Newton-Raphson Method: Assumptions Interpretation Examples Convergence Analysis Reading Assignment

Lecture 5
Newton-Raphson
Method
 Assumptions
 Interpretation
 Examples
 Convergence Analysis
Reading Assignment: Sections 6.2
EE3561_Unit 2 (c)AL-DHAIFALLAH1435 1
Root finding Problems
Many problems in Science and Engineering are
expressed as
Given a continuous function f(x),

find the value r such that f (r )  0
These problems are called root finding problems
Solution Methods
Several ways to solve nonlinear equations are
possible.
 Analytical Solutions
 possible for special equations only
 Graphical Solutions
 Useful for providing initial guesses for other methods
 Numerical Solutions
 Open methods
 Bracketing methods
Bracketing Methods
 In bracketing methods, the method starts
with an interval that contains the root and
a procedure is used to obtain a smaller
interval containing the root.
 Examples of bracketing methods :
 Bisection method
 False position method
Open Methods
 In the open methods, the method starts
with one or more initial guess points. In
each iteration a new guess of the root is
obtained.
 Open methods are usually more efficient
than bracketing methods
 They may not converge to the root.
Solution Methods
Many methods are available to solve nonlinear
equations
 Bisection Method
 Newton’s Method
These will be covered
 Secant Method in EE3561
 False position Method
 Muller’s Method
 Bairstow’s Method
 Fixed point iterations
 ……….
Newton-Raphson Method
(also known as Newton’s Method)
Given an initial guess of the root x0 ,
Newton-Raphson method uses information
about the function and its derivative at
that point to find a better guess of the
root.
Assumptions:
 f (x) is continuous and first derivative is known
 An initial guess x0 such that f ’(x0) ≠0 is given
Newton’s Method
Given f ( x ), f ' ( x ), x0 F.m
function [ F ]  F ( X )
F  X ^3  3 * X ^ 2  1
Assumputio n f ' ( x0 )  0
__________ __________ __ function [ FP ]  FP( X )
FP.m
for i  0 : n FP  3 * X ^ 2  6 * X
f ( xi )
xi 1  xi  % MATLAB PROGRAM
f ' ( xi ) X 4
end for i  1 : 5
X  X  F ( X ) / FP ( X )
end
Example
Find a zero of the function f(x)  x 3  2 x 2  x  3 , x0  4
f ' (x)  3 x 2  4 x  1
f ( x0 ) 33
Iteration 1 : x1  x0   4 3
f ' ( x0 ) 33
f ( x1 ) 9
Iteration 2 : x2  x1   3   2.4375
f ' ( x1 ) 16
f ( x2 ) 2.0369
Iteration 3 : x3  x2   2.4375   2.2130
f ' ( x2 ) 9.0742
Example
Iteration xk f(xk) f’(xk) xk+1 |xk+1 –xk|
0 4 33 33 3 1
1 3 9 16 2.4375 0.5625
2 2.4375 2.0369 9.0742 2.2130 0.2245
3 2.2130 0.2564 6.8404 2.1756 0.0384
4 2.1756 0.0065 6.4969 2.1746 0.0010
Convergence analysis of the
Newton’s Method
 The Taylor series expansion can be represented as
 An approximate solution can be obtained by
 At the intersection with x axis f(xi+1)=0, which gives
Newton’s Method
 Substituting the true value xr into Eq (B6.2.1) yields
 Subtracting Eq (B6.2.2) from Eq (B6.2.3) yields
 Substituting and gives
Newton’s Method
 If we assume convergence, both xi and should
eventually approximated by the root xr, and
Eq(B6.2.5) can be rearranged to yield
 Which means that the current error is proportional

to the square of the previous error which indicates
quadratic convergence rate.
Convergence Analysis
Remarks
When the guess is close enough to a simple

root of the function then Newton’s method is
guaranteed to converge quadratically.
Quadratic convergence means that the number

of correct digits is nearly doubled at each
iteration.
Problems with Newton’s
Method
• If the initial guess of the root is far from
the root the method may not converge.
• Newton’s method converges linearly near
multiple zeros { f(r) = f ’(r) =0 }. In such a
case modified algorithms can be used to
regain the quadratic convergence.
Multiple Roots
f ( x)  x 3
f ( x)   x  1
2
f(x) has three f(x) has two

zeros at x  0 zeros at x  -1
Method
Runaway
x0 x1
The estimates of the root is going away from the root.
Method
Flat Spot
x0
The value of f’(x) is zero, the algorithm fails.

