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Solution of Non Linear

Equation

Prepared by
Rasel Ahmmed
Lecturer, Dept. of EEE
BSMRSTU, Gopalganj

10/20/22 1
What is non-linear equation..??
• An equation in which one or more terms have a
variable of degree 2 or higher is called a nonlinear
equation. A nonlinear system of equations
contains at least one nonlinear equation.
• Non linear equation can be solved in these ways-

• A. Graphical Method

• B. Bracketing Method~ 1. Bisection method.

• 2. False position method.

C. Open Method
• Newton Raphson method.

• Secant method.
Root of Nonlinear Equations
• Solve f  x 
0
Intermediate Value Theorem
• For our specific interest
If f(x) is continuous in the interval [a,b], and
f(a).f(b)<0, then there exists ‘c’ such that
a<c<b and f(c)=0.
Example
• For the parachutist problem

v t  
mg
c
1 e ct /

m

v10  40 m / s

Find ‘c’ such that
• Where, g  9.8 m / s2 , m 
68.1kg
Example (cont’d)

• You get 40  68.1*9.8 1 e10c / 68.1
c

• OR: f c  
667.38
c
1 e 0.147c

40
• Giving,
f 12  6.067 & f 16 
2.259
Example (cont’d)
• Graphically
Bracketing Methods
Bisection Method

http://numericalmethods.eng.usf.edu 9
Definition

• The Bisection method in mathematics is a root


finding method which repeatedly bisects an
interval and then selects a subinterval in
which a root must lie for further processing.
Basis of Bisection Method
Theorem

f(x)

x
x
xu

Figure 1 At least one root exists between the two points if the function is
real, continuous, and changes sign.

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Basis of Bisection Method
f(x)

x x
xu

Figure 2 If function f x  does not change sign between two points,


roots of the equation f x  still
may 0 exist between the two points.

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Basis of Bisection Method
f(x)
f(x)

x xu
x x
x xu

Figure 3 If the function f x does not change sign between two


points, there may not be any roots for the equation f x  between
0 the
two points.

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Basis of Bisection Method
f(x)

xu
x
x

Figure 4 If the function f x  changes sign between two points,


more than one root for the equation f x   0 may exist between the two
points.

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Algorithm for Bisection
Method

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Step 1
Choose x and xu as two guesses for the root such that
f(x) f(xu) < 0, or in other words, f(x) changes sign
between x and xu. This was demonstrated in Figure 1.
f(x)

x
x
xu

Figure 1

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Step 2
Estimate the root, xm of the equation f (x) = 0 as the mid
point between x and xu as
f(x)

x  xu
xm =
2
x xm
x
xu

Figure 5 Estimate of xm

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Step 3
Now check the following

a) If f xl  f xm   0 , then the root lies between x and


xm; then x = x ; xu = xm.
f xl  f xm   0
b) If , then the root lies between xm and
xu; then x = xm; xu = xu.
f xl  f xm   0
c) If ; then the root is xm. Stop the
algorithm if this is true.

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Step 4
Find the new estimate of the root
x  xu
xm =
2
Find the absolute relative approximate error
x new  x old
m
a  m
new
 100
x m

where
xmold  previous estimate of root
xmnew  current estimate of root

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Step 5
Compare the absolute relative approximate error a with
the pre-specified error tolerance s .
Go to Step 2 using new
Yes upper and lower
Is a s ? guesses.

No Stop the algorithm

Note one should also check whether the number of


iterations is more than the maximum number of iterations
allowed. If so, one needs to terminate the algorithm and
notify the user about it.
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Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.

Figure 6 Diagram of the floating ball


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Example 1 Cont.
The equation that gives the depth x to which the ball is
submerged under water is given by
x 3  0.165 x 2  3.993 10 4  0

a) Use the bisection method of finding roots of equations


to find the depth x to which the ball is submerged under
water. Conduct three iterations to estimate the root of
the above equation.
b) Find the absolute relative approximate error at the end
of each iteration, and the number of significant digits at
least correct at the end of each iteration.

