Math 171B Homework Assignment 3 Solutions

Instructor: Jiawang Nie

May 16, 2014
1. (10 points) Let f : R
n
R be a twice continuously dierentiable function.
Let (t) = f(u + td) be a composite function from R to R, with given vectors
u, d R
n
. Express

(t) and

(t) in terms of the gradient and Hessian of f and

the vectors u, d.
Solution: Using the chain rule and the denitions of the gradient and Hessian,
we get:

(t) = f

(u + td)d = d
T
[f(u + td)]

(t) = d
T
[
2
f(u + td)]d
2. (10 points) Decide whether or not the function e
x
2
1
+x
2
2
is convex in the space R
2
.
Proof. Function f(x) = e
x
2
1
+x
2
2
is continuous, then f(x) is convex i
2
f(x) 0
for x R
2
.
So calculate
2
f(x) = 2e
x
2
1
+x
2
2

1 + 2x
2
1
2x
1
x
2
2x
1
x
2
1 + 2x
2
2

, check its positive denite.

1+2x
2
1
1, 1+2x
2
2
1,

1 + 2x
2
1
2x
1
x
2
2x
1
x
2
1 + 2x
2
2

= 1+2x
2
1
+2x
2
2
> 0. So
2
f(x) 0,
and f(x) is convex over R
2
.
3. (10 points) Using the bisection method to construct a sequence of intervals
{[a
k
, b
k
]} approaching a zero point of sin (x) in the interval [0.75, 2.25]. Com-
pute [a
k
, b
k
] for k = 1, 2, 3, 4. What is the limit of the sequence {a
k
} and {b
k
}?
Solution: sin(x) = 0 in the interval [0.75, 2.25] have three zeros:
x
1
= 0, x
2
= 1, x
3
= 2.
Let f(x) = sin(x),
Use Bisection method:
step1: a
1
= 0.75, b
1
= 2.25, f(a
1
) = 0.7071, f(b
1
) = 0.7071,
c
1
=
a
1
+b
1
2
= 0.7500, f(c
1
) = 0.7071;
1
step 2: a
2
= 0.75, b
2
= 0.7500, f(a
1
) = 0.7071, f(b
2
) = 0.7071,
c
2
=
a
2
+b
2
2
= 0, f(c
2
) = 0;
So we nd one zero point, x

= c
2
= 0. The algorithm converges in 2 steps.
4. (5 points) Use Newtons method to solve the equation
x
2
x
= 0
with the starting point x
0
= 1. Write down the Newtons iteration formula, and
compute x
1
, x
2
, x
3
, x
4
. If this Newtons sequence converges, what is its limit?
Solution: f(x) = x
2
x
, f

(x) = 1 +
2
x
2
, Newton iteration:
x
k+1
= x
k

f(x
k
)
f

(x
k
)
With x
0
= 1, we get:
x
1
= 1.3333, x
2
= 1.4118, x
3
= 1.4142, x
4
= 1.4142,
So if the algorithm converges, it is limit is x

2.
5. (5 points) Use Secants method to solve the equation
x
2
x
= 0
with the starting point x
0
= 1, x
1
= 2. Write down the iteration formula, and
compute x
2
, x
3
, x
4
, x
5
.
Solution: x
k+1
= x
k

f(x
k
)(x
k
x
k1
)
f(x
k
)f(x
k1
)
x
2
= 1.5000, x
3
= 1.4000, x
4
= 1.4146, x
5
= 1.4142.
6. (10 points) Apply Newtons method to solve equation x
3
a = 0(a > 0), with
initial guess x
0
> 0. If the Newtons sequence converges, what is its convergence
order? Justify your answer.
Solution: Newton method, convergence order =2, next we prove it. Newton
method formula:
x
k+1
= x
k

f(x
k
)
f

(x
k
)
.
x
3
a = 0 with a > 0, solution x

= a
1
3
> 0. f

(x

) = 3(x

)
2
> 0, f

(x

) =
6x

> 0, then
lim
k
|x
k+1
x

|
|x
k
x

|
2
=
1
2
f

(x

)
f

(x

)
=
1
x

=
1
a
1/3
> 0.
So it is convergence order is 2.
2