pe de
Tere,
Ay ima
Final,
= 44 e—19)- Zita 16? -
Z a ia
Suppo we now take « = 17. Using he Toler poor ad 1
tem wee
= s1mo10876
with an abeolutearor giver
|
2417) =
6 flows that
whose 16.2 < 17, Bacanse £ must be larger
1
lastrni « 2610 x 0
pie
ime
ric aor bound, ‘The value
ne actual
“This lst inequality provides obat called a
of Psi?) can flor from 9/17 by no more than this amount. Tp fact
titleronce between P,(17 el VIT ie roughly 5.88 10,
pay
Saiatif pasta lames)
1? (fees
aSecon 12 Convergence 38
‘We conlude this section ty stating the nth-degre Tay or polynomial and
‘acociated remaindor term fer seal common functions: The erations of these
eo
Caan
kate
ey
(Cyt!
User
EXERCISES
1. Compute cach of be filowing nits sad determine se careening rate of
©) tease (Ya FE~ V
(0) lim ft
(2) time SBSH
Compote each af he fone iis
(© tno
(0) iyo BE
(© be
@) time
Se |
hee confirm the sui evidence by determing Ue te of ceavrpence of
4 Suppose tar 0 ca Dad
fla-+1) > U guaranties the enisiens of toot on cach of theinterale (x1, 2)
t+ 1), Monntenicty of fon (20,1) anda (x 00) euantes the uniqueness
‘Ste the nara gisthm tem mist Yalance 822 — 1 an the coutent
lone tort flows that in or
BAL. Thetis, (4) >the
bie to zeae tae vals, The so a sinpie one: Pathological
24 THE BISECTION METHOD.
eee nies er, rotting techniques are generally
RET be te celts elma a a el
These methods aeetilly wk by rs ing ni guaranteed
; ites yeecaticaly aetna fers. inh
develop 2 formance ofthe st base spe eo
Intermediate Value Theorem
Value Theoran. Tals
Belo
, ae oe
dealus bok; fx pros
' ‘Theorem. Let f be a conkimiow freon over the ese tral fe Hf and
lak be tumber that les between the voles f(a) and (8). Then
number ewish a cee Bauch tht fe) =
fhe edges of the nena
In plain Eagle function that scoot
, seine every value between the value achiewSection 21. Te Becton Method 73
So what does this bave to do with the ootfinding problem? Basicelly, the In-
termediate Value Theorem provides « means for identifying ervala whieh enclose
the real zeros of continuous functions. All Uhat is needed isi find an interval such
tat the values ofthe function atthe endpoints of that interval are of opposite sign
‘The magnitudes of these endpoint values are irelevant. As long as ono endpoint
value is positive and the other negative, zero i somewhere between the values, and
at least one aero ofthe funetion is guaranteed to exist on tnt lntetval
‘Te demonstrate this ies, consider the function f(a) = 24+ dx? — de — 1
‘The value of this function ata string of consecutive inkegers i listed Uelow, Each
hange in the ign of the funetion vse signals an interval Hat contains areal zero
of the function, This function, therefor, clearly has thtee simple rel zeros, one
each om the intervals: (3,2), (1,0), and (1,2)
#3) =—1\ f-y=a J)
2 )
Bisection Method
‘Suppose we have used the Intermediate Valve ‘TIheorem to lo
contains a zero of « contiouois function, What do we do neat? Our objecive will
be to systematically shrink the sizeof that root enclosing interval. Peshape the
implest and most natural way.to socomplch a reduction in interval sie isto ewt
the interval in halt Onoe this has been done, we datetmine which half contaios &
oot, ty once again using the Intermediate Value Theorem, and then repeat the
Drocess on that half. This technique is known ds the bisection method
From thie wry basic desriprion of the bisection method, it should be clear
that the method generates a soquesce of root enclosing intervals, Foe notational
convenience, let (2n,by) bo the eneloving intoren) duting the nth iteration of
method. Furtheroote, nove the midpoint of the interval faba]; that
‘We wil use p, not only as one of the endpoints for the next enclosing interval, bus
also as an approximation to the location of the exact root p If py is an acoiate
nOvgh sppteximation—an issue that will be addressed sho-ily the iteration i
terminated otherwise, the Intermediate Value Theorem i invoked «o determine
which of the two subintervals, (ayn) OF
(assis np): T
tains the root and became
EXAMPLE 2.1. Bisoction Method in Action
Ake discovered cao thatthe function (2) = 2! +222 — Je 1 has asiple xexo
onthe itera (1,2. Lvs rn tough afew trations che eto ehod te
emaeettte th genes) procaine
Per fete
end that f(y) > 0. The mid
2) and we mow that fla) <0
ofthis firs interval, and our fst appreximaticn
2
~
Pupp
.