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Example 1 Cont.
From the physics of the problem, the ball would be
submerged between x = 0 and x = 2R,
where R = radius of the ball,
that is
0  x  2R
0  x  20.055
0  x  0.11

Figure 6 Diagram of the floating ball

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Example 1 Cont.
Solution

To aid in the understanding


of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where
f x   x 3  0.165 x 2  3.993 10- 4

Figure 7 Graph of the function f(x)


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Example 1 Cont.
Let us assume
x  0.00
xu  0.11
Check if the function changes sign between x and xu .
f xl   f 0  0  0.1650   3.993 104  3.993 104
3 2

f xu   f 0.11  0.11  0.1650.11  3.993  10 4  2.662 10 4


3 2

Hence
f xl  f xu   f 0  f 0.11  3.993 104  2.662  104   0

So there is at least on root between x and xu, that is between 0 and 0.11

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Example 1 Cont.

Figure 8 Graph demonstrating sign change between initial limits


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Example 1 Cont.
Iteration 1 x  xu 0  0.11
The estimate of the root is xm    0.055
2 2

f xm   f 0.055  0.055  0.1650.055  3.993 104  6.655 105


3 2

  
f xl  f xm   f 0 f 0.055  3.993 10  4 6.655 10 5  0

Hence the root is bracketed between xm and xu, that is, between 0.055
and 0.11. So, the lower and upper limits of the new bracket are
xl  0.055, xu  0.11
At this point, the absolute relative approximate error a cannot be
calculated as we do not have a previous approximation.

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Example 1 Cont.

Figure 9 Estimate of the root for Iteration 1


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Example 1 Cont.
Iteration 2 x  xu 0.055  0.11
The estimate of the root is xm    0.0825
2 2
f xm   f 0.0825  0.0825  0.1650.0825  3.993 104  1.622 104
3 2

f xl  f xm   f 0 f 0.055  6.655 105  1.622 10 4   0

Hence the root is bracketed between xand xm, that is, between 0.055
and 0.0825. So, the lower and upper limits of the new bracket are
xl  0.055, xu  0.0825

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Example 1 Cont.

Figure 10 Estimate of the root for Iteration 2


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Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 2 is

xmnew  xmold
a  new
100
xm
0.0825  0.055
 100
0.0825
 33.333%
None of the significant digits are at least correct in the estimate root of
xm = 0.0825 because the absolute relative approximate error is greater
than 5%.

31 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 3 x  xu 0.055  0.0825
The estimate of the root is xm    0.06875
2 2
f xm   f 0.06875  0.06875  0.1650.06875  3.993  104  5.563 10 5
3 2

  
f xl  f xm   f 0.055 f 0.06875  6.655  10 5  5.563 10 5  0

Hence the root is bracketed between xand xm, that is, between 0.055
and 0.06875. So, the lower and upper limits of the new bracket are
xl  0.055, xu  0.06875

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Example 1 Cont.

Figure 11 Estimate of the root for Iteration 3


33 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 3 is

xmnew  xmold
a  new
100
xm
0.06875  0.0825
  100
0.06875
 20%
Still none of the significant digits are at least correct in the estimated
root of the equation as the absolute relative approximate error is greater
than 5%.
Seven more iterations were conducted and these iterations are shown in
Table 1.
34 http://numericalmethods.eng.usf.edu
Table 1 Cont.
Table 1 Root of f(x)=0 as function of number of iterations for
bisection method.
Iteration x xu xm a % f(xm)

1 0.00000 0.11 0.055 ---------- 6.655×10−5


2 0.055 0.11 0.0825 33.33 −1.622×10−4
3 0.055 0.0825 0.06875 20.00 −5.563×10−5
4 0.055 0.06875 0.06188 11.11 4.484×10−6
5 0.06188 0.06875 0.06531 5.263 −2.593×10−5
6 0.06188 0.06531 0.06359 2.702 −1.0804×10−5
7 0.06188 0.06359 0.06273 1.370 −3.176×10−6
8 0.06188 0.06273 0.0623 0.6897 6.497×10−7
9 0.0623 0.06273 0.06252 0.3436 −1.265×10−6
10 0.0623 0.06252 0.06241 0.1721 −3.0768×10−7

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Table 1 Cont.
Hence the number of significant digits at least correct is given by the
largest value or m for which
a  0.5 10 2 m
0.1721  0.5 10 2 m
0.3442  10 2 m
log0.3442   2  m
m  2  log0.3442   2.463
So
m2
The number of significant digits at least correct in the estimated root
of 0.06241 at the end of the 10th iteration is 2.

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Advantages
 Always convergent
 The root bracket gets halved with each
iteration - guaranteed.

