Numerical Solutions

Topic 2:
Solution of Nonlinear
Equations
Lectures 5-11:

Read Chapters 5 and 6 of the textbook

 Lecture 5
Solution of Nonlinear
Equations
( Root Finding Problems )
 Definitions
 Classification of Methods
 Analytical Solutions
 Graphical Methods
 Numerical Methods
Bracketing Methods
Open Methods
 Convergence Notations

Reading Assignment: Sections 5.1 and 5.2

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Root Finding Problems

Many problems in Science and Engineering are

expressed as:

Given a continuous function f(x),

find the value r such that f (r )  0

These problems are called root finding problems.

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Roots of Equations

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

the equation.
The equation : x 4  3 x 3  7 x 2  15 x  18
has four roots :  2, 3, 3 , and  1 .
i.e., x 4  3 x 3  7 x 2  15 x  18  ( x  2)( x  3) 2 ( x  1)
The equation has two simple roots (1 and  2)
and a repeated root (3) with multiplici ty  2.

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Zeros of a Function
Let f(x) be a real-valued function of a real
variable. Any number r for which f(r)=0 is
called a zero of the function.

Examples:
2 and 3 are zeros of the function f(x) = (x-2)(x-3).

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Graphical Interpretation of Zeros

 The real zeros of a

function f(x) are the values f(x)

of x at which the graph of R1 R2 R3

the function crosses (or
touches) the x-axis.

Real zeros of f(x)

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Simple Zeros
f ( x)   x  1 ( x  2)

 
f ( x)  ( x  1) x  2  x  x  2
2

has two simple zeros (one at x  2 and one at x  1)

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Multiple Zeros

f ( x)   x  1
2

f ( x)   x  1  x  2 x  1
2 2

has double zeros (zero with muliplicit y  2) at x  1

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Multiple Zeros
f ( x)  x 3

f ( x)  x 3

has a zero with muliplicit y  3 at x  0

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 Facts

 Any nth order polynomial has exactly n zeros (counting

real and complex zeros with their multiplicities).
 Any polynomial with an odd order has at least one real
zero.
 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.

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Roots of Equations & Zeros of Function
Given the equation :
x 4  3 x 3  7 x 2  15 x  18
Move all terms to one side of the equation :
x 4  3 x 3  7 x 2  15 x  18  0
Define f ( x) as :
f ( x)  x 4  3 x 3  7 x 2  15 x  18

The zeros of f ( x) are the same as the roots of the equation f ( x)  0

(Which are  2, 3, 3, and  1)

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Solution Methods

Several ways to solve nonlinear equations are possible:

 Analytical Solutions
 Possible for special equations only
 Graphical Solutions
 Useful for providing initial guesses for other methods
 Numerical Solutions
 Open methods
 Bracketing methods

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Analytical Methods
Analytical Solutions are available for special equations
only.

Analytical solution of : a x  b x  c  0 2

 b  b  4ac 2
roots 
2a

x
No analytical solution is available for : x  e 0

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Graphical Methods
 Graphical methods are useful to provide an initial
guess to be used by other methods.

x
Solve e
2 Root
x
xe x
The root  [0,1] 1

root  0.6
1 2

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Numerical Methods
Many methods are available to solve nonlinear
equations:
 Bisection Method
 Newton’s Method
 Secant Method These will
 False position Method be covered
 Muller’s Method in UTP 0079
 Bairstow’s Method
 Fixed point iterations
 ……….

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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

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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.

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Convergence Notation

A sequence x1 , x2 ,..., xn ,... is said to converge to x if

to every   0 there exists N such that :

xn  x   n  N

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Convergence Notation
Let x1 , x2 ,...., converge to x.
xn 1  x
Linear Convergence : C
xn  x
xn 1  x
Quadratic Convergence : 2
C
xn  x
xn 1  x
Convergence of order P : p
C
xn  x

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Speed of Convergence
 We can compare different methods in terms of
their convergence rate.
 Quadratic convergence is faster than linear
convergence.
 A method with convergence order q converges
faster than a method with convergence order p if
q>p.
 Methods of convergence order p>1 are said to
have super linear convergence.

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 Lectures 6-7
Bisection Method
 The Bisection Algorithm
 Convergence Analysis of Bisection Method
 Examples

Reading Assignment: Sections 5.1 and 5.2

Introduction
 The Bisection method is one of the simplest methods
to find a zero of a nonlinear function.
 It is also called interval halving method.
 To use the Bisection method, one needs an initial interval
that is known to contain a zero of the function.
 The method systematically reduces the interval. It does
this by dividing the interval into two equal parts, performs
a simple test and based on the result of the test, half of
the interval is thrown away.
 The procedure is repeated until the desired interval size
is obtained.

