SlideShare ist ein Scribd-Unternehmen logo
1 von 92
Downloaden Sie, um offline zu lesen
Numerical Methods

                  N. B. Vyas


     Department of Mathematics,
 Atmiya Institute of Tech. and Science,
             Rajkot (Guj.)



N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function
  An algebraic function is informally a function that
  satisfies a polynomial equation




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function
  An algebraic function is informally a function that
  satisfies a polynomial equation
  A function which is not algebraic is called a transcendental
  function.




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function
  An algebraic function is informally a function that
  satisfies a polynomial equation
  A function which is not algebraic is called a transcendental
  function.
  The values of x which satisfy the equation f (x) = 0 are
  called roots of f (x).




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function
  An algebraic function is informally a function that
  satisfies a polynomial equation
  A function which is not algebraic is called a transcendental
  function.
  The values of x which satisfy the equation f (x) = 0 are
  called roots of f (x).
  If f (x) is quadratic, cubic or bi-quadratic expression, then
  algebraic formulae are available for getting the solution.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Introduction


  There are two types of functions: (i) Algebraic function and
  (ii) Transcendental function
  An algebraic function is informally a function that
  satisfies a polynomial equation
  A function which is not algebraic is called a transcendental
  function.
  The values of x which satisfy the equation f (x) = 0 are
  called roots of f (x).
  If f (x) is quadratic, cubic or bi-quadratic expression, then
  algebraic formulae are available for getting the solution.
  If f (x) is a higher degree polynomial or transcendental
  function then algebraic methods are not available.


           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors




  It is never possible to measure anything exactly.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors




  It is never possible to measure anything exactly.
  So in order to make valid conclusions, it is good to make the
  error as small as possible.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors




  It is never possible to measure anything exactly.
  So in order to make valid conclusions, it is good to make the
  error as small as possible.
  The result of any physical measurement has two essential
  components :




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors




  It is never possible to measure anything exactly.
  So in order to make valid conclusions, it is good to make the
  error as small as possible.
  The result of any physical measurement has two essential
  components :
  i) A numerical value




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors




  It is never possible to measure anything exactly.
  So in order to make valid conclusions, it is good to make the
  error as small as possible.
  The result of any physical measurement has two essential
  components :
  i) A numerical value
  ii) A degree of uncertainty Or Errors.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors



  Exact Numbers: There are the numbers in which there is
  no uncertainty and no approximation.




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors



  Exact Numbers: There are the numbers in which there is
  no uncertainty and no approximation.
  Approximate Numbers: These are the numbers which
  represent a certain degree of accuracy but not the exact
  value.




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors



  Exact Numbers: There are the numbers in which there is
  no uncertainty and no approximation.
  Approximate Numbers: These are the numbers which
  represent a certain degree of accuracy but not the exact
  value.
  These numbers cannot be represented in terms of finite
  number of digits.




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Errors



  Exact Numbers: There are the numbers in which there is
  no uncertainty and no approximation.
  Approximate Numbers: These are the numbers which
  represent a certain degree of accuracy but not the exact
  value.
  These numbers cannot be represented in terms of finite
  number of digits.
  Significant Digits: It refers to the number of digits in a
  number excluding leading zeros.




          N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.
  Now according to Bisection method, bisect the interval [a, b],
        a+b
  x1 =       (a < x1 < b).
          2




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.
  Now according to Bisection method, bisect the interval [a, b],
         a+b
  x1 =         (a < x1 < b).
            2
  If f (x1 ) = 0 then x1 be the root of the given equation.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.
  Now according to Bisection method, bisect the interval [a, b],
         a+b
  x1 =         (a < x1 < b).
            2
  If f (x1 ) = 0 then x1 be the root of the given equation.
  Otherwise the root lies between x1 and b if f (x1 ) < 0.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.
  Now according to Bisection method, bisect the interval [a, b],
         a+b
  x1 =         (a < x1 < b).
            2
  If f (x1 ) = 0 then x1 be the root of the given equation.
  Otherwise the root lies between x1 and b if f (x1 ) < 0.
  OR the root lies between a and x1 if f (x1 ) > 0.
  Then again bisect this interval to get next point x2 .


           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method

  Consider a continuous function f (x).
  Numbers a < b such that f (a) and f (b) have opposite signs.
  Let f (a) be negative and f (b) be positive for [a, b].
  Then there exists at least one point(root), say x, a < x < b
  such that f (x) = 0.
  Now according to Bisection method, bisect the interval [a, b],
         a+b
  x1 =         (a < x1 < b).
            2
  If f (x1 ) = 0 then x1 be the root of the given equation.
  Otherwise the root lies between x1 and b if f (x1 ) < 0.
  OR the root lies between a and x1 if f (x1 ) > 0.
  Then again bisect this interval to get next point x2 .
  Repeat the above procedure to generate x1 , x2 , . . . till the
  root upto desired accuracy is obtained.
           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method



Characteristics:
 1 This method always slowly converge to a root.




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method



Characteristics:
 1 This method always slowly converge to a root.

 2 It gives only one root at a time on the the selection of small

   interval near the root.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method



Characteristics:
 1 This method always slowly converge to a root.

 2 It gives only one root at a time on the the selection of small

   interval near the root.
 3 In case of the multiple roots of an equation, other initial

   interval can be chosen.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method



Characteristics:
 1 This method always slowly converge to a root.

 2 It gives only one root at a time on the the selection of small

   interval near the root.
 3 In case of the multiple roots of an equation, other initial

   interval can be chosen.
 4 Smallest interval must be selected to obtain immediate

   convergence to the root, .