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Drawbacks
 Slow convergence
 If one of the initial guesses is close to
the root, the convergence is slower

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Drawbacks (continued)
 If a function f(x) is such that it just
touches the x-axis it will be unable to find
the lower and upper guesses.
f(x)

f x   x 2

39 http://numericalmethods.eng.usf.edu
Drawbacks (continued)
 Function changes sign but root does not
exist

1
f(x)
f x  
x
x

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False-Position Method of Solving a
Nonlinear Equation

10/20/22 41
Introduction

f x 
f ( x)  0 (1)
In the Bisection method
f xU 
f ( x L ) * f ( xU )  0 (2)

x L  xU
Exact root xr  (3)
xL 2
O xr xU x 1

f xL 
42
Figure 1 False-Position Method http://numericalmethods.eng.usf.edu
False-Position Method

Based on two similar triangles, shown in Figure 1,


one gets:
f ( xL ) f ( xU )
 (4)
xr  x L xr  xU
The signs for both sides of Eq. (4) is consistent, since:

f ( x L )  0; xr  x L  0
f ( xU )  0; xr  xU  0

43 http://numericalmethods.eng.usf.edu
From Eq. (4), one obtains
xr  xL  f xU   xr  xU  f xL 
xU f x L   x L f xU   xr  f x L   f xU 
The above equation can be solved to obtain the next
xr , aspredicted root

xU f x L   x L f xU 
xr  (5)
f x L   f xU 

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The above equation,

f xU x L  xU 
xr  xU  (6)
f x L   f xU 

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Step-By-Step False-Position
Algorithms

1. Choose x L and xU as two guesses for the root such


that
f x L  f xU   0
xU f x L   x L f xU 
2. Estimate the root, x m 
f x L   f xU 
3. Now check the following
(a) If f x L  f xm   0 , then the root lies between x L
and xm ; then x L  x L and xU  xm
(b) If f xL  f xm   0 , then the root lies between xm
46
and xU ; then x L  xm and xU  xU http://numericalmethods.eng.usf.edu
(c) If f xL  f xm   0 , then the root is xm .
Stop the algorithm if this is true.
4. Find the new estimate of the root
xU f x L   x L f xU 
xm 
f x L   f xU 
Find the absolute relative approximate error as
xmnew  xmold
a  new
 100
xm
47 http://numericalmethods.eng.usf.edu
where
new
x m = estimated root from present iteration
old
x m = estimated root from previous iteration
3
5. say s  10  0.001. If a s , then go to step 3,
else stop the algorithm.
Notes: The False-Position and Bisection algorithms are
quite similar. The only difference is the formula used to
calculate the new estimate of the root xm , shown in steps
#2 and 4!
48 http://numericalmethods.eng.usf.edu
Example 1

The non linear equation that gives the depth


3 2 4
x  0.165 x  3.993  10 0
Use the false-position method of finding roots of
equations. Conduct three iterations to estimate the
root of the above equation. Find the absolute
relative approximate error at the end of each
iteration.

49 http://numericalmethods.eng.usf.edu
Iteration 1
xU f x L   x L f xU 
xm 
f x L   f xU 
0.11  3.993  10 4  0   2.662 10 4 

3.993  10 4   2.662 10 4 
 0.0660

f xm   f 0.0660  0.0660  0.1650.0660  3.993104
3 2

5
 3.1944  10
f xL  f xm   f 0 f 0.0660      0

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x L  0, xU  0.0660 http://numericalmethods.eng.usf.edu
Iteration 2
xU f x L   x L f xU 
xm 
f x L   f xU 
0.0660  3.993 10 4  0   3.1944  10 5 

3.993  10 4   3.1944 10 5 
 0.0611

f xm   f 0.0611  0.0611  0.1650.0611  3.993  104
3 2

 1.1320  105
f x L  f xm   f 0  f 0.0611      0
Hence, x L  0.0611, xU  0.0660
51 http://numericalmethods.eng.usf.edu
0.0611  0.0660
a   100  8%
0.0611
Iteration 3
xU f x L   x L f xU 
xm 
f x L   f xU 
0.0660 1.132  10 5  0.0611   3.1944  10 5 

1.132  10 5   3.1944  10 5 
 0.0624

52 http://numericalmethods.eng.usf.edu
f xm   1.1313  10 7

f x L  f xm   f 0.0611 f 0.0624      0


Hence,
x L  0.0611, xU  0.0624

0.0624  0.0611
a  100  2.05%
0.0624

53 http://numericalmethods.eng.usf.edu
Table 1: Root of f x   x 3
 0.165 x 2
 3.993  10 4
0
for False-Position Method.

