Lecture 2 PDF

1
Numerical Analysis
Lecture-2
Dr. Ilyas Fakhir
CS Dept. GCU, Lahore
January 27, 2020
Dr. Ilyas Fakhir Numerical Analysis

2
Bisection Method
Definition
The first technique, based on the Intermediate Value Theorem, is
called the Bisection, or Binary-search, method.
Suppose f is a continuous function defined on the interval [a, b],

with f (a) and f (b) of opposite sign. The Intermediate Value
Theorem implies that a number p exists in (a, b) with f( p) = 0.
The method calls for a repeated halving (or bisecting) of
subintervals of [a, b] and, at each step, locating the half containing
p.

3
Bisection Method Algorithm
To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a,

b]; that is,
b 1 − a1 a1 + b 1
p1 = a1 + = .
2 2
If f (p1 ) = 0, then p = p1 , and we are done.

If f (p1 ) 6= 0, then f (p1 ) has the same sign as either f (a1 ) or
f (b1 ).
If f (p1 ) and f (a1 ) have the same sign, p ∈ (p1 , b1 ). Set
a2 = p1 and b2 = b1 .
If f (p1 ) and f (a1 ) have opposite signs, p ∈ (a1 , p1 ). Set
a2 = a1 and b2 = p1 .

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Bisection Method Contd...

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Bisection Method Algorithm to solve f(x) = 0
Given the function f defined on [a, b] satisfying f (a)f (b) < 0.
1 a1 = a, b1 = b, p0 = a;
2 i = 1;
3 pi = 21 (ai + bi );
4 If |pi − pi−1 | < or |f (pi )| < then 10;
5 If f (pi )f (ai ) > 0, then 6;
If f (pi )f (ai ) < 0, then 8;
6 ai+1 = pi , bi+1 = bi ;
7 i = i + 1; go to 3;
8 ai+1 = ai ; bi+1 = pi ;
9 i = i + 1; go to 3;
10 End of Procedure.

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Comment on Stopping Criteria for the Algorithm

Other stopping procedures can be applied in Step 4.
For example, we can select a tolerance > 0 and generate
p1 , ..., pN until one of the following conditions is met:
|pN − pN−1 | < (1)

|pN − pN−1 |
< , pN 6= 0, or (2)
|pN |
|f (pN )| < (3)
Without additional knowledge about f or p, Inequality (2) is
the best stopping criterion to apply because it comes closest
to testing relative error.

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Example
Show that f (x) = x 3 + 4x 2 − 10 = 0 has a root in [1, 2], and use
the Bisection method to determine an approximation to the root
that is accurate to at least within 10−4 .
Relative Error Test

Note that, for this example, the iteration will be terminated when
a bound for the relative error is less than 10−4 , implemented in the
form:
|pn − pn−1 |
< 10−4
|pn |

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Solution
Because f (1) = −5 and f (2) = 14 the Intermediate Value
Theorem ensures that this continuous function has a root in [1, 2].
For the first iteration of the Bisection method we use the fact that
at the midpoint of [1, 2] we have f (1.5) = 2.375 > 0. This
indicates that we should select the interval [1, 1.5] for our second
iteration. Then we find that f (1.25) = −1.796875 so our new
interval becomes [1.25, 1.5], whose midpoint is 1.375. Continuing
in this manner gives the values in Table on next slide.

9
Solution Contd...

10
Solution Contd...
After 13 iterations, p13 = 1.365112305 approximates the root

p with an error
|p − p13 | < |b14 − a14 | = |1.365234375 − 1.365112305| =
0.000122070.
Since |a14 | < |p|, we have
|p − p13 | |b14 − a14 |

< ≤ 9.0 × 10−5
|p| |a14 |
so the approximation is correct to at least within 10−4 .

The correct value of p to nine decimal places is p =
1.365230013

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Theoretical Results for Bisection Method
Theorem
Suppose that f ∈ C [a, b] and f (a)f (b) < 0. The Bisection method
generates a sequence {pn }∞n=1 approximating a zero p of f with
b−a
|pn − p| ≤ , when n ≥ 1.
2n

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Proof
For each n ≥ 1, we have
1
bn − an = (b − a) and p ∈ (an , bn ).
2n−1
Since pn = 12 (an + bn ) for all n ≥ 1, it follows that
1 b−a
|pn − p| ≤ (bn − an ) = .
2 2n

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Rate of Convergence
Because
1
|pn − p| ≤ (b − a) ,
2n
the sequence {pn }∞n=1 converges to p with rate of convergence
O( 21n ); that is,
1
pn = p + O( ).
2n

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Conservative Error Bound

It is important to realize that the theorem gives only a bound
for approximation error and that this bound might be quite
conservative.
For example, this bound applied to the earlier problem,
namely where
f (x) = x 3 + 4x 2 − 10
ensures only that
2−1
|p − p9 | ≤ ≈ 2 × 10−3
29
but the actual error is much smaller:
|p − p9 | = |1.365230013 − 1.365234375| ≈ 4.4 × 10−6

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Example
Using the Error Bound Determine the number of iterations
necessary to solve f (x) = x 3 + 4x 2 − 10 with accuracy 10−3 using
a1 = 1 and b1 = 2.
Solution
We we will use logarithms to find an integer N that satisfies
|pN − p| ≤ 2−N (b − a) = 2−N < 10−3
Logarithms to any base would suffice, but we will use base-10

logarithms because the tolerance is given as a power of 10.

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Solution Contd...
Since 2−N < 10−3 implies that log10 2−N < log10 10−3 = −3,
we have
3
−Nlog10 2 < −3 and N > ≈ 9.96.
log10 2
Hence, ten iterations will ensure an approximation accurate to
within 10−3 .
The earlier numerical results show that the value of
p9 = 1.365234375 is accurate to within 10−4 .
Again, it is important to keep in mind that the error analysis
gives only a bound for the number of iterations.
In many cases, this bound is much larger than the actual
number required.

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1

Dr. Ilyas Fakhir

CS Dept. GCU, Lahore

January 27, 2020

Dr. Ilyas Fakhir Numerical Analysis

Suppose f is a continuous function defined on the interval [a, b],

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Algorithm

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a,

If f (p1 ) = 0, then p = p1 , and we are done.

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Contd...

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Algorithm to solve f(x) = 0

Given the function f defined on [a, b] satisfying f (a)f (b) < 0.

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Contd...

Comment on Stopping Criteria for the Algorithm

|pN − pN−1 | <  (1)

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Contd...

Relative Error Test

Dr. Ilyas Fakhir Numerical Analysis

Bisection Method Contd...

Dr. Ilyas Fakhir Numerical Analysis

Dr. Ilyas Fakhir Numerical Analysis

After 13 iterations, p13 = 1.365112305 approximates the root

|p − p13 | |b14 − a14 |

so the approximation is correct to at least within 10−4 .

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

Conservative Error Bound

|p − p9 | = |1.365230013 − 1.365234375| ≈ 4.4 × 10−6

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

|pN − p| ≤ 2−N (b − a) = 2−N < 10−3

Logarithms to any base would suffice, but we will use base-10

Dr. Ilyas Fakhir Numerical Analysis

Theoretical Results for Bisection Method

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|pN − pN−1 | < (1)