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example




Ex. Find real root of x3 − x − 1 = 0 correct upto three
    decimal places using Bisection method




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) =




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) =




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) =




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) = 5 > 0




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) = 5 > 0
  ∴ since f (x) is continuous function there must be a root in the
     lying in the interval (1, 2)




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) = 5 > 0
  ∴ since f (x) is continuous function there must be a root in the
     lying in the interval (1, 2)
     Now according to Bisection method, the next approximation
     is obtained by taking the midpoint of (1, 2)




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) = 5 > 0
  ∴ since f (x) is continuous function there must be a root in the
     lying in the interval (1, 2)
     Now according to Bisection method, the next approximation
     is obtained by taking the midpoint of (1, 2)
          1+2
     c=         = 1.5, f (1.5) =
            2




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example

Sol. Let f (x) = x3 − x − 1 = 0
     f (0) = −1 < 0
     f (1) = −1 < 0
     f (2) = 5 > 0
  ∴ since f (x) is continuous function there must be a root in the
     lying in the interval (1, 2)
     Now according to Bisection method, the next approximation
     is obtained by taking the midpoint of (1, 2)
          1+2
     c=         = 1.5, f (1.5) =
            2
                                                         a+b
      No. of            a                b         c=                   f(c)
                                                          2
     iterations   (f (a) < 0)      (f (b) > 0)                     (< 0, > 0)
          1            1                2               1.5            -

               N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example




Ex. Find real root of x3 − 4x + 1 = 0 correct upto four
    decimal places using Bisection method




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Bisection Method- Example




Ex. Find real root of x2 − lnx − 12 = 0 correct upto
    three decimal places using Bisection method




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 .




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1
                              AB
    Now ∠ACB = α, tanα =
                              AC




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1
                              AB
    Now ∠ACB = α, tanα =
                              AC
                 f (x0 )
    ∴ f (x0 ) =
                x0 − x1




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1
                              AB
    Now ∠ACB = α, tanα =
                              AC
                 f (x0 )
    ∴ f (x0 ) =
                x0 − x1
                  f (x0          f (x0
    ∴ x0 − x1 =          ⇒ x0 −         = x1
                 f (x0 )        f (x0 )




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1
                               AB
    Now ∠ACB = α, tanα =
                               AC
                 f (x0 )
    ∴ f (x0 ) =
                x0 − x1
                  f (x0           f (x0
    ∴ x0 − x1 =           ⇒ x0 −         = x1
                 f (x0 )         f (x0 )
                  f (x0 )
    ∴ x1 = x0 −
                 f (x0 )


              N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson Method(N-R Method)
Graphical derivation of the Method:
    Consider the portion of the graph y = f (x) which crosses
    X − axis at R corresponding to the equation f (x) = 0.
    Let B be the point on the curve corresponding to the initial
    guess x0 at A.
    The tangent at B cuts the X − axis at C which gives first
    approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1
                                AB
    Now ∠ACB = α, tanα =
                                AC
                 f (x0 )
    ∴ f (x0 ) =
                x0 − x1
                  f (x0           f (x0
    ∴ x0 − x1 =           ⇒ x0 −         = x1
                 f (x0 )         f (x0 )
                  f (x0 )
    ∴ x1 = x0 −
                 f (x0 )
                             f (xn )
    In general xn+1 = xn −           ; where n = 0, 1, 2, 3, . . .
                             f (xn )
              N.B.V yas − Department of M athematics, AIT S − Rajkot
Derivation of the Newton-
                  Raphson method.
    f(x)

                                  y= f(x)
                                                                  AB
                                                    tan(α ) =
    f(x0 )                              B                         AC

                                                                  f ( x0 )
                                                   f '( x 0) =
                                                                 x0 − x1

                                                                     f ( x0 )
                       R   C α         A              x1 = x0 −
                                              X                      f ′( x0 )
                             x1        x0



4




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Newton-Raphson method

      f(x)




      f(x0 )                                                                     f(xn )
                                                x0, f ( x0 )   xn +1 = xn -
                                                                              f ′ (xn )


    f(x 1)
                                    α
                             x2    x1     x0               X




3




               N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method:




Advantages:
   Converges Fast (if it converges).
   Requires only one guess.




              N.B.V yas − Department of M athematics, AIT S − Rajkot
Drawbacks:
   Divergence at inflection point.
   Selection of the initial guess or an iteration value of the root that
   is close to the inflection point of the function f (x) may start
   diverging away from the root in the Newton-Raphson method.




              N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method:(Drawbacks)


  Division by zero




          N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method:(Drawbacks)
  Results obtained from the N-R method may oscillate about
  the local maximum or minimum without converging on a
  root but converging on the local maximum or minimum.
  For example for f (x) = x2 + 2 = 0 the equation has no real roots.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method:(Drawbacks)

  Root Jumping




         N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                             1
    xq − N = 0 i.e. x = N q




             N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                             1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N




             N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                             1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N
    ∴ f (x) = qxq−1




             N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                             1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N
    ∴ f (x) = qxq−1
                                              f (xn )        (xn )q − N
    Now by N-R method, xn+1 = xn −                    = xn −
                                              f (xn )         q(xn )q−1




             N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                             1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N
    ∴ f (x) = qxq−1
                                              f (xn )        (xn )q − N
    Now by N-R method, xn+1 = xn −                    = xn −
                                              f (xn )         q(xn )q−1
          1        N
    = xn − xn +
          q     q(xn )q−1