Iteration xL xU xm a % f x m 
1 0.0000 0.1100 0.0660 N/A -3.1944x10-5

2 0.0000 0.0660 0.0611 8.00 1.1320x10-5

3 0.0611 0.0660 0.0624 2.05 -1.1313x10-7

4 0.0611 0.0624 0.0632377619 0.02 -3.3471x10-10

54 http://numericalmethods.eng.usf.edu
Exercise 1

The non linear equation that gives as

f ( x)  x 3  x 2  1
Use the false-position method of finding roots of
equations. Conduct three iterations to estimate the
root of the above equation. Find the absolute
relative approximate error at the end of each
iteration.

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Let us assume
xL  0, xU  2

f  xL   f  0    0    0   1  1
3 2

f  xU   f  2    2    2   1  3
3 2

Hence,

f  xL  f  xU   f  0  f  2    13  0
56 http://numericalmethods.eng.usf.edu
Iteration 1
xU f  xL   xL f  xU 
xm 
f  xL   f  xU 
2  ( 1)  0  3

1  3
 0.5

f  xm   f  0.5    0.5    0.5   1


3 2

 1.1250
f  xL  f  xm   f  0  f  0.5         0

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xL  0.5, xU  2 http://numericalmethods.eng.usf.edu
References

1. S.C. Chapra, R.P. Canale, Numerical Methods for


Engineers, Fourth Edition, Mc-Graw Hill.

58 http://numericalmethods.eng.usf.edu
Homework #1
•Chapter 5, page 131, numbers:
5.3,5.6,5.7,5.8,5.12
• You are not required to get the solution
graphically!
• Homework due Next week!
Open Methods

60 http://numericalmethods.eng.usf.edu
Newton-Raphson Method

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Newton-Raphson Method
f(x )

f ( x i)
x f x  f(xi )
i, i xi 1 = xi -
f (xi )

f ( x i-1 )


x i+ 2 x i+ 1 xi X

Figure 1 Geometrical illustration of the Newton-Raphson method.


62 http://numericalmethods.eng.usf.edu
Derivation
f(x)

AB
f(xi) B tan(  
AC

f ( xi )
f ' ( xi ) 
xi  xi 1
C  A X f ( xi )
xi+1 xi xi 1  xi 
f ( xi )

Figure 2 Derivation of the Newton-Raphson method.


63 http://numericalmethods.eng.usf.edu
Algorithm for Newton-
Raphson Method

64 http://numericalmethods.eng.usf.edu
Step 1

Evaluate f (x) symbolically.

65 http://numericalmethods.eng.usf.edu
Step 2

Use an initial guess of the root, xi , to estimate the new


value of the root, xi 1 , as
f xi 
xi 1 = xi -
f xi 

66 http://numericalmethods.eng.usf.edu
Step 3

Find the absolute relative approximate error a as

xi 1- xi
a =  100
xi 1

67 http://numericalmethods.eng.usf.edu
Step 4
Compare the absolute relative approximate error with
the pre-specified relative error tolerance . s
Go to Step 2 using new
Yes
estimate of the root.
Is a s ?

No Stop the algorithm

Also, check if the number of iterations has exceeded


the maximum number of iterations allowed. If so, one
needs to terminate the algorithm and notify the user.

68 http://numericalmethods.eng.usf.edu
Example
Solve the given equation using Newton’s method using 3
iterations:

f  x  x3-
0.165x2+3.993x10-4

6
Graph of function f(x)
f  x  x3-
0.165x2+3.993x10-4

70
Iteration #1
x0  0.02
f  x0 
x1  x0 
f '  x0
 3.413x10 4

x1  0.02 
5.4x103
0.08320
a 
75.96%

7
Iteration #2
x1  0.08320
f  x1
x2  x1 
f '  x1
 1.670x104
x2  0.08320 
6.689x103
0.05824
a 
42.86%

7
Iteration #3
x2  0.05824
f  x2 
x3  x2 
f '  x2
 3.717x105

0.05284 
9.043x103
0.06235
a 
6.592%

7
Example 2

A trunnion has to be cooled before


it is shrink fitted into a steel hub

The equation that gives the


temperature x to which the
trunnion has to be cooled to
obtain the desired contraction
is given by the following
Figure 3 Trunnion to be slid through
equation. the hub after contracting.

f x   0.505981010 x 3  0.38292 107 x 2  0.74363104 x  0.88318102  0

74 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Use the Newton-Raphson method
of finding roots of equations
a)To find the temperature x to
which the trunnion has to be
cooled. Conduct three iterations to
estimate the root of the above
equation.
b)Find the absolute relative
approximate error at the end of
each iteration, and
c)the number of significant digits at
least correct at the end of each
iteration.

