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Numerical Analysis: Prof. Dr. Süheyla ÇEHRELİ

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NUMERICAL ANALYSIS

Prof. Dr. Süheyla ÇEHRELİ

3
OPEN METHODS

 Bracketing methods are based on assuming an


interval of the function which brackets the root.

 The bracketing methods always converge to


the root.

 Open methods are based on formulas that


require only a single starting value of x or two
starting values that do not necessarily bracket
the root.

 These method sometimes diverge from the true


root.
OPEN METHODS

Fixed-Point Iteration
Newton-Raphson Method

Secant Method
FIXED-POINT ITERATION
 Rearrange the function so that x is on the left side
of the equation:

 Fixed-point methods may sometime “diverge”,


depending on the stating point (initial guess) and
how the function behaves.
FIXED-POINT ITERATION

f ( x)  x  2 x  3
2
x0

g ( x)  ( x 2  3) / 2 or

g ( x)  2 x  3
FIXED-POINT ITERATION

g ( x)  ( x 2  3) / 2

xi=0 xi+1= -1.5 xi=0 xi+1= 1.732

xi=-1.5 xi+1= -0.375 xi=1.732 xi+1= 2.542

xi=-0.375 xi+1= -1.429 xi=2.542 xi+1= 2.843

xi=2.843 xi+1= 2.947


diverge
converge
THE NEWTON-RAPHSON METHOD
• Most widely used method.
• Based on Taylor series expansion:
THE NEWTON-RAPHSON METHOD
 A tangent to f(x) at the initial point xi is extended till
it meets the x-axis at the improved estimate of the
root xi+1.
 The iterations continues till the approx. error reaches
a certain limiting value.

f(x)

f(xi)

f(x) Slope f /(xi)


Root x
xi+1 xi
THE NEWTON-RAPHSON METHOD
 Requires only one initial estimate: xi

 Calculate;

termination criteria |ɛa| < εs


THE NEWTON-RAPHSON METHOD
 Advantages:

Can be fast

 Disadvantages:

May not converge


Requires a derivative
 EXP 3-1: f(x) = x3+4x2-3

Use the Newton-Raphson method to estimate the root of


equation, employing an initial guess of 0,5.
|Ɛa|<1
THE SECANT METHOD
Although the Newton-Raphson method is very
powerfull to solve non-linear equations,
evaluating of the function derivative is the
major difficulty of this method. To overcome
this deficiency, the secant method starts the
iteration by employing two starting points and
approximates the function derivative by
evaluating of the slope of the line passing
through these points.
THE SECANT METHOD
 Requires two initial estimates: xi-1
and xi. However, because f(x) is not
required to change signs between
estimates, it is not classified as a
“bracketing” method.

 The scant method has the same


properties as Newton’s method.
Convergence is not guaranteed for all
xi-1, xi, f(x).
THE SECANT METHOD
 Requires two initial estimates: xi-1 and xi
These do NOT have to bracket root !

 Calculate;

termination criteria |ɛa| < εs


 EXP 3-2: y = 3ex-x2-10x

xi-1=2,5 and xi=3


with these initial guesses use the Secant method to determine the root of
equation.
|Ɛa|<1

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