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Intermediate Value Theorem
 Let f(x) be defined on the interval
[a,b].
f(a)
 Intermediate value theorem:
if a function is continuous and
f(a) and f(b) have different signs a b
then the function has at least one
zero in the interval [a,b]. f(b)

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 Examples
 If f(a) and f(b) have the
same sign, the function may
have an even number of
real zeros or no real zeros a b
in the interval [a, b].

 Bisection method can not The function has four real zeros
be used in these cases.

a b
The function has no real zeros

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Two More Examples
 If f(a) and f(b) have
different signs, the
function has at least
a b
one real zero.
The function has one real zero
 Bisection method
can be used to find
one of the zeros. a b

The function has three real zeros

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Bisection Method
 If the function is continuous on [a,b] and f(a) and f(b)
have different signs, Bisection method obtains a new
interval that is half of the current interval and the sign of
the function at the end points of the interval are different.

 This allows us to repeat the Bisection procedure to

further reduce the size of the interval.

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Bisection Method

Assumptions:
Given an interval [a,b]
f(x) is continuous on [a,b]
f(a) and f(b) have opposite signs.

These assumptions ensure the existence of at least one

zero in the interval [a,b] and the bisection method can be
used to obtain a smaller interval that contains the zero.

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Bisection Algorithm
Assumptions:
 f(x) is continuous on [a,b]
 f(a) f(b) < 0
f(a)
Algorithm:
Loop
1. Compute the mid point c=(a+b)/2 c b
2. Evaluate f(c)
3. If f(a) f(c) < 0 then new interval [a, c]
a
If f(a) f(c) > 0 then new interval [c, b]
End loop f(b)

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Bisection Method

b0
a0 a1 a2

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Example

+ + -

+ - -

+ + -

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Flow Chart of Bisection Method
Start: Given a,b and ε

u = f(a) ; v = f(b)

c = (a+b) /2 ; w = f(c) no
yes
is no is
Stop
yes (b-a) /2<ε
u w <0

b=c; v= w a=c; u= w

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Example

Can you use Bisection method to find a zero of :

f ( x)  x 3  3 x  1 in the interval [0,2]?

Answer:

f ( x) is continuous on [0,2]
and f(0) * f(2)  (1)(3)  3  0
 Assumption s are not satisfied
 Bisection method can not be used

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Example

Can you use Bisection method to find a zero of :

f ( x)  x 3  3x  1 in the interval [0,1]?

Answer:

f ( x) is continuous on [0,1]
and f(0) * f(1)  (1)(-1)  1  0
 Assumption s are satisfied
 Bisection method can be used

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Best Estimate and Error Level

Bisection method obtains an interval that is guaranteed

to contain a zero of the function.

Questions:
 What is the best estimate of the zero of f(x)?
 What is the error level in the obtained estimate?

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Best Estimate and Error Level
The best estimate of the zero of the function f(x) after
the first iteration of the Bisection method is the mid point
of the initial interval:

ba
Estimate of the zero : r 
2
ba
Error 
2

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Stopping Criteria
Two common stopping criteria

1. Stop after a fixed number of iterations

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

How are these criteria related?

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Stopping Criteria

cn : is the midpoint of the interval at the n th iteration

( cn is usually used as the estimate of the root).
r: is the zero of the function.

After n iterations :
b  a x 0
error  r - cn  Ean  n  n
2 2

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Convergence Analysis

Given f ( x), a, b, and 

How many iterations are needed such that : x - r  
where r is the zero of f(x) and x is the
bisection estimate (i.e., x  ck ) ?

log(b  a )  log( )
n
log( 2)
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Convergence Analysis – Alternative Form

log(b  a )  log( )
n
log( 2)

 width of initial interval  ba

n  log 2    log 2  
 desired error    

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Example

a  6, b  7,   0.0005
How many iterations are needed such that : x - r   ?

log(b  a)  log( ) log(1)  log(0.0005)

n   10.9658
log( 2) log( 2)

 n  11

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Example
 Use Bisection method to find a root of the equation x
= cos (x) with absolute error <0.02
(assume the initial interval [0.5, 0.9])

Question 1: What is f (x) ?

Question 2: Are the assumptions satisfied ?
Question 3: How many iterations are needed ?
Question 4: How to compute the new estimate ?

