Lecture 4

Solution of Nonlinear Equations

( Root Finding Problems )
 Definitions
 Classification of Methods
 Analytical Solutions
 Graphical Methods
 Numerical Methods
 Bracketing Methods
 Open Methods
 Convergence Notations

1
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.

2
Roots of Equations
A number r that satisfies an equation is called a
root of the equation.
The equation : x 4  3x 3  7 x 2  15 x  18
has four roots :  2, 3, 3 , and  1 .
i.e., x 4  3x 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 multiplicity  2.

3
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).

4
Graphical Interpretation of Zeros

 The real zeros of a

f(x)
function f(x) are the
values of x at which
the graph of the
function crosses (or
touches) the x-axis.

Real zeros of f(x)

5
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)

6
Multiple Zeros

f ( x)  x  1
2

f ( x)  x  1  x  2 x  1
2 2

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

7
Multiple Zeros
f ( x)  x 3

f ( x)  x 3

has a zero with muliplicity  3 at x  0

8
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.

9
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)

10
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

11
Analytical Methods
Analytical Solutions are available for special
equations only.

Analytical solution of : a x 2  b x  c  0
 b  b 2  4ac
roots 
2a

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

12
Graphical Methods
 Graphical methods are useful to provide an
initial guess to be used by other methods.

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

root  0.6
1 2

13
Numerical Methods
Many methods are available to solve nonlinear
equations:
 Bisection Method
 Newton’s Method
 Secant Method
 False position Method
 Muller’s Method
 Bairstow’s Method
 Fixed point iterations
 ……….

14
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

15
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.

16
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

17
 Bisection Method
 The Bisection Algorithm
 Convergence Analysis of Bisection Method
 Examples

18
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.
19
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 a b
different signs then the
function has at least one zero f(b)
in the interval [a,b].

20
 Examples
 If f(a) and f(b) have the
same sign, the function
may have an even
number of real zeros or a b
no real zeros in the
interval [a, b].
The function has four real zeros
 Bisection method can
not be used in these
cases.
a b
The function has no real zeros

21
Two More Examples
 If f(a) and f(b) have
different signs, the
function has at least
one real zero.
a b

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

22
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.

23
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.

24
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) a
3. If f(a)f(c) < 0 then new interval [a, c]
If f(a)f(c) > 0 then new interval [c, b] f(b)
End loop

25
Bisection Method

b0
a0 a1 a2

26
Example
+ + -

+ - -

+ + -

27
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

28
Example
Can you use Bisection method to find a zero of :
f ( x)  x 3  3x  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

29
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

30
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?

31
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

32
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?

33
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

34
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)
35
Convergence Analysis – Alternative Form

log(b  a )  log( )
n
log(2)

 width of initial interval  ba

n  log2    log2  
 desired error    

36
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

37
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 ?

38
CISE301_Topic2 39
Bisection Method
Initial Interval

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

Error < 0.2
a =0.5 c= 0.7 b= 0.9

40
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

41
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

42
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

43
A Matlab Program of Bisection Method
a=.5; b=.9; c=
u=a-cos(a); 0.7000
fc =
v=b-cos(b);
-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
44
Example
Find the root of:

f ( x)  x 3  3x  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

45
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

46
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

47
Newton-Raphson Method
 Assumptions
 Interpretation
 Examples
 Convergence Analysis

48
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 x0 such that f’(x0)≠0 is given

49
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.

50
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 )
51
Newton’s Method
Given f ( x), f ' ( x), x0 C FORTRAN PROGRAM
Assumpution 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

52
Newton’s Method
Given f ( x), f ' ( x), x0 F.m
function [ F ]  F ( X )
F  X ^3  3 * X ^ 2  1
Assumption f ' ( x0 )  0
______________________ function [ FP]  FP ( X )
for i  0 : n FP.m
FP  3 * X ^ 2  6 * X
f ( xi )
xi 1  xi  % MATLAB PROGRAM
f ' ( xi ) X 4
end for i  1 : 5
X  X  F ( X ) / FP ( X )
end

53
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

54
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

55
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 

56
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.

57
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.

58
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
59
Problems with Newton’s Method
- Runaway -

x0 x1

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

60
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.
61
Problems with Newton’s Method
- Cycle -

x1=x3=x5

x0=x2=x4

The algorithm cycles between two values x0 and x1

62
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 2 f 2
F ( X )   f 2 ( x1 , x2 ,...), F '(X )   
 x1 x2 
     
 
 
63
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

64
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    

65
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 

66
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 
           

67
 Secant Method
 Secant Method
 Examples
 Convergence Analysis

68
Newton’s Method (Review)
Assumptions : 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 analytically.
69
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 )
70
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 )
71
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 )

72
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

73
 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 ( xi   xi )  f ( xi )
 xi
Problem : How to select  ?
If not selected properly, the method may diverge .

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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

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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

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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.

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 Comparison of Root
Finding Methods

 Advantages/disadvantages
 Examples

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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

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Example

Use Secant method to find the root of :

f ( x)  x 6  x  1
Two initial points x0  1 and x1  1.5

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

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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

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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.

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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

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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.

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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

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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

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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)

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