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Chapter 2 Solving Nonlinear Equations
Consider a scalar-valued function f (x) and the corresponding equation
f (x)= 0.
- A solution (or a root) to this equation is the value of x that satisfies this
equation.
- This solution is the point on the x-axis where f (x) crosses or touches the
x-axis.
- Then only one of the following can occur.
f(x) has a unique solution
f(x) has no solution
f(x) has many (can be infinitely many) solutions
Approaches for finding roots of equations numerically
Consider again the equation f (x)= 0.
Bracketing methods
- Use an initial interval that contains the solution
- Repeatedly decrease the size of this interval to get as close to the exact
solution as possible
- Always converge to a solution
- Examples: Bisection method, Falsi method
Open methods
- Require a “good” initial guess (close enough to the true solution)
- May not converge to a solution (depending on the initial guess).
- If the open methods converges to a solution, it is usually more efficient than
the bracketing methods (i.e. converge faster)
- Example: Newton-Raphson method, secant method, fixed-point iteration
Bisection Method:
Step 1: Find an interval [a, b] such that, for the root 0,
=
)
(x
f 
f (a)f (b) < 0
Step 2: Given [a, b], compute approximate solution by using the midpoint:
2
~ b
a
x


Step 3: Decrease the interval:
If 0
)
~
(
)
( 
x
f
a
f , set x
b ~

If 0
)
~
(
)
( 
x
f
a
f , set x
a ~

Update new interval [a, b] and go back to Step 2.
Given [a, b] and TOL, if n is the number of iterations in Bisection method
TOL
a
b
n

 2
log
Example Let a = 0.1 and b = 1.0. Suppose the equation f (x)= 0 has a root
in the interval [a, b]. How many steps of the bisection method are needed to
determine the root with an error of at most 0.5 x 10-8
if [a, b] is used as an
initial interval?
Example Compute the approximate root of x4
- 2x3
- 10 = 0 by using three
iterations of the bisection method with the initial interval [1, 3]. Calculate the
residual, absolute error and relative error in each iteration
Example Suppose we want to determine where the graphs of y = 3x and y =
ex
intersect on the interval [0, 1].Compute the approximate root from the first
three iterations with the initial interval [0, 1] by using the bisection method.
Calculate the residual, absolute error and relative error in the last iteration.
False Position Method
Step 1: Find an interval [a, b] such that, for the root 0,
=
)
(x
f 
f (a)f (b) < 0
Step 2: Given [a, b], compute approximate solution by using:
)
(
)
(
)
(
)
(
~
a
f
b
f
a
bf
b
af
x



Step 3: Decrease the interval:
If 0
)
~
(
)
( 
x
f
a
f , set x
b ~

If 0
)
~
(
)
( 
x
f
a
f , set x
a ~

Update new interval [a, b] and go back to Step 2.
Example Compute the approximate root of x4
- 2x3
- 10 = 0 by using three
iterations of the false position method with the initial interval [1, 3].
Calculate the absolute error and relative error in each iteration
Newton’s Method
)
(
)
(
1
1
1






j
j
j
j
x
f
x
f
x
x
Example Suppose we want to determine where the graphs of y = 3x and y =
ex
intersect on the interval [0, 1].Compute the approximate root by using
Newton’s Method with the initial value x0 = 1 repeated until the residual error
is less than 10-4
. How many iterations are required to perform?
Secant Method
)
(
)
(
)
(
1
1
1







j
j
j
j
j
j
j
x
f
x
f
x
x
x
f
x
x
Example Compute the approximate root of x4
- 2x3
- 10 = 0 by using three
iterations of the secant method with the initial values x0 = 1, x1 = 2. Calculate
the absolute error in the last iteration.
Example: The following table shows the approximated root of
[0,1]
x
0
3 

 x
e x
by using Secant method with the initial points x0 = 0, x1 = 1.
- Determine the values of a1, b2, c3 in the table.
- Suppose we want to have the approximation with absolute error less than
5 x10-2
. How many iterations has to be used?
Fixed-Point Iteration Method
Re-write the equation as x = g(x)
• Choose a starting value x0
• While(stopping condition not met)
xi+1 = g(xi)
Example: Apply the fixed-point procedure to approximate a root of f (x)= 0
where f (x)= cos(x) - xex
with
x
xe
x
x
g
e
x
x
g
x
x




)
cos(
)
(
)
cos(
)
(
2
1
and starting with x0 = 1 for both g1 and g2.