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42
Bisection Method
Initial Interval

f(a)=-0.3776 f(b) =0.2784

Error < 0.2

a =0.5 c= 0.7 b= 0.9

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Bisection Method

-0.3776 -0.0648 0.2784

Error < 0.1
0.5 0.7 0.9

-0.0648 0.1033 0.2784

Error < 0.05
0.7 0.8 0.9

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Bisection Method

-0.0648 0.0183 0.1033 Error < 0.025

0.7 0.75
0.8

-0.0648 -0.0235 0.0183 Error < .0125

0.70 0.725 0.75

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Summary

 Initial interval containing the root: [0.5,0.9]

 After 5 iterations:
 Interval containing the root: [0.725, 0.75]
 Best estimate of the root is 0.7375
 | Error | < 0.0125

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Program of Bisection Method
a=.5; b=.9; c=
u=a-cos(a); 0.7000
v=b-cos(b); fc =
-0.0648
for i=1:5
c=
c=(a+b)/2
0.8000
fc=c-cos(c)
fc =
if u*fc<0 0.1033
b=c ; v=fc; c=
else 0.7500
a=c; u=fc; fc =
end 0.0183
end c=
0.7250
fc =
-0.0235

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Example

Find the root of:

f ( x)  x 3  3 x  1 in the interval : [0,1]

* f(x) is continuous
* f( 0 )  1, f (1)  1  f (a ) f (b)  0
 Bisection method can be used to find the root

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Example

c= (a+b)
(b-a)
Iteration a b f(c)
2
2
1 0 1 0.5 -0.375 0.5
2 0 0.5 0.25 0.266 0.25
3 0.25 0.5 .375 -7.23E-3 0.125
4 0.25 0.375 0.3125 9.30E-2 0.0625
5 0.3125 0.375 0.34375 9.37E-3 0.03125

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Bisection Method
Advantages
 Simple and easy to implement
 One function evaluation per iteration
 The size of the interval containing the zero is reduced by
50% after each iteration
 The number of iterations can be determined a priori
 No knowledge of the derivative is needed
 The function does not have to be differentiable

Disadvantage
 Slow to converge
 Good intermediate approximations may be discarded

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 Lecture 8-9
Newton-Raphson
Method
 Assumptions
 Interpretation
 Examples
 Convergence Analysis
Newton-Raphson Method
(Also known as Newton’s Method)

Given an initial guess of the root x0, Newton-Raphson

method uses information about the function and its
derivative at that point to find a better guess of the root.

Assumptions:
 f(x) is continuous and the first derivative is known
 An initial guess x such that f’(x )≠0 is given
0 0

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 Newton Raphson Method
- Graphical Depiction -
 If the initial guess at the
root is xi, then a tangent
to the function of xi that
is f’(xi) is extrapolated
down to the x-axis to
provide an estimate of
the root at xi+1.

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53
Derivation of Newton’s Method
Given : xi an initial guess of the root of f ( x)  0
Question : How do we obtain a better estimate xi 1?
____________________________________
Taylor Therorem : f ( x  h)  f ( x)  f ' ( x)h
Find h such that f ( x  h)  0.
f ( x)
h Newton  Raphson Formula
f ' ( x)
f ( xi )
A new guess of the root : xi 1  xi 
f ' ( xi )

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54
Newton’s Method

Given f ( x), f ' ( x), x0 C FORTRAN PROGRAM

Assumputio n f ' ( x0 )  0 F ( X )  X * *3  3 * X * *2  1
FP( X )  3 * X * *2  6 * X
______________________
X 4
for i  0: n DO 10 I  1, 5
f ( xi ) X  X  F ( X ) / FP( X )
xi 1  xi 
f ' ( xi ) PRINT *, X
end 10 CONTINUE
STOP
END

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55
Newton’s Method

Given f ( x), f ' ( x), x0 F.m

function [ F ]  F ( X )
F  X ^3  3 * X ^ 2  1
Assumputio n f ' ( x0 )  0
______________________ function [ FP]  FP( X )
FP.m
for i  0 : n FP  3 * X ^ 2  6 * X
f ( xi ) Basic Program
xi 1  xi 
f ' ( xi ) X=4
end Do i =1,5
X = X - F(X)/FP(X)
next i

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56
Example

Find a zero of the function f(x)  x 3  2 x 2  x  3 , x0  4

f ' (x)  3 x 2  4 x  1
f ( x0 ) 33
Iteration 1 : x1  x0   4 3
f ' ( x0 ) 33
f ( x1 ) 9
Iteration 2 : x2  x1   3   2.4375
f ' ( x1 ) 16
f ( x2 ) 2.0369
Iteration 3 : x3  x2   2.4375   2.2130
f ' ( x2 ) 9.0742