75 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Cool down temperature

0.02

0.015

0.01

0.005
f(x)

0
-400 -300 -200 -100 0 100
-0.005

-0.01
Temperature (F)

Figure 4 Graph of the function f(x).


f x   0.50598 1010 x 3  0.38292  107 x 2  0.74363104 x  0.88318 102  0
76 http://numericalmethods.eng.usf.edu
Example 2 Cont.
f x   0.505981010 x 3  0.38292 107 x 2  0.74363104 x  0.88318102  0
f ' x   1.517941010 x 2  0.76584 107 x  0.74363104

Iteration 1
The estimate of the root is
Initial guess: x0  100

f  100  0.50598 10 10  100  0.38292 10 7  100  0.74363  10 4  100  0.88318 10 2
3 2

 1.8290 10 3
f  100  1.5179  10 10  100  0.76582 10 7  100   0.74363 10  4
2

 6.5187 10 5

77 http://numericalmethods.eng.usf.edu
Example 2 Cont.
f x0 
Entered function along given interval with current and next root and the
tangent line of the curve at the current root
x1  x0 
f ' x0 
0.0088
3
8.831810

0.0067

1.8290  10 3
0.0046 x1  100 
f ( x)
6.5187  10 5
f ( x)
0.0025
f ( x) x1  128.06
tan ( x)
0
0
The absolute relative approximate
0.0018 error is
x1  x0
a   100
 4.6896510
3
0.0039
x1
200 150 100 50 0

 128.0582   100
 200 x x 0  x 1  x 0
f(x)
prev. guess
new guess
  100
tangent line  128.0582
Figure 5 Graph of estimated root  21.910%
after Iteration 1. The number of significant digits at
least correct is 0.
78 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Iteration 2
The estimate of the root is
f  128.06  0.5059810-10  128.06  0.38292 107  128.06  0.74363104  128.06
3 2

 0.8831810 2
 4.3214 105
f  128.06  1.5179 1010  128.06  0.76584 107  128.06  0.7436310 4
2

 6.2067 105
f x1 
x2  x1 
f ' x1 
4.3214 10 5
x2  128.06 
6.2067 10 5
x2  128.75
79 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Entered function along given interval with current and next root and the
tangent line of the curve at the current root

3
0.0088
8.831810

0.0067
The absolute relative approximate
error is
0.0046
x2  x1
a   100
f ( x)

x2
f ( x)
0.0025
f ( x)

 128.75   128.06 
tan ( x)
0
0

  100
0.0018
 128.75
 4.4219710
3 0.0039

200 150 100 50 0


 0.54076%
 200 x x 1  x 2  x 0
f(x)
prev. guess
new guess The number of significant digits
tangent

Figure 6 Graph of estimated root at least correct is 1.


after Iteration 2.

80 http://numericalmethods.eng.usf.edu
Example 2 Cont.
Iteration 3
The estimate of the root is
f  128.75  0.50598 10 10  128.75  0.38292 10 7  128.75  0.74363 10 4  128.75
3 2

 0.88318 10  2
 2.8002 10 8
f  128.7544   1.5179 10 10  128.75  0.76582  10 7  128.75  0.74363 10  4
2

 6.9186 10 5
f x 2 
x3  x2 
f ' x2 
2.8002  10 8
x3  128.75 
6.9186  10 5
x3  128.75
81 http://numericalmethods.eng.usf.edu
Example 2 Cont.
The absolute relative approximate
0.0088
3
8.831810

error is
f ( x) x  x2
f ( x) a  3  100
f ( x) x3
tan ( x)

 128.75   128.75
0
0

  100
 128.75
3
 4.4162110

 3.5086  10  4 %
200 150 100 50 0
 200 x x 2  x 3  x 0
f(x)
prev. guess
new guess
tangent The number of significant digits
Figure 7 Graph of estimated root at least correct is 5.
after Iteration 3.