Hh
GO
SG4e edd waada
9.
ae72 Chanter? Rootindng
4 the location ofthe exact 200,
‘T deter whet th
Taping wei: rot contin om 0,91) = (1,18) Fo (a) =
Jon) = 230s ~0
Sic f(a.) and ip.) axel oppo sen, the Intermed Value Theorem tll us
the foot beth yan py, Ur the next eration, we hottore tal fay 6)
(aun) = (0-18)
Note tht
whieh i of oposite sgn fren f(ea). Hence, the latarnedtat Valve Theoren la
wth 11s
aa) and fps) are ofthe sate sgt, whic pin ha the con
ere between 7 andy. Por the four Kertin, wel these
by) = 125,
ips 1.1105 10-2
we've developed the basis iterative prcces which gt
bear of the bisection method, we're ol yet ready to eomssck enacts
the bein nethod erative tn aate the algrithn rat contin oon
ion. We have to have soe way ta dotioe mien pu le oficenly sreurne ts
terminate the iteration, However, to propely formulate a sopping condition, yo
‘eed so underscand the convergence properth cf the sequence enenoe the
bisection method. We will nay undertake an analy of thee propertiesSeaion 21. The Beton Method 73
Convergence Analysis,
oer what circumstances will the sequence of approximations generated by the
‘etction method converge toa roe of f(z} =O? Whe te eeuence does converge,
hat is the pee of convergence?” Much ofthe information we now fo enewer thane
‘questions is contained in the flowing Charen,
Acorn tat coins ont clara fj and spe
JON) < 0 The burton ibd generals a soente of eppiialons
a nc coves wot pa oth the oer
(hoed
Noses
Fle) <0 imps rng signs ose explo the ners wi
fusraiog the cao ofa bt ot unuenon, Tose aay en
aie Bb cin Week
fe sing the nla iteduced piosy orcad, peared
Sahn a he mldptn of ont) Ths tps tas SR Rens fy
sere Can tals agnor ta
ais 30
However, again by construction,
Ba =O = 5st — dent) =H Oncd — aye) (=a).
2
¢
ee oso aeaoaeaPectin
Recalling that by = § and a,
6 and combining the ts two equine
produces the desired error bound : =
=
So thestquence of approximations generated by the Bieeton method is alway
guarasteod to converge to a root of the mation f(z) = 0. How quickly mill the
sequence converge? From the thoreiel error bound, we fase
im n=)
Henoe, fw take 2
tly = 1/2 inthe deitior of rte of eomvegence,
we see that the sequence generated by the bisection metho! has rte of convergence
oC
What about order of convergence? Given that each tine the enclosing interyal
Js cut i balf we obtain an extee base? digit of arcaracy, ve might expeet to Abd
‘hat convergence sinear (ie, =I). Unfortunately ww en ink ale pros
‘hen we try to apply thr definition. Examine eh last eolaran ef Table 2. This
table shee the result of Fiten trations ofthe bisection melt when applied to
the function f() = 2" +22? —Sa-—1 with a staring interval of (1,2). Oboerve bat
soametimes the eror drops sharply fron iteration stration (egy fou Heraion 10
toiteraton 11), sometimes the errr deca only slightly (tom iteration 6 to 7),
and sometimes the ere acrualyInceases. [ss therefore cae ly thatthe lini
‘which appears inthe definition uf order of converte won't ex,