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Example
k (Iteration) xk f(xk) f’(xk) xk+1 |xk+1 –xk|

0 4 33 33 3 1

1 3 9 16 2.4375 0.5625

2 2.4375 2.0369 9.0742 2.2130 0.2245

3 2.2130 0.2564 6.8404 2.1756 0.0384

4 2.1756 0.0065 6.4969 2.1746 0.0010

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Convergence Analysis

Theorem :
Let f(x), f ' (x) and f ' ' (x) be continuous at x  r
where f(r)  0. If f ' (r)  0 then there exists   0
xk 1-r
such that x0 -r    2
C
xk -r
max f ' ' ( x)
1 x0 -r 
C
2 min f ' ( x)
x0 -r 

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59
Convergence Analysis
Remarks
When the guess is close enough to a simple
root of the function then Newton’s method is
guaranteed to converge quadratically.

Quadratic convergence means that the number

of correct digits is nearly doubled at each
iteration.

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Problems with Newton’s Method

• If the initial guess of the root is far from

the root the method may not converge.
• 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.

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Multiple Roots
f ( x)  x 3
f ( x)   x  1
2

f(x) has three f(x) has two

zeros at x  0 zeros at x  -1
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Problems with Newton’s Method
- Runaway -

x0 x1

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

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Problems with Newton’s Method
- Flat Spot -

x0

The value of f’(x) is zero, the algorithm fails.

If f ’(x) is very small then x1 will be very far from x0.

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Problems with Newton’s Method
- Cycle -

x1=x3=x5

x0=x2=x4

The algorithm cycles between two values x0 and x1

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Newton’s Method for Systems of Non
Linear Equations

Given : X 0 an initial guess of the root of F ( x)  0

Newton' s Iteration
X k 1  X k   F ' ( X k ) F ( X k )
1

 f1 f1 
 x 
 f1 ( x1 , x2 ,...)  x2
 1 
f f 2
F ( X )   f 2 ( x1 , x2 ,...), F '( X )   2 
 x1 x2 
     
 
 

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Example
 Solve the following system of equations:

y  x 2  0.5  x  0
x 2  5 xy  y  0
Initial guess x  1, y  0

 y  x 2  0.5  x   2x 1 1  1 
F  2 , F '    , X0   
 x  5 xy  y  2 x  5 y  5 x  1 0 

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Solution Using Newton’s Method
Iteration 1 :
 y  x 2  0.5  x   0.5  2x 1 1  1 1 
F  2 
    , F '     
 x  5 xy  y   1   2 x  5 y  5 x  1  2  6 
1
1   1 1   0.5 1.25 
X1        1   0.25
0  2  6     
Iteration 2 :
0.0625  1.5 1 
F   , F '  1.25  7.25
 - 0.25   
1
1.25   1.5 1  0.0625 1.2332 
X2       - 0.25   0.2126
 0 . 25  1 . 25  7 . 25     

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 68

Example
Try this
 Solve the following system of equations:

y  x2 1 x  0
x2  2 y2  y  0
Initial guess x  0, y  0

 y  x 2  1  x 2 x  1 1  0 
F  2 , F '    , X0   
 x  2y  y 
2
 2x  4 y  1 0 

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 69

Example
Solution

Iteration 0 1 2 3 4 5
_____________________________________________________________
0   1  0.6  0.5287  0.5257  0.5257
Xk 0  0  0. 2   0.1969   0.1980   0.1980 
           

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 70

 Lectures 10
Secant Method
 Secant Method
 Examples
 Convergence Analysis
Newton’s Method (Review)
Assumption s : f ( x), f ' ( x), x0 are available ,
f ' ( x0 )  0
Newton' s Method new estimate :
f ( xi )
xi 1  xi 
f ' ( xi )
Problem :
f ' ( xi ) is not available,
or difficult to obtain analytical ly.
Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 72
Secant Method

f ( x  h)  f ( x )
f ' ( x) 
h
if xi and xi 1 are two initial points :
f ( xi )  f ( xi 1 )
f ' ( xi ) 
( xi  xi 1 )

f ( xi ) ( xi  xi 1 )
xi 1  xi   xi  f ( xi )
f ( xi )  f ( xi 1 ) f ( xi )  f ( xi 1 )
( xi  xi 1 )
Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 73
73
Secant Method

Assumption s :
Two initial points xi and xi 1
such that f ( xi )  f ( xi 1 )
New estimate (Secant Method) :
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 74

Secant Method

f ( x)  x  2 x  0.5
2

x0  0
x1  1
( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 75

75
Secant Method - Flowchart

x0 , x1 , i  1

( xi  xi 1 )
xi 1  xi  f ( xi ) ;
f ( xi )  f ( xi 1 )
i  i 1

NO Yes
xi 1  xi   Stop

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 76

 Modified Secant Method
In this modified Secant method, only one initial guess is needed :
f ( xi   xi )  f ( xi )
f ' ( xi ) 
 xi

f ( xi )  xi f ( xi )
xi 1  xi   xi 
f ( xi   xi )  f ( xi ) f ( x i   xi )  f ( x i )
 xi
Problem : How to select  ?
If not selected properly, the method may diverge .