If f ’(x) is very small then x1 will be very far from x0.
Method
Cycle
x1=x3=x5
x0=x2=x4
The algorithm cycles between two values x0 and x1
Systems of nonlinear
Equations
Given : X 0 an initial guess of the root of F ( x )  0
Newton ' s Iteration
X k 1  X k   F ' ( X k ) F ( X k )
1
 f1 f1 
 x 
 f1 ( x1 , x2 ,...)  x2
 1 
f 2 f 2
F ( X )   f 2 ( x1 , x2 ,...) , F '(X )   
 x1 x2 
     
 
 
Example
 Solve the following system of equations
y  x 2  0.5  x  0
x 2  5 xy  y  0
Initial guess x  1, y  0
 y  x 2  0.5  x   2x 1 1  1
F  2 , F '    , X0   
 x  5 xy  y  2 x  5 y  5 x  1 0 
Solution Using Newton’s
Method
Iteration 1 :
 y  x 2  0.5  x   0.5  2x 1 1  1 1 
F 2 
   , F '     
 x  5 xy  y   1   2 x  5 y  5 x  1  2  6 
1
1   1 1   0.5 1.25 
X1        1   0.25
0   2  6     
Iteration 2 :
0.0625  1.5 1 
F  , F '   
 - 0.25  1 .25  7 .25
1
1.25   1.5 1  0.0625 1.2332 
X2       - 0.25   0.2126
0.25 1.25  7.25    
Example
Try this
 Solve the following system of equations
y  x2 1  x  0
x2  2 y 2  y  0
Initial guess x  0, y  0
 y  x 2  1  x 2 x  1 1  0
F  2 , F '    , X0   
2
 x  2 y  y   2x  4 y  1 0
Example
Solution
Iteration 0 1 2 3 4 5
_____________________________________________________________
0   1  0.6  0.5287  0.5257  0.5257
Xk 0  0  0. 2   0.1969   0.1980   0.1980 
           
Secant Method
 Secant Method
 Examples
 Convergence Analysis
Newton’s Method (Review)
Assumptions : f ( x), f ' ( x), x0 are available,
f ' ( x0 )  0
Newton' s Method new estimate
f ( xi )
xi 1  xi 
f ' ( xi )
Problem :
f ' ( xi ) is not available
or difficult to obtain analytically
Secant Method
f ( x  h)  f ( x )
f ' ( x) 
h
if xi and xi 1 are two initial points
f ( xi )  f ( xi 1 )
f ' ( xi ) 
( xi  xi 1 )
f ( xi ) ( xi  xi 1 )
xi 1  xi   xi  f ( xi )
f ( xi )  f ( xi 1 ) f ( xi )  f ( xi 1 )
( xi  xi 1 )
Secant Method
Assumptions :
Two initial points xi and xi 1
such that f ( xi )  f ( xi 1 )
New estimate (Secant Method) :
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )
Secant Method
f ( x)  x  2 x  0.5
2
x0  0
x1  1
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )
Secant Method
x0 , x1 , i  1
( xi  xi 1 )
xi 1  xi  f ( xi ) ;
f ( xi )  f ( xi 1 )
i  i 1
NO Yes
xi 1  xi   Stop
Modified Secant Method
In this modified Secant method only one initial guess is needed
f ( xi   * xi )  f ( xi )
f ' ( xi ) 
 * xi
f ( xi ) f ( xi ) * xi
xi 1  xi   xi 
f ( xi   * xi )  f ( xi ) f ( xi   * xi )  f ( xi )
 * xi
Problem : How to select  ?
If not selected properly, the method may diverge
Example
50
40
find the roots of 30
f ( x)  x 5  x 3  3 20
initial points 10
x0  1 and x1  1.1 0
-10
with error  0.001 -20
-30
-40
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
Example
x(i) f( x(i) ) x(i+1) |x(i+1)-x(i)|
-1.0000 1.0000
-1.1000 0.0585 -1.1062 0. 0062
-1.1062 0.0102 -1.1052 0.0009
-1.1052 0.0001 -1.1052 0.0000
Convergence Analysis
 The rate of convergence of the Secant method
is super linear
xi 1  r
  C,   1.62
xi  r
r : root xi : estimate of the root at the i th iteration
 It is better than Bisection method but not as
good as Newton’s method
Comparison of Root
finding methods
 Advantages/disadvantages
 Examples
Summary
Bisection Reliable, Slow
One function evaluation per iteration
Needs an interval [a,b] containing the root, f(a) f(b)<0
No knowledge of derivative is needed
Newton Fast (if near the root) but may diverge