82 http://numericalmethods.eng.usf.edu
Advantages and Drawbacks
of Newton Raphson Method

83 http://numericalmethods.eng.usf.edu
Advantages
 Converges fast (quadratic convergence), if
it converges.
 Requires only one guess

84 http://numericalmethods.eng.usf.edu
Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the root that is
close to the inflection point of the function f xmay
 start
diverging away from the root in ther Newton-Raphson method.

For example, to find the root of the equation f x   x  1  0.512  0.


3

The Newton-Raphson method reduces to xi 1  xi 


x 3
i 
3
 1  0.512
.
3xi  1
2

Table 1 shows the iterated values of the root of the equation.


The root starts to diverge at Iteration 6 because the previous estimate
of 0.92589 is close to the inflection point of x  1.
Eventually after 12 more iterations the root converges to the exact
value of x  0.2.
85 http://numericalmethods.eng.usf.edu
Drawbacks – Inflection Points
Table 1 Divergence near inflection point.
Iteration xi
Number
0 5.0000
1 3.6560
2 2.7465
3 2.1084
4 1.6000
5 0.92589
6 −30.119
7 −19.746 Figure 8 Divergence at inflection point for
f x   x  1  0.512  0
3
18 0.2000
86 http://numericalmethods.eng.usf.edu
Drawbacks – Division by Zero
2. Division by zero
For the equation
f x   x 3  0.03x 2  2.4 10 6  0
the Newton-Raphson method
reduces to
xi3  0.03 xi2  2.4 10 6
xi 1  xi 
3xi2  0.06 xi

For x0  0 or x0  0.02 , the Figure 9 Pitfall of division by zero


denominator will equal zero. or near a zero
number

87 http://numericalmethods.eng.usf.edu
Drawbacks – Oscillations near local
maximum and minimum
3. Oscillations near local maximum and minimum

Results obtained from the Newton-Raphson method may


oscillate about the local maximum or minimum without
converging on a root but converging on the local maximum or
minimum.
Eventually, it may lead to division by a number close to zero
and may diverge.
For example for f x   x  2  0 the equation has no real
2

roots.

88 http://numericalmethods.eng.usf.edu
Drawbacks – Oscillations near local
maximum and minimum
Table 3 Oscillations near local maxima and 6
f(x)
mimima in Newton-Raphson method. 5

f xi  a %
Iteration
Number xi 4

3
0 –1.0000 3.00 3

1 0.5 2.25 300.00 2


2

2 –1.75 5.063 128.571 11

3 –0.30357 2.092 476.47 4


x
4 3.1423 11.874 109.66 -2 -1
0
0 1 2 3
-1.75 -0.3040 0.5 3.142
5 1.2529 3.570 150.80 -1

6 –0.17166 2.029 829.88


Figure 10 Oscillations around local
7 5.7395 34.942 102.99 x   x 2  2
minima ffor
8 2.6955 9.266 112.93
.
9 0.97678 2.954 175.96

89 http://numericalmethods.eng.usf.edu
Drawbacks – Root Jumping
4. Root Jumping

In some cases where the function f x is oscillating and has a number
of roots, one may choose an initial guess close to a root. However, the
guesses may jump and converge to some other root.
1.5
f(x)

For example 1

f x   sin x  0 0.5

x
Choose -2
0
0 2 4 6 8 10

x0  2.4  7.539822 -0.06307


-0.5
0.5499 4.461 7.539822

It will converge to x0 -1

-1.5

instead of x  2  6.2831853 Figure 11 Root jumping from intended


location of root for
f x   sin x . 0
90 http://numericalmethods.eng.usf.edu
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
Secant Method
Secant Method – Derivation
f(x ) Newton’s Method
f(xi )
xi 1 = xi - (1)
f (xi )
f ( x i)
x f x 
i, i

Approximate the derivative


f ( xi )  f ( xi 1 )
f ( xi )  (2)
f ( x i-1 )
xi  xi 1

X
Substituting Equation (2)
x x xi
into Equation (1) gives the
i+ 2 i+ 1

Secant method
Figure 1 Geometrical illustration of f ( xi )( xi  xi 1 )
the Newton-Raphson method. xi 1  xi 
f ( xi )  f ( xi 1 )
93
Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC

f(xi) B AE DE
can be written as
f ( xi ) f ( xi 1 )