             N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                              1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N
    ∴ f (x) = qxq−1
                                               f (xn )        (xn )q − N
    Now by N-R method, xn+1 = xn −                     = xn −
                                               f (xn )         q(xn )q−1
           1        N
    = xn − xn +
           q     q(xn )q−1
           1                 N
    xn+1 =   (q − 1)xn +            ; n = 0, 1, 2, . . .
           q               (xn )q−1




              N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method


Iterative formula for finding q th root:
                              1
    xq − N = 0 i.e. x = N q
    Let f (x) = xq − N
    ∴ f (x) = qxq−1
                                               f (xn )        (xn )q − N
    Now by N-R method, xn+1 = xn −                     = xn −
                                               f (xn )         q(xn )q−1
           1        N
    = xn − xn +
           q     q(xn )q−1
           1                 N
    xn+1 =   (q − 1)xn +            ; n = 0, 1, 2, . . .
           q               (xn )q−1




              N.B.V yas − Department of M athematics, AIT S − Rajkot
N-R Method




Iterative formula for finding reciprocal of a positive number
N:
         1      1
    x=      i.e. − N = 0
        N       x
                1
    Let f (x) = − N
                x




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.
  Also it requires to evaluate derivative of f and sometimes it is
  very complicated to evaluate f .




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.
  Also it requires to evaluate derivative of f and sometimes it is
  very complicated to evaluate f .
  Often it requires a very good initial guess.




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.
  Also it requires to evaluate derivative of f and sometimes it is
  very complicated to evaluate f .
  Often it requires a very good initial guess.
  To overcome these drawbacks, the derivative of f of the function
                                 f (xn−1 ) − f (xn )
  f is approximated as f (xn ) =
                                     xn−1 − xn




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.
  Also it requires to evaluate derivative of f and sometimes it is
  very complicated to evaluate f .
  Often it requires a very good initial guess.
  To overcome these drawbacks, the derivative of f of the function
                                 f (xn−1 ) − f (xn )
  f is approximated as f (xn ) =
                                     xn−1 − xn
  Therefore formula of N-R method becomes




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

  In N-R method two functions f and f are required to be
  evaluate per step.
  Also it requires to evaluate derivative of f and sometimes it is
  very complicated to evaluate f .
  Often it requires a very good initial guess.
  To overcome these drawbacks, the derivative of f of the function
                                 f (xn−1 ) − f (xn )
  f is approximated as f (xn ) =
                                     xn−1 − xn
  Therefore formula of N-R method becomes
                   f (xn )
  xn+1 = xn −
                  f (xn−1 )−f (xn )
                      xn−1 −xn




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method

   In N-R method two functions f and f are required to be
   evaluate per step.
   Also it requires to evaluate derivative of f and sometimes it is
   very complicated to evaluate f .
   Often it requires a very good initial guess.
   To overcome these drawbacks, the derivative of f of the function
                                  f (xn−1 ) − f (xn )
   f is approximated as f (xn ) =
                                      xn−1 − xn
   Therefore formula of N-R method becomes
                    f (xn )
   xn+1 = xn −
                    f (xn−1 )−f (xn )
                        xn−1 −xn
                             xn−1 − xn
 ∴ xn+1 = xn − f (xn )
                         f (xn−1 ) − f (xn )
   where n = 1, 2, 3, . . ., f (xn−1 ) = f (xn )

              N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




  This method requires two initial guesses




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




  This method requires two initial guesses
  The two initial guesses do not need to bracket the root of the
  equation, so it is not classified as a bracketing method.




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)
   Draw the straight line through the points (xn , f (xn )) and
   (xn−1 , f (xn−1 ))




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)
   Draw the straight line through the points (xn , f (xn )) and
   (xn−1 , f (xn−1 ))
   Take the x−coordinate of intersection with X−axis as xn+1




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)
   Draw the straight line through the points (xn , f (xn )) and
   (xn−1 , f (xn−1 ))
   Take the x−coordinate of intersection with X−axis as xn+1
   From the figure ABE and DCE are similar triangles.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)
   Draw the straight line through the points (xn , f (xn )) and
   (xn−1 , f (xn−1 ))
   Take the x−coordinate of intersection with X−axis as xn+1
   From the figure ABE and DCE are similar triangles.
         AB     AE     f (xn )     xn − xn+1
   Hence     =      ⇒           =
         DC     DE    f (xn−1 )   xn−1 − xn+1




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


Geometrical interpretation of Secant Method:
   Consider a continuous function y = f (x)
   Draw the straight line through the points (xn , f (xn )) and
   (xn−1 , f (xn−1 ))
   Take the x−coordinate of intersection with X−axis as xn+1
   From the figure ABE and DCE are similar triangles.
         AB      AE         f (xn )      xn − xn+1
   Hence     =         ⇒             =
         DC      DE        f (xn−1 )   xn−1 − xn+1
                           xn−1 − xn
 ∴ xn+1 = xn − f (xn )
                       f (xn−1 ) − f (xn )




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




NOTE:
  Do not combine the secant formula and write it in the form as
  follows because it has enormous loss of significance errors
          xn f (xn−1 ) − xn−1 f (xn )
  xn+1 =
              f (xn−1 ) − f (xn )




           N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.
   It requires fewer function evaluations.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.
   It requires fewer function evaluations.
   In some problems the secant method will work when Newton’s
   method does not and vice-versa.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.
   It requires fewer function evaluations.
   In some problems the secant method will work when Newton’s
   method does not and vice-versa.
   The method is usually a bit slower than Newton’s method. It is
   more rapidly convergent than the bisection method.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.
   It requires fewer function evaluations.
   In some problems the secant method will work when Newton’s
   method does not and vice-versa.
   The method is usually a bit slower than Newton’s method. It is
   more rapidly convergent than the bisection method.
   This method does not require use of the derivative of the
   function.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method


General Features:
   The secant method is an open method and may not converge.
   It requires fewer function evaluations.
   In some problems the secant method will work when Newton’s
   method does not and vice-versa.
   The method is usually a bit slower than Newton’s method. It is
   more rapidly convergent than the bisection method.
   This method does not require use of the derivative of the
   function.
   This method requires only one function evaluation per iteration.




