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Numerical Methods

Fall 2015

Binary Representation

2

Floating Point

15900000000000000

14

could be represented as

Mantissa

Exponent

159

* 1014

15.9 * 1015

1.59 * 1016

A calculator might display 159 E14

Base 2

(1 23 0 2 2 1 21 1 2 0 )

(1011.0011) 2

1

2

3

4

(0 2 0 2 1 2 1 2 )

11.1875

10

Basic Conversion

Converting a decimal number to a

floating point number.

1. Take the integer part of the number and generate

the binary equivalent.

2. Take the fractional part and generate a binary

fraction

3. Then place the two parts together and normalise.

representation

Table 1 Converting a base-10 integer to binary

representation.

Ex: 11

Quotient

Remainder

11/2

5/2

2/2

1/2

Hence

1 a0

1 a1

0 a2

1 a3

(11)10 (a3 a 2 a1 a0 ) 2

(1011) 2

6

Start

Input (N)10

Integer N to be

converted to binary

format

i=0

Divide N by 2 to get

quotient Q & remainder R

i=i+1,N=Q

ai = R

No

Is Q = 0?

Yes

n=i

(N)10 = (an. . .a0)2

STOP

Binary Representation

Table 2. Converting a base-10 fraction to binary

representation.

Ex: 0.1875

Number after Number before

Number

decimal

decimal

0.1875 2

0.375 2

0.375

0.375

0.75

0.75

0.75 2

1.5

0.5

0 a1

0 a 2

1 a 3

0.5 2

1.0

0.0

1 a 4

Hence (0.1875) ( a a a a )

10

1 2 3 4 2

(0.0011) 2

8

Start

Fraction

F

to

be

converted

to

binary

format

Input (F)10

Multiply F by 2 to get

number before decimal, S

and after decimal, T

ai = R

No

Is T =0?

Yes

n=i

(F)10 = (a-1. . .a-n)2

STOP

Represented Exactly

Table 3. Converting a base-10 fraction to approximate binary

representation.

Number

0.3 2

0.6 2

0.2 2

0.4 2

0.8 2

0.6

1.2

0.4

0.8

1.6

Number

after

decimal

0.6

0.2

0.4

0.8

0.6

Number

before

Decimal

0 a1

1 a 2

0 a3

0 a 4

1 a 5

10

Exercise-1:

Convert 235.8723 to a binary representation

computer

The number will occupy 32 bits

1= negative 0= positive.

The next 8 bits will specify the exponent stored

in biased 127 form.

The remaining 23 bits will carry the mantissa

normalised to be between 1 and 2.

i.e. 1<= mantissa < 2

1. The Mantissa. The Integer first.

6/2 =3r0

3/2 =1r1

= 1102

1/2 =0r1

2. Fraction next.

.75 * 2 = 1.5

= 0.112

.5 * 2 = 1.0

3. put the two parts together

Now normalise

110.11

1.1011 * 22

IEEE Example 1

Convert 6.75 to 32 bit IEEE format.

1. The Mantissa. The Integer first.

6/2 =3r0

3/2 =1r1

= 1102

1/2 =0r1

2. Fraction next.

.75 * 2 = 1.5

= 0.112

.5 * 2 = 1.0

3. put the two parts together

Now normalise

110.11

1.1011 * 22

Exponent

To generate a biased 127 exponent

Take the value of the signed exponent and add 127.

Example.

exponent would be 143 = 100011112

So it is simply now an unsigned value ....

Why Biased ?

The smallest exponent

00000000

Only one exponent zero 01111111

The highest exponent is 11111111

To increase the exponent by one simply add 1 to

the present pattern.

Our original example revisited. 1.1011 * 22

Exponent is 2+127 =129 or 10000001 in binary.

NOTE: Mantissa always ends up with a value of 1

before the Dot. This is a waste of storage therefore it

is implied but not actually stored. 1.1000 is stored .

1000

6.75 in 32 bit floating point IEEE representation:0 10000001 10110000000000000000000

sign(1) exponent(8)

mantissa(23)

Special cases

0 + Infinity and - infinity.

Zero is a pattern that only contains 0s

00000000000000000000000000000000

Positive Infinity is the pattern

011111111.

Negative Infinity is the pattern

111111111.

