Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd Logo
Upload

Welcome to Scribd!

  • 30 views

    Introduction To Numerical Analysis For Engineers: - Roots of Non-Linear Equations 2.1-2.4

    Uploaded by

    Samra
    The document introduces several numerical methods for finding the roots of nonlinear equations, including Heron's method, the general iteration method, Newton-Raphson method, and secant method. It provides the formulas for each method and examples of applying them to find solutions like the cube root of a number. It also discusses concepts like convergence criteria and speed of convergence for the different root-finding algorithms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Introduction To Numerical Analysis For Engineers: - Roots of Non-Linear Equations 2.1-2.4

    Uploaded by

    Samra
    30 views17 pages
    The document introduces several numerical methods for finding the roots of nonlinear equations, including Heron's method, the general iteration method, Newton-Raphson method, and secant method. It provides the formulas for each method and examples of applying them to find solutions like the cube root of a number. It also discusses concepts like convergence criteria and speed of convergence for the different root-finding algorithms.

    Original Title

    lect_7

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document introduces several numerical methods for finding the roots of nonlinear equations, including Heron's method, the general iteration method, Newton-Raphson method, and secant method. It provides the formulas for each method and examples of applying them to find solutions like the cube root of a number. It also discusses concepts like convergence criteria and speed of convergence for the different root-finding algorithms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    30 views17 pages

    Introduction To Numerical Analysis For Engineers: - Roots of Non-Linear Equations 2.1-2.4

    Uploaded by

    Samra
    The document introduces several numerical methods for finding the roots of nonlinear equations, including Heron's method, the general iteration method, Newton-Raphson method, and secant method. It provides the formulas for each method and examples of applying them to find solutions like the cube root of a number. It also discusses concepts like convergence criteria and speed of convergence for the different root-finding algorithms.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 17

    Introduction to Numerical Analysis for Engineers

    Mathews
    • Roots of Non-linear Equations 2.1-2.4
    – Heron’s formula
    – Stop criteria
    – General method 2.1-2.3
    • Convergence
    • Examples
    – Newton-Raphson’s Method 2.4
    • Convergence Speed
    • Examples
    – Secant Method 2.4
    • Convergence and efficiency
    • Examples
    – Multiple roots 2.4
    – Bisection 2.2

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    a=2;
    n=6; heron.m
    g=2;
    % Number of Digits
    dig=5;
    Example – Square root sq(1)=g;
    for i=2:n
    sq(i)= 0.5*radd(sq(i-1),a/sq(i-1),dig);
    end
    Heron’s Principle ' i
    [ [1:n]' sq']
    value '

    hold off
    plot([0 n],[sqrt(a) sqrt(a)],'b')
    hold on
    plot(sq,'r')
    plot(a./sq,'r-.')
    plot((sq-sqrt(a))/sqrt(a),'g')
    grid on

    Guess root
    i value

    1.0000 2.0000
    2.0000 1.5000
    Mean is better guess 3.0000 1.4167
    4.0000 1.4143
    5.0000 1.4143
    ( )/2 6.0000 1.4143

    Iteration Formula
    ( )/2
    13.002 Numerical Methods for Engineers Lecture 7
    Roots of Nonlinear Equations
    Stop-criteria
    Unrealistic stop-criteria

    Realistic stop-criteria

    Machine
    Use combination of the two criteria
    Accuracy

    f(x) f(x)
    ‘flat’ f(x) ‘steep’ f(x)

    G x x

    Cannot require Cannot require


    G

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    General Method
    Example: Cube root
    % f(x) = x^3 - a = 0
    % g(x) = x + C*(x^3 - a)
    a=2;
    cube.m
    Non-linear Equation n=10;
    g=1.0;
    C=-0.1;
    sq(1)=g;
    for i=2:n
    Goal: Converging series sq(i)= sq(i-1) + C*(sq(i-1)^3 -a);
    end
    hold off
    plot([0 n],[a^(1./3.) a^(1/3.)],'b')
    Rewrite Problem hold on
    plot(sq,'r')
    plot( (sq-a^(1./3.))/(a^(1./3.)),'g')
    grid on
    Example

    Iteration

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    General Method

    Convergence

    Define k such that if

    y
    then

    Convergence Criteria

    Apply successively

    x
    Convergence

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    General Method
    y=x
    y
    Convergence Convergent
    y=g(x)