             N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




Disadvantages:
   There is no guaranteed error bound for the computed value.




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




Disadvantages:
   There is no guaranteed error bound for the computed value.
   It is likely to difficulty of f (x) = 0. This means X−axis is
   tangent to the graph of y = f (x)




            N.B.V yas − Department of M athematics, AIT S − Rajkot
Secant Method




Disadvantages:
   There is no guaranteed error bound for the computed value.
   It is likely to difficulty of f (x) = 0. This means X−axis is
   tangent to the graph of y = f (x)
   Method may converge very slowly or not at all.




            N.B.V yas − Department of M athematics, AIT S − Rajkot

Weitere ähnliche Inhalte

Was ist angesagt?

Roots of Nonlinear Equations - Open Methods
Roots of Nonlinear Equations - Open MethodsRoots of Nonlinear Equations - Open Methods
Roots of Nonlinear Equations - Open MethodsMohammad Tawfik
 
Mechatronics-Introduction to Mechatronics System
Mechatronics-Introduction to Mechatronics SystemMechatronics-Introduction to Mechatronics System
Mechatronics-Introduction to Mechatronics SystemMani Vannan M
 
Micro electro-mechanical-systems-based-sensors
Micro electro-mechanical-systems-based-sensorsMicro electro-mechanical-systems-based-sensors
Micro electro-mechanical-systems-based-sensorsMuhammad Ali Amjad
 
Stability of Control System
Stability of Control SystemStability of Control System
Stability of Control Systemvaibhav jindal
 
Modern Control - Lec 01 - Introduction to Control System
Modern Control - Lec 01 - Introduction to Control SystemModern Control - Lec 01 - Introduction to Control System
Modern Control - Lec 01 - Introduction to Control SystemAmr E. Mohamed
 
Mathematical modelling
Mathematical modellingMathematical modelling
Mathematical modellingSadia Zareen
 
Modern Control - Lec 02 - Mathematical Modeling of Systems
Modern Control - Lec 02 - Mathematical Modeling of SystemsModern Control - Lec 02 - Mathematical Modeling of Systems
Modern Control - Lec 02 - Mathematical Modeling of SystemsAmr E. Mohamed
 
Mathematical modelling
Mathematical modellingMathematical modelling
Mathematical modellingNandiniNandus
 
Applications of differential equations(by Anil.S.Nayak)
Applications of differential equations(by Anil.S.Nayak)Applications of differential equations(by Anil.S.Nayak)
Applications of differential equations(by Anil.S.Nayak)anil7nayak
 
Classical and Modern Control Theory
Classical and Modern Control TheoryClassical and Modern Control Theory
Classical and Modern Control TheoryQazi Ejaz
 
Introduction to Mechatronics, Sensors and Transducers
Introduction to Mechatronics, Sensors and TransducersIntroduction to Mechatronics, Sensors and Transducers
Introduction to Mechatronics, Sensors and Transducerstaruian
 
Applications of Numerical Method
Applications of Numerical Method Applications of Numerical Method
Applications of Numerical Method MdOsmanAzizMinaj
 
Unit 1(part-1)Introduction of mechatronics
Unit 1(part-1)Introduction of mechatronicsUnit 1(part-1)Introduction of mechatronics
Unit 1(part-1)Introduction of mechatronicsswathi1998
 
Mathematical Modeling for Practical Problems
Mathematical Modeling for Practical ProblemsMathematical Modeling for Practical Problems
Mathematical Modeling for Practical ProblemsLiwei Ren任力偉
 
application of numerical method
application of numerical methodapplication of numerical method
application of numerical methodShaikat Saha
 

Was ist angesagt? (20)

Roots of Nonlinear Equations - Open Methods
Roots of Nonlinear Equations - Open MethodsRoots of Nonlinear Equations - Open Methods
Roots of Nonlinear Equations - Open Methods
 
Mems sensor
Mems sensorMems sensor
Mems sensor
 
Mechatronics-Introduction to Mechatronics System
Mechatronics-Introduction to Mechatronics SystemMechatronics-Introduction to Mechatronics System
Mechatronics-Introduction to Mechatronics System
 
Micro electro-mechanical-systems-based-sensors
Micro electro-mechanical-systems-based-sensorsMicro electro-mechanical-systems-based-sensors
Micro electro-mechanical-systems-based-sensors
 
Stability of Control System
Stability of Control SystemStability of Control System
Stability of Control System
 
Applications of numerical methods
Applications of numerical methodsApplications of numerical methods
Applications of numerical methods
 
03 open methods
03 open methods03 open methods
03 open methods
 
real life application in numerical method
real life application in numerical methodreal life application in numerical method
real life application in numerical method
 
Modern Control - Lec 01 - Introduction to Control System
Modern Control - Lec 01 - Introduction to Control SystemModern Control - Lec 01 - Introduction to Control System
Modern Control - Lec 01 - Introduction to Control System
 
Mathematical modelling
Mathematical modellingMathematical modelling
Mathematical modelling
 