Decimal Example

1 01111011 11100000100000000000000

Sign = 1 therefore this number is a negative number.

Exponent 01111011 = 64+32+16+8+2+1

= 123

subtract the 127 = - 4

Mantissa

= 1.111000001

1.111000001 * 2- 4

-ve

0.0001111000001

1/16 + 1/32 +1/64+1/128+1/8192

or - 0.1173095703125

Convert

1 10000001

01101000000000000000000

To a decimal representation

Errors

23

s

10/19/15

24

Some examples of Taylor series which you

must have seen

x2 x4 x6

cos( x) 1

2! 4! 6!

x3 x5 x7

sin( x) x

3! 5! 7!

x2 x3

e 1 x

2! 3!

x

10/19/15

25

The general form of the Taylor series is given

by f x h f x f x h f x h 2 f x h3

2!

3!

continuous and exist in the interval [x,x+h]

10/19/15

26

ExampleTaylor Series

f 4 125, f 4 74,

Find the value f 6 given

f 4 30, f 4 6 and all

of

that

other higher order

derivatives

of f x a x 4 are

zero.

t

Solution:

h2

h3

f x h f x f x h f x f x

2!

3!

x4

h 64 2

10/19/15

27

Example (cont.)

Solution:

(cont.)the higher order derivatives are zero,

Since

22

23

f 4 2 f 4 f 4 2 f 4 f 4

2!

3!

22

23

6

f 6 125 74 2 30

2!

3!

125 148 60 8

341

Note that to

find

of

the function andvalue

all its derivatives at some

x case

4

other point, in this

10/19/15

28

ex

Derive the Maclaurin

series

x2 x3

x

e 1 x

2!

3!

about the point x=0

h2

h3

h4

h5

f x h f x f x h f x f x f x f x

2!

3!

4

5

h2

h3

h4

h5

f 0 h f 0 f 0 h f 0 f 0 f 0 f 0

2!

3!

4

5

10/19/15

29

Derivation (cont.)

Sinc f ( x) e x , f ( x) e x ,

fen (0) e 0 1

f ( x) e x , ... , f n ( x) e x

and

( e 0 ) 2 (e 0 ) 3

f ( h) (e ) (e ) h

h

h ...

2!

3!

1

1

1 h h 2 h 3 ...

2!

3!

0

So,

10/19/15

x 2 x3

f ( x) 1 x ...

2! 3!

30

The Taylor polynomial of order n of a function

f(x) with (n+1) continuous derivatives in the

domain [x,x+h] is given by

h2

hn

n

f x h f x f x h f ' ' x f x Rn x

2!

n!

n 1

by R x x h f n 1 c

n

(n 1)!

where

x c xh

10/19/15

31

x

for e x 1 x x 2 x 3 x 4 point

x5

2!

3!

4!

x 0 is given by

5!

used

increases, the error bound decreases and

hence a

better

estimate of the function can be

found.

How many terms would it require to

get an approximation of e1 within a

magnitude of true error of less than

10-6.

10/19/15

32

Example(cont.)

Solution:

Usin n 1 terms of Taylor series gives

n 1

g

x herror

x 0, h 1, f ( x ) e x

Rn x

f n 1 c

n 1!

n 1

0 1

Rn 0

f n 1 c

n 1!

n 1

ec

n 1!

Since

x c xh

0 c 0 1

0 c 1

10/19/15

1

e

Rn 0

(n 1)!

(n 1)!

33

bound of

Example(cont.)

Solution: (cont.)

So if we want to find out how many terms it

e1 within a

would

require to get an

approximation

of error of less 10 6 ,

magnitude

of true

than e 106

(n 1)!

(n 1)! 10 6 e

(n 1)! 10 6 3

n9

error

less than10 6

10/19/15

34

Measuring Errors

35

1) To determine the accuracy of

numerical results.

2) To develop stopping criteria for

iterative algorithms.

36

True Error

Defined as the difference between the true

value in a calculation and the approximate

value found using a numerical method.

True Error = True Value Approximate Value

37

ExampleTrue Error

f (x) of a

f (x) can be

The

derivative,

function

approximated

by the

equation,

f ' ( x)

f ( x h) f ( x)

h

0.5 x

If f ( x) 7e an h 0.3

a) Find dthe approximate

value

b) Trueofvalue f ' ( 2)

of

c) True error for part

(a)

f ' ( 2)

38

Example (cont.)

