Upload
others
View
18
Download
0
Embed Size (px)
Citation preview
Newton-Raphson
SECANT METHOD&
Newton-Raphson Method
)(xf
)f(x - = xx
i
iii
+1
f(x)
f(xi)
f(xi-1)
xi+2 xi+1 xi X
( ) ii xfx ,
Figure 1 Geometrical illustration of the Newton-Raphson method.
http://numericalmethods.eng.usf.edu
2
Derivation
f(x)
f(xi)
xi+1 xi
X
B
C A )(
)(1
i
iii
xf
xfxx
−=+
1
)()('
+−=
ii
ii
xx
xfxf
AC
AB=)tan(
Figure 2 Derivation of the Newton-Raphson method.
http://numericalmethods.eng.usf.edu
Algorithm for Newton-Raphson Method
Step 1
)(xf Evaluate symbolically.
Step 2Use an initial guess of the root, , to estimate the new value of the root, , as
ix
1+ix
( )( )i
iii
xf
xf - = xx
+1
Step 3
0101
1 x
- xx =
i
iia
+
+
Find the absolute relative approximate error asa
Step 4
Compare the absolute relative approximate error with the pre-specified relative error tolerance .
Also, check if the number of iterations has exceeded the maximum number of iterations allowed. If so, one needs to
terminate the algorithm and notify the user.
Is ?
Yes
No
Go to Step 2 using new estimate of the root.
Stop the algorithm
sa
Newton-Raphson
Convergence of Newton’s Method
SECANT METHOD
14
)(xf
)f(x - = xx
i
iii
+1
f(x)
f(xi)
f(xi-1)
xi+2 xi+1 xi X
( ) ii xfx ,
1
1)()()(
−
−
−
−=
ii
ii
ixx
xfxfxf
)()(
))((
1
11
−
−+
−
−−=
ii
iiiii
xfxf
xxxfxx
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
http://numericalmethods.eng.usf.edu
Secant Method – Derivation
http://numericalmethods.eng.usf.edu
)()(
))((
1
11
−
−+
−
−−=
ii
iiiii
xfxf
xxxfxx
The Geometric Similar Triangles
f(x)
f(xi)
f(xi-1)
xi+1 xi-1 xi X
B
C
E D A
11
1
1
)()(
+−
−
+ −=
− ii
i
ii
i
xx
xf
xx
xf
DE
DC
AE
AB=
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 Secant Method
Step 1
http://numericalmethods.eng.usf.edu
0101
1 x
- xx =
i
iia
+
+
Calculate the next estimate of the root from two initial guesses
Find the absolute relative approximate error
)()(
))((
1
11
−
−+
−
−−=
ii
iiiii
xfxf
xxxfxx
Step 2
http://numericalmethods.eng.usf.edu
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.
Secant Method