Modern Control - Lec 02 - Mathematical Modeling of Systems
Modern Control - Lec 02 - Mathematical Modeling of SystemsModern Control - Lec 02 - Mathematical Modeling of Systems
Modern Control - Lec 02 - Mathematical Modeling of Systems
 
Mathematical modelling
Mathematical modellingMathematical modelling
Mathematical modelling
 
Applications of differential equations(by Anil.S.Nayak)
Applications of differential equations(by Anil.S.Nayak)Applications of differential equations(by Anil.S.Nayak)
Applications of differential equations(by Anil.S.Nayak)
 
Classical and Modern Control Theory
Classical and Modern Control TheoryClassical and Modern Control Theory
Classical and Modern Control Theory
 
Introduction to Mechatronics, Sensors and Transducers
Introduction to Mechatronics, Sensors and TransducersIntroduction to Mechatronics, Sensors and Transducers
Introduction to Mechatronics, Sensors and Transducers
 
Applications of Numerical Method
Applications of Numerical Method Applications of Numerical Method
Applications of Numerical Method
 
Unit 1(part-1)Introduction of mechatronics
Unit 1(part-1)Introduction of mechatronicsUnit 1(part-1)Introduction of mechatronics
Unit 1(part-1)Introduction of mechatronics
 
Control system
Control systemControl system
Control system
 
Mathematical Modeling for Practical Problems
Mathematical Modeling for Practical ProblemsMathematical Modeling for Practical Problems
Mathematical Modeling for Practical Problems
 
application of numerical method
application of numerical methodapplication of numerical method
application of numerical method
 

Andere mochten auch

Material balance Equation
  Material balance Equation  Material balance Equation
Material balance EquationAshfaq Ahmad
 
Process Instrumentation & Control
Process Instrumentation & ControlProcess Instrumentation & Control
Process Instrumentation & ControlZin Eddine Dadach
 
Partial Differential Equation - Notes
Partial Differential Equation - NotesPartial Differential Equation - Notes
Partial Differential Equation - NotesDr. Nirav Vyas
 
Partial differential equations
Partial differential equationsPartial differential equations
Partial differential equationsaman1894
 
Introduction to Reservoir Engineering
Introduction to Reservoir EngineeringIntroduction to Reservoir Engineering
Introduction to Reservoir EngineeringMikeEllingham
 
Numerical Methods - Oridnary Differential Equations - 3
Numerical Methods - Oridnary Differential Equations - 3Numerical Methods - Oridnary Differential Equations - 3
Numerical Methods - Oridnary Differential Equations - 3Dr. Nirav Vyas
 
08 basic material balance eqns
08 basic material balance eqns08 basic material balance eqns
08 basic material balance eqnsMohzez Genesis
 
Introduction to material and energy balance
Introduction to material and energy balanceIntroduction to material and energy balance
Introduction to material and energy balanceMagnusMG
 
Numerical integration
Numerical integrationNumerical integration
Numerical integrationMohammed_AQ
 
Numerical Methods - Oridnary Differential Equations - 2
Numerical Methods - Oridnary Differential Equations - 2Numerical Methods - Oridnary Differential Equations - 2
Numerical Methods - Oridnary Differential Equations - 2Dr. Nirav Vyas
 
Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Dr. Nirav Vyas
 
Introduction of process control
Introduction of process controlIntroduction of process control
Introduction of process controlchemical ppt
 
An Introduction to the Finite Element Method
An Introduction to the Finite Element MethodAn Introduction to the Finite Element Method
An Introduction to the Finite Element MethodMohammad Tawfik
 
partial diffrentialequations
partial diffrentialequationspartial diffrentialequations
partial diffrentialequations8laddu8
 
Industrial process control
Industrial process controlIndustrial process control
Industrial process controlMohamed A Hakim
 
Mass transfer dr auroba
Mass transfer dr aurobaMass transfer dr auroba
Mass transfer dr aurobacbhattr
 

Andere mochten auch (16)

Material balance Equation
  Material balance Equation  Material balance Equation
Material balance Equation
 
Process Instrumentation & Control
Process Instrumentation & ControlProcess Instrumentation & Control
Process Instrumentation & Control
 
Partial Differential Equation - Notes
Partial Differential Equation - NotesPartial Differential Equation - Notes
Partial Differential Equation - Notes
 
Partial differential equations
Partial differential equationsPartial differential equations
Partial differential equations
 
Introduction to Reservoir Engineering
Introduction to Reservoir EngineeringIntroduction to Reservoir Engineering
Introduction to Reservoir Engineering
 
Numerical Methods - Oridnary Differential Equations - 3
Numerical Methods - Oridnary Differential Equations - 3Numerical Methods - Oridnary Differential Equations - 3
Numerical Methods - Oridnary Differential Equations - 3
 
08 basic material balance eqns
08 basic material balance eqns08 basic material balance eqns
08 basic material balance eqns
 
Introduction to material and energy balance
Introduction to material and energy balanceIntroduction to material and energy balance
Introduction to material and energy balance
 
Numerical integration
Numerical integrationNumerical integration
Numerical integration
 
Numerical Methods - Oridnary Differential Equations - 2
Numerical Methods - Oridnary Differential Equations - 2Numerical Methods - Oridnary Differential Equations - 2
Numerical Methods - Oridnary Differential Equations - 2
 
Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1Numerical Methods - Oridnary Differential Equations - 1
Numerical Methods - Oridnary Differential Equations - 1
 
Introduction of process control
Introduction of process controlIntroduction of process control
Introduction of process control
 