Solution:

a) For x 2 and h 0.3

f ( 2 0.3) f ( 2)

0 .3

f ( 2.3) f ( 2)

0 .3

f ' ( 2)

0 .3

22.107 19.028

10.263

0.3

39

Example (cont.)

Solution

: b) The exact value f ' ( 2) can be found by

of knowledge of differential

usingcalculus.

our

f ( x ) 7 e 0. 5 x

3.5e 0.5 x

0 .5 ( 2 )

f

'

(

2

)

3

.

5

e

of

f ' ( 2)

is

9.5140

Et True Value Approximate

9.Value

5140 10.263 0.722

40

Defined as the ratio between the

true error, and the true value.

Relative True Error (t ) =

True Error

True Value

41

ExampleRelative True

Error

Following from the previous example for true

error,

find the relative true error f ( x) 7e 0.5 x at f ' (2)

for h 0.3

wit

h From the previous example,

Et 0.722

as t True Error

True Value

0.722

0.075888

9.5140

as a percentage,

t 0.075888 100% 7.5888%

42

Approximate Error

What can be done if true values are

not known or are very difficult to

obtain?

Approximate error is defined as the

difference between the present

approximation and the previous

approximation.

Approximate

ErrorE ) = Present Approximation Previous

a

Approximation

43

ExampleApproximate

Error

For f ( x) 7e 0.5 x at x 2 find the

a) f (2) usin h 0.3 following,

b) f (2) gusin h 0.15

g

c) approximate

error for the

value of

Solution:

x 2 and h 0.3

a)

For f ' ( x ) f ( x h ) f ( x )

f (2)

h

f ( 2 0.3) f ( 2)

f ' ( 2)

0.3

44

for part

b)

Example (cont.)

Solution: (cont.)

f ( 2.3) f ( 2)

0 .3

7e 0.5( 2.3) 7e 0.5( 2 )

0 .3

22.107 19.028

10.263

0.3

f (2 0.15) f (2)

0.15

f (2.15) f (2)

0.15

f ' ( 2)

45

Example (cont.)

Solution: (cont.)

7e 0.5( 2.15) 7e 0.5( 2)

0.15

20.50 19.028

9.8800

0.15

E a is

c) So the approximate

error,

Ea Present Approximation Previous

9Approximation

.8800 10.263

0.38300

46

Defined as the ratio between the

approximate error and the present

approximation.

Relative Approximate

Error (

a) =

Approximate Error

Present Approximation

47

ExampleRelative Approximate

Error

f ( x) 7e 0.5 x

For

at x 2 , find the relative

h 0.3 and h 0.15

error using values approximate

from

Solution:

From Example 3, the approximate

0.3 and f (2) 9.8800 usin h 0.15

value hof

usin

g Ea Present Approximationg Previous

f (2) 10.263

9Approximation

.8800 10.263

0.38300

48

Example (cont.)

Solution:

(cont.) Approximate Error

a

Present Approximation

0.38300

0.038765

9.8800

as a

a 0.038765 100% 3.8765%

percentage,

Absolute relative approximate errors may also

need to be calculated,

a | 0.038765 | 0.038765 or 3.8765 %

49

a stopping criterion?

If |a | s wher s is a pre-specified tolerance,

e iterations

then are necessary and the

no further

process is stopped.

If at least m significant digits are required

to be correct in the final answer, then

|a | 0.5 10 2m %

50

Table of Values

0.5 x

For f ( x) 7e at x 2 with varying step

size,

f (2)

0.3

10.263

N/A

0.15

9.8800

3.877%

0.10

9.7558

1.273%

0.01

9.5378

2.285%

0.001

9.5164

0.2249%

51

Sources of Error

10/19/15

52

1) Round off error

2) Truncation error

53

Caused by representing a number

approximately

1

0.333333

3

2 1.4142...

54

error

28 Americans were killed on February

25, 1991 by an Iraqi Scud missile in

Dhahran, Saudi Arabia.

The patriot defense system failed to

track and intercept the Scud. Why?

55

Clock cycle of 1/10 seconds

was represented in 24-bit

fixed point register created

an error of 9.5 x 10-8 seconds.

