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Root Finding in Numerical Analysis

The document is about numerical analysis methods for finding roots of equations and zeros of functions. It discusses root finding problems, zeros of functions including simple and multiple zeros. It then covers several root finding methods - bracketing methods like bisection and false position which require bracketing a root, and open methods like Newton's method which use an initial guess. The bisection method is introduced along with examples of how it iteratively halves the interval containing a root until a solution is found within a specified tolerance. Newton's method is also covered, which uses derivatives to quickly converge on a solution, though it can fail to converge if the initial guess is too far from the root.

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208 views15 pages

Root Finding in Numerical Analysis

The document is about numerical analysis methods for finding roots of equations and zeros of functions. It discusses root finding problems, zeros of functions including simple and multiple zeros. It then covers several root finding methods - bracketing methods like bisection and false position which require bracketing a root, and open methods like Newton's method which use an initial guess. The bisection method is introduced along with examples of how it iteratively halves the interval containing a root until a solution is found within a specified tolerance. Newton's method is also covered, which uses derivatives to quickly converge on a solution, though it can fail to converge if the initial guess is too far from the root.

Uploaded by

egamr
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

Numerical Analysis

2019

UNIT 1 – part 1
 Root Finding Problems

 A number r that satisfies an equation is called a root of the


equation.

 Zeros of a Function

 Simple Zeros

Unit 1- Part 1 Page 1


 Multiple Zeros

 Facts

o Any nth order polynomial has exactly n zeros (counting real and

complex zeros with their multiplicities).

o Any polynomial with an odd order has at least one real zero.

o If a function has a zero at x=r with multiplicity m then

 the function and its first (m-1) derivatives are zero at x=r

 and the mth derivative at r is not zero.

Unit 1- Part 1 Page 2


 Roots of Equations & Zeros of Function

 Nonlinear equations solution methods

 Analytical Methods

Unit 1- Part 1 Page 3


 Graphical Methods

 Bracketing Methods

 In bracketing methods, the method starts with an interval that

contains the root and a procedure is used to obtain a smaller

interval containing the root.

 Examples of bracketing methods:

■ Bisection method

■ False position method

 Open Methods

 In the open methods, the method starts with one or more initial

guess points. In each iteration, a new guess of the root is obtained.

 Open methods are usually more efficient than bracketing methods.

 They may not converge to a root.

Unit 1- Part 1 Page 4


 Bisection Method -Intro

 The Bisection method is used to find a zero of a nonlinear function.

 It is also called interval halving method.

 Intermediate Value Theorem

 Example 1

Unit 1- Part 1 Page 5


 Example 2

 Bisection Method

 Bisection Algorithm

 Flow Chart of Bisection Method

Unit 1- Part 1 Page 6


 Advantages

o Simple and easy to implement

o One function evaluation per iteration

o The size of the interval containing the zero is reduced by 50%

after each iteration

o The number of iteration scan be determined a priori

o No knowledge of the derivative is needed

o The function does not have to be differentiable

 Disadvantage

o Slow to converge

o Good intermediate approximations may be discarded

 Example 1

Unit 1- Part 1 Page 7


 Example 2

 Best Estimate and Error Level

 Stopping Criteria

o Two common stopping criteria

1. Stop after a fixed number of iterations

2. Stop when the absolute error is less than a specified value

o Convergence Analysis

Unit 1- Part 1 Page 8


 Example

 Example 1

Unit 1- Part 1 Page 9


 Example 2

F(x)=x-cos(x)

F(x) is continuous along [0.5, 0.9]

F(0.5)= -0.3776, F(0.9)= 0.2784, F(a)F(b)<0

 Assumptions are satisfied


 n >= (log(0.9-0.5)-log(0.02))/ log(2)  n>=4.3  n>=5
a b c=(a+b)/2 F(c) (b-a)/2
0.5 0.9 0.7 -0.0648 0.2
0.7 0.9 0.8 0.1033 0.1
0.7 0.8 0.75 0.0183 0.05
0.7 0.75 0.725 -0.0235 0.025
0.725 0.75 0.7375 -2.6E-3 0.0125

Unit 1- Part 1 Page 10


 Newton-Raphson (Newton’s) Method

 Derivation of Newton’s Method

 Newton’s Method

Unit 1- Part 1 Page 11


 Example

 Problems with Newton’s Method

o If the initial guess of the root is far from the root the method

may not converge.

o Newton’s method converges linearly near multiple zeros { f(r) =

f’(r) =0}.

 In such a case, modified algorithms can be used to regain

the quadratic convergence.

Unit 1- Part 1 Page 12


o Runaway

 The estimates of the root is going away from the root.

o Flat Spot

o Cycle

Unit 1- Part 1 Page 13


 Newton’s Method for Systems of Non Linear Equations

 Example 1

Unit 1- Part 1 Page 14

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