An Introduction to the Finite Element Method
An Introduction to the Finite Element MethodAn Introduction to the Finite Element Method
An Introduction to the Finite Element Method
 
partial diffrentialequations
partial diffrentialequationspartial diffrentialequations
partial diffrentialequations
 
Industrial process control
Industrial process controlIndustrial process control
Industrial process control
 
Mass transfer dr auroba
Mass transfer dr aurobaMass transfer dr auroba
Mass transfer dr auroba
 

Ähnlich wie Numerical Methods 1

ICSE Mathematics Formulae Sheet
ICSE Mathematics Formulae SheetICSE Mathematics Formulae Sheet
ICSE Mathematics Formulae Sheetrakesh kushwaha
 
Persistent Homology and Nested Dissection
Persistent Homology and Nested DissectionPersistent Homology and Nested Dissection
Persistent Homology and Nested DissectionDon Sheehy
 
ICSE class X maths booklet with model paper 2015
ICSE class X  maths booklet with model paper 2015ICSE class X  maths booklet with model paper 2015
ICSE class X maths booklet with model paper 2015APEX INSTITUTE
 
Seismic data processing introductory lecture
Seismic data processing introductory lectureSeismic data processing introductory lecture
Seismic data processing introductory lectureAmin khalil
 
Physics 1.3 scalars and vectors
Physics 1.3 scalars and vectorsPhysics 1.3 scalars and vectors
Physics 1.3 scalars and vectorsJohnPaul Kennedy
 
WEEK-4-Piecewise-Function-and-Rational-Function.pptx
WEEK-4-Piecewise-Function-and-Rational-Function.pptxWEEK-4-Piecewise-Function-and-Rational-Function.pptx
WEEK-4-Piecewise-Function-and-Rational-Function.pptxExtremelyDarkness2
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpMaths Assignment Help
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpMaths Assignment Help
 
Algebraic Mathematics of Linear Inequality & System of Linear Inequality
Algebraic Mathematics of Linear Inequality & System of Linear InequalityAlgebraic Mathematics of Linear Inequality & System of Linear Inequality
Algebraic Mathematics of Linear Inequality & System of Linear InequalityJacqueline Chau
 
Lecture 07 graphing linear equations
Lecture 07 graphing linear equationsLecture 07 graphing linear equations
Lecture 07 graphing linear equationsHazel Joy Chong
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpMath Homework Solver
 

Ähnlich wie Numerical Methods 1 (20)

Kinematics-1
Kinematics-1Kinematics-1
Kinematics-1
 
matlab functions
 matlab functions  matlab functions
matlab functions
 
ABC-Gibbs
ABC-GibbsABC-Gibbs
ABC-Gibbs
 
Bisection method
Bisection methodBisection method
Bisection method
 
ICSE Mathematics Formulae Sheet
ICSE Mathematics Formulae SheetICSE Mathematics Formulae Sheet
ICSE Mathematics Formulae Sheet
 
Cg 04-math
Cg 04-mathCg 04-math
Cg 04-math
 
Persistent Homology and Nested Dissection
Persistent Homology and Nested DissectionPersistent Homology and Nested Dissection
Persistent Homology and Nested Dissection
 
ICSE class X maths booklet with model paper 2015
ICSE class X  maths booklet with model paper 2015ICSE class X  maths booklet with model paper 2015
ICSE class X maths booklet with model paper 2015
 
Seismic data processing introductory lecture
Seismic data processing introductory lectureSeismic data processing introductory lecture
Seismic data processing introductory lecture
 
Physics 1.3 scalars and vectors
Physics 1.3 scalars and vectorsPhysics 1.3 scalars and vectors
Physics 1.3 scalars and vectors
 
WEEK-4-Piecewise-Function-and-Rational-Function.pptx
WEEK-4-Piecewise-Function-and-Rational-Function.pptxWEEK-4-Piecewise-Function-and-Rational-Function.pptx
WEEK-4-Piecewise-Function-and-Rational-Function.pptx
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment Help
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment Help
 
1641 vector-matrix
1641 vector-matrix1641 vector-matrix
1641 vector-matrix
 
Algebraic Mathematics of Linear Inequality & System of Linear Inequality
Algebraic Mathematics of Linear Inequality & System of Linear InequalityAlgebraic Mathematics of Linear Inequality & System of Linear Inequality
Algebraic Mathematics of Linear Inequality & System of Linear Inequality
 
lec7.ppt
lec7.pptlec7.ppt
lec7.ppt
 
Lecture 07 graphing linear equations
Lecture 07 graphing linear equationsLecture 07 graphing linear equations
Lecture 07 graphing linear equations
 
Single Variable Calculus Assignment Help
Single Variable Calculus Assignment HelpSingle Variable Calculus Assignment Help
Single Variable Calculus Assignment Help
 
Lecture 3(95)
Lecture 3(95)Lecture 3(95)
Lecture 3(95)
 
1560 mathematics for economists
1560 mathematics for economists1560 mathematics for economists
1560 mathematics for economists
 

Mehr von Dr. Nirav Vyas

Arithmetic Mean, Geometric Mean, Harmonic Mean
Arithmetic Mean, Geometric Mean, Harmonic MeanArithmetic Mean, Geometric Mean, Harmonic Mean
Arithmetic Mean, Geometric Mean, Harmonic MeanDr. Nirav Vyas
 
Geometric progressions
Geometric progressionsGeometric progressions
Geometric progressionsDr. Nirav Vyas
 
Arithmetic progressions
Arithmetic progressionsArithmetic progressions
Arithmetic progressionsDr. Nirav Vyas
 