ALIS not leet, however. In Section 1.2, we sam that Or neatly comvegent
buss B= 3m 3
where 2 i the asymptotic eror constant. As evidenced by the theoelical er
ror bound, the bisection method sequence dors sais this relationship with A —
1/2, Furthermore obwerve frum Figure 2.1 tbat the dverl eatonsp between
Jog lees | and log en| appears to bende with slope ome, From thse thn flows
thas the general trend between od ard now errors is linear. We cherefere serch
the defintion of order of convegence and say thatthe conergénct of the Hsetion
method sequence is ofder ~ 1 with asyraptotc errr costant 2 = 1/2
‘Stopping Condition and Algorithm
We are now ia position to slect a stopping condition, I, what follows let «be
1 specified convergence tolerance. For any tootinding technique, thee are three
primary measures of convergence with which to construc the stopping condition,
These are
fe abecnte eror in the location of the root
ay <
erminate the eration when ipa ~P) <€seccon 21 The Bitcion Method 75
___Bncleaing Interval Approximation _Angokute Perot
rete zABDOOOT —sacoo™— CHESS
r
2 .09e000,1.s00000) 1.250000 _L0S130876565,
3 Q.oero001 250000) 1.128000 COTES
4 (1250001230000) Listeon—_C017012435
5 (Qisyson} 2scom) 1.218750 C.g200087505,
6 (Lie7Soq12is7s0) — 1.203125 0014397565
7 (aigveoo.ansi2s) 11059120088 TES
8 (iiassi2 ausi2s) — asais 0005275065,
@° (igsai24 abeai9) 1.167366 © .n014256185
to (itg7ase..iomi9) 1.198212. 000s400560
ni (tlasoig.aqazis) 1.308790 ogo
12 (ttosai2 198720) igate6—onROHBN
13 (1t9sisq,19¢7a0) 1298608 ponent
TH [itossog. 196720} 1168659 cons
15 (.t9n6s.2 19873 jason 00000087077
fo fi) 3 ee 1 Stating
Figure 2:1. Bnor after 41 ertions erm ere afar reese
ferapyrcoiwotions generated ty the becom method when ape
the fection f(2) =) Be? — 321. Aloglog see hat been ed
eomodate the ‘arti in the order of magnitude ofthe eer,76; Chapt? Rooting
{othe vel Bian ring bn veo of he nn bbs eal
‘hal pe be “te” so; cad lad to fp) beng a be to
8) the rentveexor in the loti of
Terman the iteration when ina] (2__1)"7, which has w newly verti portion surrounding
the root For this function, a melon value pear zo guarantees that = most be
resco tbat having elese to 1 dows nok imply that f(z) wl be close to 0 Ux
particular, ize Te 10°T, then f(z) 107"Secon 21 The Becton Method 77
ct on of edn oh
scpoig ana oo etnias Wain ts a
SESS ts cng tee meen aston cw ee
lw ts cr ep inte eo te ttn a hgh we be
Zr bo sal lon om te pol te bein ated crane
ee ews
A ‘ain toes the base Wertve easrare we er
foe jt seat, we can ow smut an alge fo the
GIVEN: tation whove nis tobe locate, J
Fah erate tera
STEP 7 ruber
Thecs ace afew important ees tha lo be made reuniting thi go
tilhough me irc the Dcsion moad in era of egontes|
eqenc of spproxiatins Ye the lation athe mt,
SE eh intan ofthe actod indict hal we oly be to kaa the eurent
nD thessandntd mesure forte aotnt of wor permed by that
techni i the tuber of tne the fonction J ete, sot the number at
;
1
j
4
!
=
=
=
.
3
>
>.
*
°
2
2
2
2
>
2
.
.