The battery was on for 100

consecutive hours, thus

causing an inaccuracy of

s

3600s

9.5 10

100hr

0.1s

1hr

0.342 s

8

56

Problem (cont.)

The shift calculated in the ranging

system of the missile was 687

meters.

The target was considered to be out

of range at a distance greater than

137 meters.

57

Taking only a few terms of a Maclaurin

x

series

to

e

approximat

2

3

e

x

x

x

e 1 x

2!

3!

....................

x

x

Truncation Error e 1 x

2!

58

Error

x to

Using a

) f ( x)

finite f ( x) f ( x xapproximate

x

secant line

P

tangent line

x

59

f (x)

Error

Using finite rectangles to approximate

an integral.

60

Example 2 Differentiation

f (3)

f ( x) x 2

Find

for

an x 0.2

f (3 0.2) f (3)

'

d

f (3)

f ( x x) f ( x)

using f ( x)

x

0.2

3.2 2 32

f (3.2) f (3)

0 .2

0.2

1.24

10.24 9

6. 2

0. 2

0.2

is f ' ( x) 2 x, f ' (3) 2 3 6

6 6.2 0.2

Truncation error is

then,

Can you find

61 the truncation error x 0.1

Example 3 Integration

Use two rectangles of equal width to

approximate the area under the curve

[3,9]

f ( x) x 2 over the

for

interval

9

x

dx

62

Choosing a width of 3, we

9

havex 2 dx ( x 2 ) (6 3) ( x 2 ) (9 6)

x 3

x 6

(3 2 )3 (6 2 )3

27 108 135

9

x3

2

3 x dx 3

93 33

234

3

234 135 99

63 truncation error with 4

Root Finding

find x, f is a scalar real-valued

function of a single real-valued

variable

f ( x) 0

64

Root Finding

Bisection Method

Theorem An equation f(x)=0, where f(x) is a real continuous

function, has at least one root between xl and xu if f(xl)

f(xu) < f(x)

0.

x

xu

Figure 1 At least one root exists between the two points if the

function is real, continuous, and changes sign.

f(x)

xu

f x

Figure 2 If function

does not change sign between two

f x of

0the equation

points, roots

may still exist between

the two points.

f(x)

f(x)

xu

xu

x

f x

Figure 3 If the function

does not change sign between two

0 for the equation

f xroots

points, there may not be any

between the two points.

f(x)

xu

f x

Figure 4 If the function

changes sign between two points,

more than one root for the equation

may exist between

f x 0

the two points.

Method

Step 1

Choose xl and xu as two guesses for the root such

that f(xl) f(xu) < 0, or in other words, f(x) changes

sign between xl and xu. This was demonstrated in

Figure 1. f(x)

x

xu

Figure 1

Step 2

Estimate the root, xm of the equation f (x) = 0 as

the mid point between xl and xu as

f(x)

x xu

xm =

2

x

xm

xu

Figure 5

Estimate of xm

Step 3

Now check the following

a) If f xl f xm 0 ,

then the root lies between xl

and xm; then xl = xl ; xu = xm.

f

x

f

x

0 ,

l

m

b) If

then the root lies between

xm and xu; then xl = xm; xu = xu;

f xl f xm 0

c) If

then the root is xm. Stop

the algorithm if this is true.

Step 4

Find the new estimate of the root

x xu

xm =

2

a

old

x new

x

m

m

new

m

100

where

xmold previous estimate of root

xmnew current estimate of root

Step 5

Compare the absolute relative approximate error

a

with the pre-specified errortolerance

.

s

Yes

Go to Step 2 using

new upper and lower

guesses.

No

Is a s ?

of iterations is more than the maximum number of

iterations allowed. If so, one needs to terminate

the algorithm and notify the user about it.

Example 1

You are working for a company that makes floats

for ABC commodes. The floating ball has a

specific gravity of 0.6 and has a radius of 5.5 cm.

You are asked to find the depth to which the ball

is submerged when floating in water.

Vw w g Vc g

Vc 1 / 3h 2 (3R h )

xh

R 5.5cm

0.6

w

4

R 3g 1 / 3x 2 (3R x ) w g

3

4

x 0.165 x 3.993 10 0

3

equations to find the depth x to which the ball is

submerged under water. Conduct three iterations

to estimate the root of the above equation.

b) Find the absolute relative approximate error at

the end of each iteration, and the number of

significant digits at least correct at the end of

each iteration.