Two function evaluation per iteration
Needs derivative and an initial guess x0, f ’ (x0) is
nonzero
Secant Fast (slower than Newton) but may diverge

one function evaluation per iteration
Needs two initial points guess x0, x1 such that
f (x0)- f (x1) is nonzero.
No knowledge of derivative is needed
Example
Use Secant method to find the root of
f ( x)  x  x  1
6
Two initial points x0  1 and x1  1.5
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )
Solution
_______________________________
k xk f(xk)
________________________________
0 1.0000 -1.0000
1 1.5000 8.8906
2 1.0506 -0.7062
3 1.0836 -0.4645
4 1.1472 0.1321
5 1.1331 -0.0165
6 1.1347 -0.0005
Example
Use Newton's Method to find a root of
f ( x)  x 6  x  1
Use the initial points x0  1
Stop after three iterations or
if xk 1  xk  0.001 or
if f ( xk )  0.0001
Five iterations of the
solution
 k xk f(xk) f’(xk) ERROR
 ______________________________________
 0 1.0000 -1.0000 5.0000
 1 1.2000 0.786 13.93 0.2
 2 1.1436 0.0930 10.7348 0.0564
 3 1.1349 0.0019 10.2969 0.009
 4 1.1347 0.0000 10.2876 0.0002
 5 1.1347 0.0000 10.2876 0.0000
Example
Use Newton's Method to find a root of
x
f ( x)  e x
Use the initial points x0  1
Stop after three iterations or
if xk 1  xk  0.001 or
if f ( xk )  0.0001
Example
Use Newton' s Method to find a root of
f ( x )  e  x  x, f ' ( x )  e  x  1
f ( xk )
xk f ( xk ) f ' ( xk )
f ' ( xk )
1.0000 - 0.6321 - 1.3679 0.4621
0.5379 0.0461 - 1.5840 - 0.0291
0.5670 0.0002 - 1.5672 - 0.0002
0.5671 0.0000 - 1.5671 - 0.0000
Example
Estimates of the root of x-cos(x)=0
0.60000000000000 initial guess
0.74401731944598 1 correct digit

0.73909047688624 4 correct digits
0.73908513322147 10 correct digits
0.73908513321516 14 correct digits
Example
In estimating the root of x-cos(x)=0
To get more than 13 correct digits
 4 iterations of Newton (x0=0.6)
 43 iterations of Bisection method (initial

interval [0.6, .8]
 5 iterations of Secant method
( x0=0.6, x1=0.8)

Newton-Raphson Method: Assumptions Interpretation Examples Convergence Analysis Reading Assignment

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Newton-Raphson Method: Assumptions Interpretation Examples Convergence Analysis Reading Assignment

Uploaded by

Copyright:

Available Formats

Lecture 5

Given a continuous function f(x),

These problems are called root finding problems

2 2.4375 2.0369 9.0742 2.2130 0.2245

3 2.2130 0.2564 6.8404 2.1756 0.0384

4 2.1756 0.0065 6.4969 2.1746 0.0010

 An approximate solution can be obtained by

 At the intersection with x axis f(xi+1)=0, which gives

 Subtracting Eq (B6.2.2) from Eq (B6.2.3) yields

 Substituting and gives

 Which means that the current error is proportional

When the guess is close enough to a simple

Quadratic convergence means that the number

f(x) has three f(x) has two

The estimates of the root is going away from the root.

The value of f’(x) is zero, the algorithm fails.

The algorithm cycles between two values x0 and x1

find the roots of 30

with error  0.001 -20

-1.1000 0.0585 -1.1062 0. 0062

-1.1062 0.0102 -1.1052 0.0009

-1.1052 0.0001 -1.1052 0.0000

Newton Fast (if near the root) but may diverge

Secant Fast (slower than Newton) but may diverge

Two initial points x0  1 and x1  1.5

0.60000000000000 initial guess

0.74401731944598 1 correct digit

 43 iterations of Bisection method (initial

You might also like