.78 Chapter? Rotndng
Fteraions In gener), the function may be very complented, ad exch evalation
"ray Fequite many Beating point operations ‘We thereore want {0 void iy B=
‘ecrsaty fonction evaluations. ‘The the feng thatthe signs of ff) and fp)
fre saved ip STEPS Vand 5. Had thee signa not tonsa, we wold ave ad 0
eevlinte the fonction at bot and p to peor the tt in STEP 6, By bing
the sgn, the gorithm, ae writen, sels only one rew fnetion evalution et
Finally, chsrve that in STEP 6, ae worked wits the sigs ofthe fonction
‘aluee, rate than checking the sign of the predact jlel/G). By construction,
both a and p will be converging toward « za of J. enon, both fa) and f(p)
wil he approaching vce. Batping thes wales together could then rane fn
Undertow
EXAMPLE 22 A Second Demonstration Pratlen
As wedeveiop ational rot indig echnlqus ty sobseyient ston, we a want
tote o esto coupe of problems on hand with which ta compare pedornance
‘One of the probs we wil se i Ieating the rot of
P42? —30-1-0
on the interval (1,2). The values cians Sn the et then eolumus of Table 2.1
free page 65) were obtaioed by epplying the Waetion method algnrithm to his
problem with a comvergeuce tolerance of x10"
Aan second example, we wil use the equation
is equstion sctualiy hss infinite sumber of roa Hare, we wast 60 ap-
prcnitnate the ells positive rect, which Figure 23 sues Bes on the ile
val (040,048). Applying the bisection mathed algertam to the funtion £2) =
teal) 26 with a-comvergence tlerance of 4 10" produces te rsa
closing Inter
1 (0.00 50000) —
2 (oai0mi0,2.430000) o.a600a0IE0
3 (@atoo0.c-450000) —ossoncon500
4 (@.asn0o0.¢ 460000} 0.456000%00,
{0.480000,0.458¢00), 0452000000
(o.350000,0.452800) _0.4512t00000,
(0 ato 0451250) 0.4805:50000
5 (G00250.451250) 0 48075000
8 (OoNT0.451250) 0.4510197500
10 (OasnoaT.451004) 9 a5L010250
11 (OAs1016,0.451004) 0 5108468
to ter decimal places, p = 0510472588, so the abylute nar in the al bison
thethod approtimation roughly 7.426 %10°6
2‘Seeien21 Ty Becton Method 79
4 4
se che rapt
ie tho locate oft sale yo
‘An Application Problem: Saving for Done Payment
A couple plans
a oenbotably dep
aon tte rounded nes por yal) At ue a: ie Sen ompenecie
Dated nthe smoot Pio tin en Teel ae
P+PL = P(i+ +)
Te nee ened a teen of the net componnding perk is P(Q+ £2) 2,0
the value of the account grows to .
+2 POs
After the third compounding ptiod, te evo vale becomes
pPisZy testy ar(i+Z) (t piety
x0
LTTE
+
bSCSKEHEKCHHHEHEKHEHHEHEHHEHEMEL ERS8 Chapter 2 Roottndng
‘nd, in general, afer n compounding periods, the sue
nse’
Ive gown aloe
sss (1+ 2)
he monthly deposits of $250, the tots value ofall 36 depts wil
basis (e
Aallars. As for
a50(1+ 5)" +250(1+ a) +290(1+ EY. 4280 (14 5) #20. 0)
Hero, we have used the fact that the frst monthly dept earn 35 tonthe of
interest, the second euros $4 months of incre, the thed arta 38 mnonthe of
Interet, and so on. ‘The sum of the geometric progresienghven by (1) map be
expressed in closed form a
If no other deposits are made to and no withdrawal ae taken fom the account
the couple will therefore have saved
3000 (1
by the ond of thiee yeas, The minimur interest
pie to cach their
rate that the money market, account mst pay for
ng, the solution of ve equati
(eg) aa
13600 (1+ 2)" +80! cco.
2 Hid
Let's define
om,
fo) = 13500(1-+ 7)" 4 2
Note that £001) = ~1956.54, but (0.10) = 965.01, othe desired interest rate io
somesehore between % and 0%. Using Ue bisection mettod with # convergence
telerance of 5% 10-9, we find, after 15 Seraionn
The couple therefore needs to Sind an acount paying roughly 4.40, eomepounded
sionthly
a