Example 1 Cont.

From the physics of the problem, the ball would be

submerged between x = 0 and x = 2R,

where R = radius of the ball,

that is

0 x 2R

0 x 2 0.055

0 x 0.11

Example 1 Cont.

Solution

To aid in the

understanding of how

this method works to find

the root of an equation,

the graph of f(x) is shown

to the right,

fwhere

Figure 7 Graph of the function f(x)

Example 1 Cont.

Let us assume

x 0.00

xu 0.11

Check if the function changes sign between xl

and xu .

3

2

4

f xu f 0.11 0.11 0.165 0.11 3.993 10 4 2.662 10 4

3

Hence

and 0.11

Example 1 Cont.

initial limits

Example 1 Cont.

Iteration 1

The estimate of the root isxm

x xu 0 0.11

0.055

2

2

3

between 0.055 and 0.11. So, the lower and upper limits of the

new bracket

are , x 0.11

x 0.055

l

cannot be calculated as we do not have a previous

approximation.

Example 1 Cont.

Iteration 2

xm

The estimate of the root is

x xu 0.055 0.11

0.0825

2

2

3

between 0.055 and 0.0825. So, the lower and upper limits of

the new

x bracket

0.055, xare 0.0825

l

Example 1 Cont.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 2 is

at the end of

xmnew xmold

a

100

new

xm

0.0825 0.055

100

0.0825

33.333%

root of xm = 0.0825 because the absolute relative approximate

error is greater than 5%.

Example 1 Cont.

x xu 0.055 0.0825

0.06875

2

2

Iteration 3

The estimate of the root xism

3

between 0.055 and 0.06875. So, the lower and upper limits of

the new

x bracket

0.055, xare

0.06875

l

Example 1 Cont.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 3 is

at the end of

xmnew xmold

a

100

new

xm

0.06875 0.0825

100

0.06875

20%

estimated root of the equation as the absolute relative

approximate error is greater than 5%.

Seven more iterations were conducted and these iterations are

shown in Table 1.

Table 1 Cont.

Table 1 Root of f(x)=0 as function of number of iterations for

bisection method.

Table 1 Cont.

Hence the number of significant digits at least correct is given

by the largest value or m for which

a 0.5 10 2 m

0.1721 0.5 10 2 m

0.3442 10 2 m

log 0.3442 2 m

So

m2

estimated root of 0.06241 at the end of the 10th iteration is 2.

function bisect(a,b,tol,n)

fprintf('%2.0f %10.4f %10.4f %12.6f

% Bisection method for solving the nonlinear

%10.6f %10.6f\n',iter,a,b,c,w,err)

%equation f(x)=0.

if (w*u<0)

function ft= f(x)

b=c;v=w;

ft= x^3-0.165*x^2+0.0003993;

end

end

if (w*u>0)

a0=a;

a=c;

b0=b;

u=w;

iter=0;

end

u= f(a);

iter=iter+1;

v=f(b);

c=(a+b)*0.5;

c=(a+b)*0.5;

err=abs(b-a)*0.5;

err=abs(b-a)*0.5;

end

disp('______________________________________') if (iter>n)

disp(' iter a

b

c

f(c)

|b- disp(' Method failed to converge')

a|/2 ')

end

disp('_____________________________________')else

fprintf('\n')

disp(' The method cannot be applied

if (u*v<=0)

f(a)f(b)>0')

while (err>tol)&(iter<=n)

end

w= f(c);

end

The method cannot be applied f(a)f(b)>0

xl= 0 xu =0.11 tol = 0.01 n=100

iter a

b

c

f(c)

0

0.0000

0.1100

0.055000 0.000067

1

0.0550

0.1100

0.082500 -0.000162

2

0.0550

0.0825

0.068750 -0.000056

xl= 0

iter

0

1

2

3

4

5

6

7

8

9

|b-a|/2

0.055000

0.027500

0.013750

a

0.0000

0.0550

0.0550

0.0550

0.0619

0.0619

0.0619

0.0619

0.0623

0.0623

b

0.1100

0.1100

0.0825

0.0688

0.0688

0.0653

0.0636

0.0627

0.0627

0.0625

c

0.055000

0.082500

0.068750

0.061875

0.065312

0.063594

0.062734

0.062305

0.062520

0.062412

f(c)

0.000067

-0.000162

-0.000056

0.000004

-0.000026

-0.000011

-0.000003

0.000001

-0.000001

-0.000000

|b-a|/2

0.055000

0.027500

0.013750

0.006875

0.003438

0.001719

0.000859

0.000430

0.000215

0.000107

94

Advantages

Always convergent

The root bracket gets halved with

each iteration - guaranteed.