Curve fitting - Lecture Notes
Curve fitting - Lecture NotesCurve fitting - Lecture Notes
Curve fitting - Lecture NotesDr. Nirav Vyas
 
Trend analysis - Lecture Notes
Trend analysis - Lecture NotesTrend analysis - Lecture Notes
Trend analysis - Lecture NotesDr. Nirav Vyas
 
Basic Concepts of Statistics - Lecture Notes
Basic Concepts of Statistics - Lecture NotesBasic Concepts of Statistics - Lecture Notes
Basic Concepts of Statistics - Lecture NotesDr. Nirav Vyas
 
Numerical Methods - Power Method for Eigen values
Numerical Methods - Power Method for Eigen valuesNumerical Methods - Power Method for Eigen values
Numerical Methods - Power Method for Eigen valuesDr. Nirav Vyas
 
Interpolation with Finite differences
Interpolation with Finite differencesInterpolation with Finite differences
Interpolation with Finite differencesDr. Nirav Vyas
 
Interpolation with unequal interval
Interpolation with unequal intervalInterpolation with unequal interval
Interpolation with unequal intervalDr. Nirav Vyas
 

Mehr von Dr. Nirav Vyas (20)

Reduction forumla
Reduction forumlaReduction forumla
Reduction forumla
 
Arithmetic Mean, Geometric Mean, Harmonic Mean
Arithmetic Mean, Geometric Mean, Harmonic MeanArithmetic Mean, Geometric Mean, Harmonic Mean
Arithmetic Mean, Geometric Mean, Harmonic Mean
 
Geometric progressions
Geometric progressionsGeometric progressions
Geometric progressions
 
Arithmetic progressions
Arithmetic progressionsArithmetic progressions
Arithmetic progressions
 
Combinations
CombinationsCombinations
Combinations
 
Permutation
PermutationPermutation
Permutation
 
Curve fitting - Lecture Notes
Curve fitting - Lecture NotesCurve fitting - Lecture Notes
Curve fitting - Lecture Notes
 
Trend analysis - Lecture Notes
Trend analysis - Lecture NotesTrend analysis - Lecture Notes
Trend analysis - Lecture Notes
 
Basic Concepts of Statistics - Lecture Notes
Basic Concepts of Statistics - Lecture NotesBasic Concepts of Statistics - Lecture Notes
Basic Concepts of Statistics - Lecture Notes
 
Numerical Methods - Power Method for Eigen values
Numerical Methods - Power Method for Eigen valuesNumerical Methods - Power Method for Eigen values
Numerical Methods - Power Method for Eigen values
 
Special functions
Special functionsSpecial functions
Special functions
 
Legendre Function
Legendre FunctionLegendre Function
Legendre Function
 
Laplace Transforms
Laplace TransformsLaplace Transforms
Laplace Transforms
 
Fourier series 3
Fourier series 3Fourier series 3
Fourier series 3
 
Fourier series 2
Fourier series 2Fourier series 2
Fourier series 2
 
Fourier series 1
Fourier series 1Fourier series 1
Fourier series 1
 
Numerical Methods 3
Numerical Methods 3Numerical Methods 3
Numerical Methods 3
 
Interpolation with Finite differences
Interpolation with Finite differencesInterpolation with Finite differences
Interpolation with Finite differences
 
Interpolation with unequal interval
Interpolation with unequal intervalInterpolation with unequal interval
Interpolation with unequal interval
 
Power series
Power seriesPower series
Power series
 

Kürzlich hochgeladen

SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptx
SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptxSKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptx
SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptxAmanpreet Kaur
 
Salient Features of India constitution especially power and functions
Salient Features of India constitution especially power and functionsSalient Features of India constitution especially power and functions
Salient Features of India constitution especially power and functionsKarakKing
 
Application orientated numerical on hev.ppt
Application orientated numerical on hev.pptApplication orientated numerical on hev.ppt
Application orientated numerical on hev.pptRamjanShidvankar
 
Towards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptxTowards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptxJisc
 
Fostering Friendships - Enhancing Social Bonds in the Classroom
Fostering Friendships - Enhancing Social Bonds  in the ClassroomFostering Friendships - Enhancing Social Bonds  in the Classroom
Fostering Friendships - Enhancing Social Bonds in the ClassroomPooky Knightsmith
 
Making communications land - Are they received and understood as intended? we...
Making communications land - Are they received and understood as intended? we...Making communications land - Are they received and understood as intended? we...
Making communications land - Are they received and understood as intended? we...Association for Project Management
 
SOC 101 Demonstration of Learning Presentation
SOC 101 Demonstration of Learning PresentationSOC 101 Demonstration of Learning Presentation
SOC 101 Demonstration of Learning Presentationcamerronhm
 
FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024Elizabeth Walsh
 
Google Gemini An AI Revolution in Education.pptx
Google Gemini An AI Revolution in Education.pptxGoogle Gemini An AI Revolution in Education.pptx
Google Gemini An AI Revolution in Education.pptxDr. Sarita Anand
 
Introduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The BasicsIntroduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The BasicsTechSoup
 
Key note speaker Neum_Admir Softic_ENG.pdf
Key note speaker Neum_Admir Softic_ENG.pdfKey note speaker Neum_Admir Softic_ENG.pdf
Key note speaker Neum_Admir Softic_ENG.pdfAdmir Softic
 
Dyslexia AI Workshop for Slideshare.pptx
Dyslexia AI Workshop for Slideshare.pptxDyslexia AI Workshop for Slideshare.pptx
Dyslexia AI Workshop for Slideshare.pptxcallscotland1987
 
