2/2/2016 1 Secant Method Electrical Engineering Majors Authors: Autar Kaw, Jai Paul

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Presentation transcript:

2/2/ Secant Method Electrical Engineering Majors Authors: Autar Kaw, Jai Paul Transforming Numerical Methods Education for STEM Undergraduates

Secant Method

3 Secant Method – Derivation Newton’s Method Approximate the derivative Substituting Equation (2) into Equation (1) gives the Secant method (1) (2) Figure 1 Geometrical illustration of the Newton-Raphson method.

Secant Method – Derivation The Geometric Similar Triangles Figure 2 Geometrical representation of the Secant method. The secant method can also be derived from geometry: can be written as On rearranging, the secant method is given as

Algorithm for Secant Method

Step 1 Calculate the next estimate of the root from two initial guesses Find the absolute relative approximate error

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 Thermistors are temperature-measuring devices based on the principle that the thermistor material exhibits a change in electrical resistance with a change in temperature. By measuring the resistance of the thermistor material, one can then determine the temperature. Figure 3 A typical thermistor. For a 10K3A Betatherm thermistor, the relationship between the resistance, R, of the thermistor and the temperature is given by where T is in Kelvin and R is in ohms. Thermally conductive epoxy coating Tin plated copper alloy lead wires

Example 1 Cont. For the thermistor, error of no more than ±0.01 o C is acceptable. To find the range of the resistance that is within this acceptable limit at 19 o C, we need to solve and Use the Newton-Raphson method of finding roots of equations to find the resistance R at o C. a) 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. Figure 4 Graph of the function f(R).

Example 1 Cont. Initial guesses: Iteration 1 The estimate of the root is Figure 5 Graph of the estimate of the root after Iteration 1. The absolute relative approximate error is The number of significant digits at least correct is 0.

Example 1 Cont. Iteration 2 The estimate of the root is Figure 6 Graph of the estimate of the root after Iteration 2. The absolute relative approximate error is The number of significant digits at least correct is 1.

Example 1 Cont. Iteration 3 The estimate of the root is Figure 7 Graph of the estimate of the root after Iteration 3. The absolute relative approximate error is The number of significant digits at least correct is 3.

Advantages Converges fast, if it converges Requires two guesses that do not need to bracket the root

Drawbacks Division by zero

Drawbacks (continued) Root Jumping

Additional Resources For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit thod.html

THE END