C
xi  xi 1 xi 1  xi 1
f(xi-1)

E D A
On rearranging, the secant
X
xi+1 xi-1 xi method is given as

f ( xi )( xi  xi 1 )
Figure 2 Geometrical representation of xi 1  xi 
the Secant method. f ( xi )  f ( xi 1 )
94
Algorithm for Secant Method

95
Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi  xi 1 )
xi 1  xi 
f ( xi )  f ( xi 1 )
Find the absolute relative approximate error

xi 1- xi
a =  100
xi 1

96
Step 2
Find if the absolute relative approximate error is greater
than the prespecified relative error tolerance.

If so, go back to step 1, else stop the algorithm.

Also check if the number of iterations has exceeded the


maximum number of iterations.

97
Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.

Figure 3 Floating Ball Problem.


98
Example 1 Cont.
The equation that gives the depth x to which the ball
is submerged under water is given by
f x   x 3-0.165x 2+3.993 10- 4
Use the Secant method of finding roots of equations to
find the depth x to which the ball is submerged under
water.
• Conduct three iterations to estimate the root of the

above equation.
• Find the absolute relative approximate error and the

number of significant digits at least correct at the end


of each iteration.
99
Example 1 Cont.
Solution
To aid in the understanding
of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where
f x   x 3-0.165x 2+3.993 10- 4

Figure 4 Graph of the function f(x).

100
Example 1 Cont.
Let us assume the initial guesses of the root of f x   0
as x1  0.02 and x0  0.05.

Iteration 1
The estimate of the root is
f x0 x0  x1 
x1  x0 
f x0   f x1 

 0.05 
0.05  0.1650.05  3.993  10 0.05  0.02 
3 2 4

0.05  0.1650.05  3.993 10  0.02  0.1650.02  3.993 10 


3 2 4 3 2 4

 0.06461

101 http://numericalmethods.eng.usf.edu
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 1 is
x1  x0
a  100
x1
0.06461  0.05
 100
0.06461
 22.62%
The number of significant digits at least correct is 0, as you
need an absolute relative approximate error of 5% or less
for one significant digits to be correct in your result.

102
Example 1 Cont.

Figure 5 Graph of results of Iteration 1.


103
Example 1 Cont.
Iteration 2
The estimate of the root is

f x1 x1  x0 
x2  x1 
f x1   f x0 

 0.06461
0.06461  0.1650.06461  3.99310 0.06461 0.05
3 2 4

0.06461  0.1650.06461  3.99310  0.05  0.1650.05  3.99310 


3 2 4 3 2 4

 0.06241

104
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 2 is
x2  x1
a  100
x2
0.06241  0.06461
 100
0.06241
 3.525%
The number of significant digits at least correct is 1, as you
need an absolute relative approximate error of 5% or less.

105
Example 1 Cont.

Figure 6 Graph of results of Iteration 2.


106 http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 3
The estimate of the root is

f x2 x2  x1 
x3  x2 
f x2   f x1 

 0.06241 
0.06241  0.1650.06241  3.99310 0.06241  0.06461
3 2 4

0.06241  0.1650.06241  3.993 10  0.05  0.1650.06461  3.99310 


3 2 4 3 2 4

 0.06238

107
Example 1 Cont.
The absolute relative approximate error a at the end of
Iteration 3 is
x3  x2
a  100
x3
0.06238  0.06241
 100
0.06238
 0.0595%
The number of significant digits at least correct is 5, as you
need an absolute relative approximate error of 0.5% or
less.

108
Iteration #3

Figure 7 Graph of results of Iteration 3.


109
Advantages

 Converges fast, if it converges


 Requires two guesses that do not need to
bracket the root

110
Drawbacks
2
2

f ( x)
0
f ( x) 0
f ( x)

2 2
10 5 0 5 10
 10 x x guess1  x guess2 10
f(x)
prev. guess
new guess f x   Sinx   0

Division by zero

111
Drawbacks (continued)
2
2

f ( x)

f ( x)
0
f ( x) 0
secant ( x)

f ( x)

2 2
10 5 0 5 10
 10 x x 0  x 1'  x x 1 10
f(x)
x'1, (first guess)
x0, (previous guess) f x   Sinx  0
Secant line
x1, (new guess)

Root Jumping
112

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