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Solve Nonlinear Equations Numerically

  • 1. Chapter 2 Solving Nonlinear Equations Consider a scalar-valued function f (x) and the corresponding equation f (x)= 0. - A solution (or a root) to this equation is the value of x that satisfies this equation. - This solution is the point on the x-axis where f (x) crosses or touches the x-axis. - Then only one of the following can occur. f(x) has a unique solution f(x) has no solution f(x) has many (can be infinitely many) solutions
  • 2. Approaches for finding roots of equations numerically Consider again the equation f (x)= 0. Bracketing methods - Use an initial interval that contains the solution - Repeatedly decrease the size of this interval to get as close to the exact solution as possible - Always converge to a solution - Examples: Bisection method, Falsi method Open methods - Require a “good” initial guess (close enough to the true solution) - May not converge to a solution (depending on the initial guess). - If the open methods converges to a solution, it is usually more efficient than the bracketing methods (i.e. converge faster) - Example: Newton-Raphson method, secant method, fixed-point iteration Bisection Method: Step 1: Find an interval [a, b] such that, for the root 0, = ) (x f  f (a)f (b) < 0 Step 2: Given [a, b], compute approximate solution by using the midpoint: 2 ~ b a x   Step 3: Decrease the interval: If 0 ) ~ ( ) (  x f a f , set x b ~  If 0 ) ~ ( ) (  x f a f , set x a ~  Update new interval [a, b] and go back to Step 2. Given [a, b] and TOL, if n is the number of iterations in Bisection method TOL a b n   2 log Example Let a = 0.1 and b = 1.0. Suppose the equation f (x)= 0 has a root in the interval [a, b]. How many steps of the bisection method are needed to determine the root with an error of at most 0.5 x 10-8 if [a, b] is used as an initial interval?
  • 3. Example Compute the approximate root of x4 - 2x3 - 10 = 0 by using three iterations of the bisection method with the initial interval [1, 3]. Calculate the residual, absolute error and relative error in each iteration
  • 4. Example Suppose we want to determine where the graphs of y = 3x and y = ex intersect on the interval [0, 1].Compute the approximate root from the first three iterations with the initial interval [0, 1] by using the bisection method. Calculate the residual, absolute error and relative error in the last iteration.
  • 5. False Position Method Step 1: Find an interval [a, b] such that, for the root 0, = ) (x f  f (a)f (b) < 0 Step 2: Given [a, b], compute approximate solution by using: ) ( ) ( ) ( ) ( ~ a f b f a bf b af x    Step 3: Decrease the interval: If 0 ) ~ ( ) (  x f a f , set x b ~  If 0 ) ~ ( ) (  x f a f , set x a ~  Update new interval [a, b] and go back to Step 2. Example Compute the approximate root of x4 - 2x3 - 10 = 0 by using three iterations of the false position method with the initial interval [1, 3]. Calculate the absolute error and relative error in each iteration
  • 6. Newton’s Method ) ( ) ( 1 1 1       j j j j x f x f x x Example Suppose we want to determine where the graphs of y = 3x and y = ex intersect on the interval [0, 1].Compute the approximate root by using Newton’s Method with the initial value x0 = 1 repeated until the residual error is less than 10-4 . How many iterations are required to perform?
  • 7. Secant Method ) ( ) ( ) ( 1 1 1        j j j j j j j x f x f x x x f x x Example Compute the approximate root of x4 - 2x3 - 10 = 0 by using three iterations of the secant method with the initial values x0 = 1, x1 = 2. Calculate the absolute error in the last iteration.
  • 8. Example: The following table shows the approximated root of [0,1] x 0 3    x e x by using Secant method with the initial points x0 = 0, x1 = 1. - Determine the values of a1, b2, c3 in the table. - Suppose we want to have the approximation with absolute error less than 5 x10-2 . How many iterations has to be used?
  • 9. Fixed-Point Iteration Method Re-write the equation as x = g(x) • Choose a starting value x0 • While(stopping condition not met) xi+1 = g(xi) Example: Apply the fixed-point procedure to approximate a root of f (x)= 0 where f (x)= cos(x) - xex with x xe x x g e x x g x x     ) cos( ) ( ) cos( ) ( 2 1 and starting with x0 = 1 for both g1 and g2.