Centre for Computer Technology

ICT114 Mathematics for Computing

Week 9

Finding the Roots of f(x)

Objectives
Review week 8 Errors in Computing Differential Newtons Method Secant Method Summary

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Fixed Point Iteration

It involves evaluating a formula that takes a guess at a root as input and returns an updated guess at the root as output. The success of this method depends on the choice of the formula that is iterated

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Algorithm : Fixed Point Iteration

To solve f(x) = 0 rewrite as xnew = g(xold)

initialize: x0 = . . . for k = 1, 2, . . . xk = g(xk-1) if converged, stop end

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Bisection Method
Given an initial bracket for a root, the systematic halving of the of the bracket around the root is called the bisection method. Though it does it slowly, it always converges. note: when a root is suspected to lie in the range xleft x xright, the pair (xleft, xright ) is referred to as a bracket.
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Algorithm : Bisection Method

initialize: a = . . ., b = . . . for k = 1, 2, . . . xm = (a + b) / 2 if f(xm)<0 a = xm, b=b else a =a, b = xm end if converged, stop end
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Newtons Method

Newton's Method
Using an initial guess at the root and the slope of f(x), Newton's method uses extrapolation to estimate where f(x) crosses the x axis. This method converges very quickly, but it can diverge if f(x) = 0 is encountered during iterations. (f(x) is the differential of f(x))
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Newtons Method

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Newtons Method

f(x) is the differential for f(x)

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Algorithm
initialize: x1 = . . . for k = 2, 3, . . . xk = xk-1 - f(xk-1)/f(xk-1) if converged, stop end

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Example

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Secant Method

Secant Method
The secant method approximates f(x) from the value of f(x) at two previous guesses at the root. It is as fast as the Newton's method but can also fail at f(x)=0.

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Secant Method

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Secant Method

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Algorithm
initialize: x1 = . . ., x2 = . . . for k = 2, 3 .. . xk+1 = xk - f(xk)(xk - xk-1)/(f(xk) - f(xk-1)) If f(xk+1)<0, xk-1 = xk+1, xk=xk else xk-1= xk-1, xk=xk+1 if converged, stop end
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Example

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Summary
Newtons Method - Using an initial guess at the root and the slope of f(x), Newton's method uses extrapolation to estimate where f(x) crosses the x axis. Secant Method - The secant method approximates f(x) from the value of f(x) at two previous guesses at the root. It is as fast as the Newton's method but can also fail at f(x)=0.

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References

Gerald W. Recktenwald, Numerical Methods with MATLAB, Implementation and Application, Prentice Hall H L Verma and C W Gross : Introduction to Quantitative Methods,John Wiley JB Scarborough : Numerical Mathematical Analysis, Jon Hopkins Hall, New Jersey Finding the Roots of f(x) = 0, Gerald W. Recktenwald, Department of Mechanical Engineering, Portland State University
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March 20, 2012