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Numerical Analysis Lecture 7
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Solution of Non-Linear Equations
Chapter 2 Solution of Non-Linear Equations
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Introduction Bisection Method Regula-Falsi Method Method of iteration Newton - Raphson Method Secant Method Muller’s Method Graeffe’s Root Squaring Method
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Secant Method
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We choose x0, x1 close to the root ‘a’ of f (x) =0 such that f (x0) f(x1)
As a next approximation x2 is obtained as the point of intersection of y = 0 and the chord passing through the points (x0, f(x0 )), (x1 f(x1 )).
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Putting y = 0 we get Generally This sequence converges to the root ‘b’ of f (x) = 0 i.e. f( b ) = 0.
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Convergence of Secant Method
Here the sequence is generated by the rule starting with x0 and x1 as It will converge to ‘a’ ,that is f ( a ) = 0
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The Secant method converges faster than linear and slower than Newton’s quadratic.
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Example Do three iterations of secant method to find the root of taking
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Though X5 is not the true root, yet this is good approximation to the root and convergence is faster than bisection.
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Comparison: In secant method, we do not check whether the root lies in between two successive approximates Xn-1, and Xn. This checking was imposed after each iteration, in Regula –Falsi method.
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Muller’s Method
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In Muller’s method, f (x) = 0 is approximated by a second degree polynomial; that is by a quadratic equation that fits through three points in the vicinity of a root. The roots of this quadratic equation are then approximated to the roots of the equation f (x) = 0.
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This method is iterative in nature and does not require the evaluation of derivatives as in Newton-Raphson method. This method can also be used to determine both real and complex roots of f (x) = 0.
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Suppose, be any three distinct approximations to a root of f (x) = 0.
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Noting that any three distinct points in the (x, y)-plane uniquely, determine a polynomial of second degree. A general polynomial of second degree is given by
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Suppose, it passes through the points
then the following equations will be satisfied
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Fig: Quadratic polynomial.
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Eliminating a, b, c, we obtain
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which can be written as
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The above equation can be written as
That was a second degree polynomial. Now, introducing the notation The above equation can be written as
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The above equation can be written as
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We further define
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With these substitution we get a simplified Equation as
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Or
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To compute set f = 0, we obtain
where A direct solution will lead to loss of accuracy and therefore to obtain max accuracy we rewrite as:
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so that, or Here, the positive sign must be so chosen that the denominator becomes largest in magnitude.
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we can get a better approximation to the root, by using
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Example Find the root of the equation x3 – x–1 = 0 using Muller’s method.
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Numerical Analysis Lecture 7
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