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 77

77
Example

50

40

Find the roots of : 30

f ( x)  x 5  x 3  3 20

Initial points 10

x0  1 and x1  1.1 0

-10

with error  0.001 -20

-30

-40
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 78

Example

x(i) f(x(i)) x(i+1) |x(i+1)-x(i)|

-1.0000 1.0000 -1.1000 0.1000

-1.1000 0.0585 -1.1062 0. 0062

-1.1062 0.0102 -1.1052 0.0009

-1.1052 0.0001 -1.1052 0.0000

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 79

79
Convergence Analysis

 The rate of convergence of the Secant method is

super linear:

xi 1  r

 C,   1.62
xi  r
r : root xi : estimate of the root at the i th iteration.
 It is better than Bisection method but not as good as
Newton’s method.

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 80

 Lectures 11
Comparison of Root
Finding Methods

 Advantages/disadvantages
 Examples
Summary

Method Pros Cons

Bisection - Easy, Reliable, Convergent - Slow
- One function evaluation per - Needs an interval [a,b]
iteration containing the root, i.e.,
- No knowledge of derivative is f(a)f(b)<0
needed
Newton - Fast (if near the root) - May diverge
- Two function evaluations per - Needs derivative and an
iteration initial guess x0 such that
f’(x0) is nonzero

Secant - Fast (slower than Newton) - May diverge

- One function evaluation per - Needs two initial points
iteration guess x0, x1 such that
- No knowledge of derivative is f(x0)- f(x1) is nonzero
needed

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 82

Example

Use Secant method to find the root of :

f ( x)  x  x  1
6

Two initial points x0  1 and x1  1.5

( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 83

Solution
_______________________________
k xk f(xk)
_______________________________
0 1.0000 -1.0000
1 1.5000 8.8906
2 1.0506 -0.7062
3 1.0836 -0.4645
4 1.1472 0.1321
5 1.1331 -0.0165
6 1.1347 -0.0005

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 84

Example

Use Newton' s Method to find a root of :

f ( x)  x 3  x  1
Use the initial point : x0  1.
Stop after three iterations , or
if xk 1  xk  0.001, or
if f ( xk )  0.0001.

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 85

Five Iterations of the Solution

 k xk f(xk) f’(xk) ERROR

 ______________________________________
 0 1.0000 -1.0000 2.0000
 1 1.5000 0.8750 5.7500 0.1522
 2 1.3478 0.1007 4.4499 0.0226
 3 1.3252 0.0021 4.2685 0.0005
 4 1.3247 0.0000 4.2646 0.0000
 5 1.3247 0.0000 4.2646 0.0000

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 86

Example

Use Newton' s Method to find a root of :

f ( x)  e  x  x
Use the initial point : x0  1.
Stop after three iterations , or
if xk 1  xk  0.001, or
if f ( xk )  0.0001.

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 87

Example

Use Newton' s Method to find a root of :

f ( x )  e  x  x, f ' ( x )  e  x  1

f ( xk )
xk f ( xk ) f ' ( xk )
f ' ( xk )
1.0000 - 0.6321 - 1.3679 0.4621
0.5379 0.0461 - 1.5840 - 0.0291
0.5670 0.0002 - 1.5672 - 0.0002
0.5671 0.0000 - 1.5671 - 0.0000

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 88

Example

Estimates of the root of: x-cos(x)=0.

0.60000000000000 Initial guess

0.74401731944598 1 correct digit
0.73909047688624 4 correct digits
0.73908513322147 10 correct digits
0.73908513321516 14 correct digits

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 89

Example

In estimating the root of: x-cos(x)=0, to get more than 13

correct digits:

 4 iterations of Newton (x0=0.8)

 43 iterations of Bisection method (initial
interval [0.6, 0.8])
 5 iterations of Secant method
( x0=0.6, x1=0.8)

Technological University of Panama. Inst. Salvador A. Rodriguez G., M. Sc. 90