    Mean-value Theorem

    x1 x0 x
    Convergence
    y=x >
    y y=g(x)
    Divergent

    x0 x1 x

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    General Method
    n=10;
    g=1.0;
    Example: Cube root C=-0.21; cube.m
    sq(1)=g;
    for i=2:n
    sq(i)= sq(i-1) + C*(sq(i-1)^3 -a);
    end
    Rewrite hold off
    f=plot([0 n],[a^(1./3.) a^(1/3.)],'b')
    set(f,'LineWidth',2);
    hold on
    f=plot(sq,'r')
    set(f,'LineWidth',2);
    f=plot( (sq-a^(1./3.))/(a^(1./3.)),'g')
    set(f,'LineWidth',2);
    legend('Exact','Iteration','Error');
    Convergence f=title(['a = ' num2str(a) ', C = ' num2str(C)])
    set(f,'FontSize',16);
    grid on

    Converges more rapidly for small

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    General Method
    Converging, but how close?

    Absolute error

    General Convergence Rule

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Newton-Raphson Method
    Non-linear Equation

    Convergence Criteria
    f(x)
    Fast Convergence

    Newton-Raphson Iteration

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Newton-Raphson Method
    a=26;
    n=10; sqr.m
    g=1;
    Example – Square Root sq(1)=g;
    for i=2:n
    sq(i)= 0.5*(sq(i-1) + a/sq(i-1));
    end
    hold off
    plot([0 n],[sqrt(a) sqrt(a)],'b')
    Newton-Raphson hold on
    plot(sq,'r')
    plot(a./sq,'r-.')
    plot((sq-sqrt(a))/sqrt(a),'g')
    grid on

    Same as Heron’s formula

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Newton-Raphson Method

    a=10;
    n=10;
    g=0.19; div.m
    sq(1)=g;
    for i=2:n
    sq(i)=sq(i-1) - sq(i-1)*(a*sq(i-1) -1) ;
    end
    hold off
    plot([0 n],[1/a 1/a],'b')
    hold on
    plot(sq,'r')
    plot((sq-1/a)*a,'g')
    grid on
    legend('Exact','Iteration','Error');
    title(['x = 1/' num2str(a)])
    Approximate Guess

    Newton-Raphson

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Newton-Raphson Method
    Convergence Speed

    Taylor Expansion

    Second Order Expansion

    Relative Error

    Quadratic Convergence

    General Convergence Rate


    Convergence Exponent

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Secant Method
    1. In Newton-Raphson we have to evaluate 2 functions

    2. may not be given in closed, analytical form, i.e. it may be a


    result of a numerical algorithm

    f(x)
    Approximate Derivative

    Secant Method Iteration

    Only 1 function call per iteration:

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Secant Method
    Convergence Speed

    Absolute Error

    Error Exponent

    Taylor Series – 2nd order

    Relative Error

    Error improvement for each function call


    Secant Method
    Newton-Raphson

    Exponents called Efficiency Index

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Multiple Roots
    p-order Root

    Newton-Raphson

    =>

    f(x)
    Convergence

    Slower convergence the higher the order of the root

    13.002 Numerical Methods for Engineers Lecture 7


    Roots of Nonlinear Equations
    Bisection

    Algorithm

    f(x)

    n = n+1

    yes

    no Less efficient than Newton-Raphson and


    Secant methods, but often used to isolate
    interval with root and obtain approximate
    value. Then followed by N-R or Secant
    method for accurate root.
    13.002 Numerical Methods for Engineers Lecture 7
    Roots of Nonlinear Equations
    Bisection
    % Root finding by bi-section
    Algorithm f=inline(' a*x -1','x','a'); bisect.m
    a=2
    figure(1); clf; hold on
    x=[0 1.5]; eps=1e-3;
    err=max(abs(x(1)-x(2)),abs(f(x(1),a)-f(x(2),a)));
    while (err>eps & f(x(1),a)*f(x(2),a) <= 0)
    xo=x; x=[xo(1) 0.5*(xo(1)+xo(2))];
    if ( f(x(1),a)*f(x(2),a) > 0 )
    n = n+1 x=[0.5*(xo(1)+xo(2)) xo(2)]
    end
    x
    err=max(abs(x(1)-x(2)),abs(f(x(1),a)-f(x(2),a)));
    b=plot(x,f(x,a),'.b'); set(b,'MarkerSize',20);
    grid on;
    end

    yes

    no

    13.002 Numerical Methods for Engineers Lecture 7

    You might also like