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Lecture 11 Rootfinding – Newton’s and secant methods 1 Lecture 11 More root finding methods Newton’s method Very fast way to find roots Requires taking the derivative of f(x) Can be unstable if ‘unattended’ Secant method Similar to Newton’s method, but derivative is numerical not analytical
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Lecture 11 Rootfinding – Newton’s and secant methods 2 Newton’s method
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Lecture 11 Rootfinding – Newton’s and secant methods 3 Define slope: X old = 4 f(x old ) = -3.48 df/dx@ x old = 2.64 X old = 5.318 f(x old ) = 3.296 df/dx@ x old =7.955 X new = 5.318 X new = 4.839
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Lecture 11 Rootfinding – Newton’s and secant methods 4 Newton Method Calculations xoldf(xold)df/dx@xoldxnew 4.00-3.48 2.645.31818 5.318183.2967 7.954674.90375 4.903750.394565 6.081484.83887 4.838870.008993 5.805034.837315 4.8373150.0000051 5.798484.837315
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Lecture 11 Rootfinding – Newton’s and secant methods 5 Newton’s method Answer depends on where you start. x init = 2.00 x root = 0.456469 steps = 3 x init = 4.00 x root = 4.83731 steps = 4 x init = -4.00 x root = -2.51601 steps = 4
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Lecture 11 Rootfinding – Newton’s and secant methods 6 Function for Newton’s Method newtonexample.cpp code can be found in the Examples page.
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Lecture 11 Rootfinding – Newton’s and secant methods 7 X 0 = 4 f(x 0 ) = -3.48 Secant method X 2 = 4.5210 X 1 = 6 f(x 1 ) = 9.88 X 3 = 4.7303 x 1 and x 0 don’t have to bound solution f(x 2 ) = -1.6287 f(x 3 ) = -0.5967 X 4 = 4.8513 X2X2
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Lecture 11 Rootfinding – Newton’s and secant methods 8 n xn-1xn f(xn-1) f(xn)xn+1 1 4.0000-3.48006.00009.88004.5210 26.0000 9.8800 4.5210-1.6287 4.7303 3 4.5210 -1.6287 4.7303 -0.59674.8513 4 4.7303 -0.5967 4.8513 -0.0815 4.8368 54.8513 -0.08154.8373 -.0032 4.8373 Secant method table
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Lecture 11 Rootfinding – Newton’s and secant methods 9 Secant method function secantexample.cpp code can be found in the Examples page.
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Lecture 11 Rootfinding – Newton’s and secant methods 10 Comparing methods: Iterations required to reach a tolerance of 0.0001 MethodInitial xx Root#Iterations substitution4.04.837318 bisection4.0, 6.04.837317 Newton’s4.04.83734 Secant4.0, 6.04.83735
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