Drawbacks

Slow convergence

If one of the initial guesses is close

to the root, the convergence is

slower

Drawbacks (continued)

If a function f(x) is such that it just

touches the x-axis it will be unable

to find the lower and upper guesses.

f(x)

f x x

x

Drawbacks (continued)

not exist

f(x)

1

f x

x

x

Newton-Raphson

Method

99

Newton-Raphson Method

f(x)

x f x

f(xi)

i,

f(xi )

xi 1 = xi f (xi )

f(xi-1)

xi+2

100

xi+1

xi

method.

http://numericalmethods.eng.usf.edu

Derivation

f(x)

f(xi)

tan(

AB

AC

f ( xi )

f ' ( xi )

xi xi 1

C

xi+1

xi

f ( xi )

xi 1 xi

f ( xi )

101

http://numericalmethods.eng.usf.edu

Method

102

http://numericalmethods.eng.usf.edu

Step 1

Evaluat

e

103

f (x)

symbolically.

http://numericalmethods.eng.usf.edu

Step 2

xi

Use an initial guess of the root,

new value of thexi root,

, as

1

, to estimate the

f xi

xi 1 = xi f xi

104

http://numericalmethods.eng.usf.edu

Step 3

a

Find the absolute relative approximate error

as

xi 1- xi

a =

100

xi 1

105

http://numericalmethods.eng.usf.edu

Step 4

Compare the absolute relative approximate error

with the pre-specified relative error tolerances .

Yes

Is a s ?

No

Go to Step 2 using

new estimate of the

root.

Stop the algorithm

exceeded the maximum number of iterations

allowed. If so, one needs to terminate the

algorithm and notify the user.

106

http://numericalmethods.eng.usf.edu

Example 1

You are working for that makes floats for ABC

commodes. The floating ball has a specific

gravity of 0.6 and has a radius of 5.5 cm. You are

asked to find the depth to which the ball is

submerged when floating in water.

107

http://numericalmethods.eng.usf.edu

problem.

Example 1 Cont.

The equation that gives the depth x in meters to

which the ball is submerged under water is given

by

f x x 3-0.165 x 2+3.993 10 - 4

108

problem.

Use the Newtons method of finding roots of equations to find

a) the depth x to which the ball is submerged under water.

Conduct three iterations to estimate the root of the above

equation.

b) The absolute relative approximate error at the end of each

iteration, and

c) The number of significant digits at least correct at the end of

http://numericalmethods.eng.usf.edu

Example 1 Cont.

Solution

To aid in the

understanding of how

this method works to find

the root of an equation,

the graph of f(x) is shown

to the right,

where

f x x 3-0.165 x 2+3.993 10 - 4

Figure 4 Graph of the function

f(x)

109

Example 1 Cont.

Solve for f ' x

f ' x 3x 2 -0.33x

x 0

Let us assume the initial guess of the rootf of

x0is 0.05m

. This is a reasonable guess

x0

x 0.11m

(discuss

why

and

are not good choices) as the

extreme values of the depth x would be 0 and

the diameter (0.11 m) of the ball.

110

Example 1 Cont.

Iteration 1

The estimate of the root is

f x0

x1 x0

f ' x0

3

2

0.05

2

3 0.05 0.33 0.05

1.118 10 4

0.05

9 10 3

0.05 0.01242

0.06242

111

Example 1 Cont.

112

iteration.

Example 1 Cont.

The absolute relative approximate error

a

Iteration 1 is

at the end of

x1 x0

100

x1

0.06242 0.05

100

0.06242

19.90%

need an absolute relative approximate error of 5% or less for

at least one significant digits to be correct in your result.

113

Example 1 Cont.

Iteration 2

The estimate of the root is

f x1

x2 x1

f ' x1

3

2

0.06242

2

3 0.06242 0.33 0.06242

3.97781 10 7

0.06242

8.90973 10 3

0.06242 4.4646 10 5

0.06238

114

Example 1 Cont.

Iteration 2.

115

Example 1 Cont.

The absolute relative approximate error

a

Iteration 2 is

at the end of

x2 x1

100

x2

0.06238 0.06242

100

0.06238

0.0716%

a 0.5 10 2 m

The maximum value of m for which

is

2.844. Hence, the number of significant digits at least

correct in the answer is 2.

116

Example 1 Cont.

Iteration 3

The estimate of the root is

x3 x2

f x2

f ' x2

3

2

0.06238

2

3 0.06238 0.33 0.06238

4.44 10 11

0.06238

8.91171 10 3

0.06238 4.9822 10 9

0.06238

117

Example 1 Cont.

Iteration 3.

118

Example 1 Cont.

The absolute relative approximate error

a

Iteration 3 is

at the end of

x2 x1

100

x2

0.06238 0.06238

100

0.06238

0%

only 4 significant digits are carried through all the

calculations.

119

Advantages and

Drawbacks of Newton

Raphson Method

120

Advantages

Converges fast (quadratic

convergence), if it converges.

Requires only one guess

121

Drawbacks

1. Divergence at inflection points

Selection of the initial guess or an iteration value of the

x function

root that is close to the inflection point off the

may start diverging away from the root in ther NewtonRaphson method.

3

f x x 1 0.512 0

For example, to find the root of the equation

3

3

x 1 0.512

.

x x i

i 1

3 xi 1

.

x 1

The root starts

at Iteration 6 because the previous

x 0to.2diverge

.

estimate of 0.92589 is close to the inflection122

point

Drawbacks Inflection

Points

Table 1 Divergence near inflection

point.

Iteration

xi

Number

0

5.0000

3.6560

2.7465

2.1084

1.6000

0.92589

30.119

19.746

18

0.2000

point for f x x 1 3 0.512 0

123

Drawbacks Division by

Zero

2. Division by zero

For the equation

f x x 3 0.03 x 2 2.4 10 6 0

the Newton-Raphson

method reduces to

xi3 0.03 xi2 2.4 10 6

xi 1 xi

3 xi2 0.06 xi

denominator will equal

zero.

zero

or near a zero

number

124

local maximum and minimum

3. Oscillations near local maximum and minimum

Results obtained from the Newton-Raphson method

may oscillate about the local maximum or minimum

without converging on a root but converging on the

local maximum or minimum.

Eventually, it may lead to division by a number close to

zero and may diverge.

2

For example forf x x 2 0

real roots.

125

local maximum and minimum

Table 3 Oscillations near local

maxima and mimima in NewtonRaphson method.

Iteration

xi

f xi a %

Number

0

1

2

3

4

5

6

7

8

9

1.0000

0.5

1.75

0.30357

3.1423

1.2529

0.17166

5.7395

2.6955

0.97678

3.00

2.25

5.063

2.092

11.874

3.570

2.029

34.942

9.266

2.954

300.00

128.571

476.47

109.66

150.80

829.88

102.99

112.93

175.96

x x2 2

local

minimaf for

.

126

4. Root Jumping

f x

In some cases where the function

is oscillating and has a

number of roots, one may choose an initial guess close to a root.

However, the guesses may jump and converge to some other

f(x)

root.

1.5

For

f example

x sin x

0.5

Choose

x0 2.4

7.539822

x0

It will converge to

-2

-0.06307

0.5499

4.461

7.539822

-0.5

-1

-1.5

instead of

10

intended

location of root

f x 127

sin x 0

for

.

Secant Method

Secant Method

Derivation

f(x)

x f x

f(xi)

i,

Newtons Method

f(xi )

xi 1 = xi f (xi )

Approximate the

f ( xi ) f ( xi 1 )

derivative

f ( x )

i

f(xi-1)

xi+2

xi+1

xi

(1)

of the Newton-Raphson method.

xi xi 1

(2)

Substituting Equation

(2) into Equation (1)

gives the Secant

method

f ( xi )( xi xi 1 )

xi 1 xi

f ( xi ) f ( xi 1 )

Secant Method

Derivation

The secant method can also be derived from geometry:

f(x)

f(xi)

AB DC

AE DE

can be written as

f ( xi )

f ( xi 1 )

xi xi 1 xi 1 xi 1

f(xi-1)

xi+1

E D

xi-1

A

xi

Figure 2 Geometrical

representation of the Secant

method.

method is given as

xi 1 xi

f ( xi )( xi xi 1 )

f ( xi ) f ( xi 1 )

Method

Step 1

Calculate the next estimate of the root from two initial guesses

xi 1

f ( xi )( xi xi 1 )

xi

f ( xi ) f ( xi 1 )

xi 1- xi

a =

100

xi 1

Step 2

Find if the absolute relative approximate error is

greater than the prespecified relative error

tolerance.

If so, go back to step 1, else stop the algorithm.

Also check if the number of iterations has

exceeded the maximum number of iterations.

Example 1

You are working for that makes floats for ABC

commodes. The floating ball has a specific

gravity of 0.6 and has a radius of 5.5 cm. You are

asked to find the depth to which the ball is

submerged when floating in water.

Problem.

Example 1 Cont.

The equation that gives the depth x to which the ball is

submerged under water is given by

f x x 3-0.165 x 2+3.993 10 - 4

Use the Secant method of finding roots of

equations to find the depth x to which the ball is

submerged under water.

Conduct three iterations to estimate the root of

the above equation.

Find the absolute relative approximate error

and the number of significant digits at least

correct at the end of each iteration.

Example 1 Cont.

Solution

To aid in the

understanding of how

this method works to find

the root of an equation,

the graph of f(x) is shown

to the right,

where

f x x 3-0.165 x 2+3.993 10- 4

Figure 4 Graph of the function

f(x).

Example 1 Cont.

0

f xof

Let us assume the initial guesses of the root

as x1 0.02 and x0 0.05.

Iteration 1

The estimate of the root is

x1 x0

f x0 x0 x1

f x0 f x1

0.05

2

2

0.053 0.165 0.05 3.993 10 4 0.023 0.165 0.02 3.993 10 4

0.06461

3

Example 1 Cont.

a

The absolute relative approximate error

end of Iteration 1 is

at the

x1 x0

100

x1

0.06461 0.05

100

0.06461

22.62%

The number of significant digits at least correct is 0,

as you need an absolute relative approximate error

of 5% or less for one significant digits to be correct

in your result.

Example 1 Cont.

Iteration 1.

Example 1 Cont.

Iteration 2

The estimate of the root is

x2 x1

f x1 x1 x0

f x1 f x0

0.06461

2

2

0.064613 0.165 0.06461 3.993 10 4 0.053 0.165 0.05 3.993 10 4

0.06241

3

Example 1 Cont.

a

The absolute relative approximate error

end of Iteration 2 is

at the

x2 x1

100

x2

0.06241 0.06461

100

0.06241

3.525%

The number of significant digits at least correct is 1,

as you need an absolute relative approximate error

of 5% or less.

Example 1 Cont.

Iteration 2.

Example 1 Cont.

Iteration 3

The estimate of the root is

x3 x2

f x2 x2 x1

f x2 f x1

0.06241

2

2

0.062413 0.165 0.06241 3.993 10 4 0.053 0.165 0.06461 3.993 10 4

0.06238

3

Example 1 Cont.

a

The absolute relative approximate error

end of Iteration 3 is

at the

x3 x2

100

x3

0.06238 0.06241

100

0.06238

0.0595%

The number of significant digits at least correct is 5,

as you need an absolute relative approximate error

of 0.5% or less.

Iteration #3

Iteration 3.

Advantages

Requires two guesses that do not need

to bracket the root

Drawbacks

2

1

f ( x)

f ( x)

f ( x)

10

10

f(x)

prev. guess

new guess

x x guess1 x guess2

Division by zero

10

10

f x Sin x 0

Drawbacks (continued)

2

1

f ( x)

f ( x)

f ( x)

secant ( x)

f ( x)

1

10

10

f(x)

x'1, (first guess)

x0, (previous guess)

Secant line

x1, (new guess)

10

x x 0 x 1' x x 1

Root Jumping

10

f x Sinx 0

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