Unit-V; Pricing (Pharma Marketing Management).pptx
Unit-V; Pricing (Pharma Marketing Management).pptxUnit-V; Pricing (Pharma Marketing Management).pptx
Unit-V; Pricing (Pharma Marketing Management).pptxVishalSingh1417
 
Sociology 101 Demonstration of Learning Exhibit
Sociology 101 Demonstration of Learning ExhibitSociology 101 Demonstration of Learning Exhibit
Sociology 101 Demonstration of Learning Exhibitjbellavia9
 
1029-Danh muc Sach Giao Khoa khoi 6.pdf
1029-Danh muc Sach Giao Khoa khoi  6.pdf1029-Danh muc Sach Giao Khoa khoi  6.pdf
1029-Danh muc Sach Giao Khoa khoi 6.pdfQucHHunhnh
 
Kodo Millet PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...
Kodo Millet  PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...Kodo Millet  PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...
Kodo Millet PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...pradhanghanshyam7136
 
Vishram Singh - Textbook of Anatomy Upper Limb and Thorax.. Volume 1 (1).pdf
Vishram Singh - Textbook of Anatomy  Upper Limb and Thorax.. Volume 1 (1).pdfVishram Singh - Textbook of Anatomy  Upper Limb and Thorax.. Volume 1 (1).pdf
Vishram Singh - Textbook of Anatomy Upper Limb and Thorax.. Volume 1 (1).pdfssuserdda66b
 
Micro-Scholarship, What it is, How can it help me.pdf
Micro-Scholarship, What it is, How can it help me.pdfMicro-Scholarship, What it is, How can it help me.pdf
Micro-Scholarship, What it is, How can it help me.pdfPoh-Sun Goh
 
ICT Role in 21st Century Education & its Challenges.pptx
ICT Role in 21st Century Education & its Challenges.pptxICT Role in 21st Century Education & its Challenges.pptx
ICT Role in 21st Century Education & its Challenges.pptxAreebaZafar22
 

Kürzlich hochgeladen (20)

SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptx
SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptxSKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptx
SKILL OF INTRODUCING THE LESSON MICRO SKILLS.pptx
 
Salient Features of India constitution especially power and functions
Salient Features of India constitution especially power and functionsSalient Features of India constitution especially power and functions
Salient Features of India constitution especially power and functions
 
Application orientated numerical on hev.ppt
Application orientated numerical on hev.pptApplication orientated numerical on hev.ppt
Application orientated numerical on hev.ppt
 
Towards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptxTowards a code of practice for AI in AT.pptx
Towards a code of practice for AI in AT.pptx
 
Fostering Friendships - Enhancing Social Bonds in the Classroom
Fostering Friendships - Enhancing Social Bonds  in the ClassroomFostering Friendships - Enhancing Social Bonds  in the Classroom
Fostering Friendships - Enhancing Social Bonds in the Classroom
 
Making communications land - Are they received and understood as intended? we...
Making communications land - Are they received and understood as intended? we...Making communications land - Are they received and understood as intended? we...
Making communications land - Are they received and understood as intended? we...
 
SOC 101 Demonstration of Learning Presentation
SOC 101 Demonstration of Learning PresentationSOC 101 Demonstration of Learning Presentation
SOC 101 Demonstration of Learning Presentation
 
FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024FSB Advising Checklist - Orientation 2024
FSB Advising Checklist - Orientation 2024
 
Google Gemini An AI Revolution in Education.pptx
Google Gemini An AI Revolution in Education.pptxGoogle Gemini An AI Revolution in Education.pptx
Google Gemini An AI Revolution in Education.pptx
 
Introduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The BasicsIntroduction to Nonprofit Accounting: The Basics
Introduction to Nonprofit Accounting: The Basics
 
Key note speaker Neum_Admir Softic_ENG.pdf
Key note speaker Neum_Admir Softic_ENG.pdfKey note speaker Neum_Admir Softic_ENG.pdf
Key note speaker Neum_Admir Softic_ENG.pdf
 
Dyslexia AI Workshop for Slideshare.pptx
Dyslexia AI Workshop for Slideshare.pptxDyslexia AI Workshop for Slideshare.pptx
Dyslexia AI Workshop for Slideshare.pptx
 
Unit-V; Pricing (Pharma Marketing Management).pptx
Unit-V; Pricing (Pharma Marketing Management).pptxUnit-V; Pricing (Pharma Marketing Management).pptx
Unit-V; Pricing (Pharma Marketing Management).pptx
 
Sociology 101 Demonstration of Learning Exhibit
Sociology 101 Demonstration of Learning ExhibitSociology 101 Demonstration of Learning Exhibit
Sociology 101 Demonstration of Learning Exhibit
 
1029-Danh muc Sach Giao Khoa khoi 6.pdf
1029-Danh muc Sach Giao Khoa khoi  6.pdf1029-Danh muc Sach Giao Khoa khoi  6.pdf
1029-Danh muc Sach Giao Khoa khoi 6.pdf
 
Kodo Millet PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...
Kodo Millet  PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...Kodo Millet  PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...
Kodo Millet PPT made by Ghanshyam bairwa college of Agriculture kumher bhara...
 
Mehran University Newsletter Vol-X, Issue-I, 2024
Mehran University Newsletter Vol-X, Issue-I, 2024Mehran University Newsletter Vol-X, Issue-I, 2024
Mehran University Newsletter Vol-X, Issue-I, 2024
 
Vishram Singh - Textbook of Anatomy Upper Limb and Thorax.. Volume 1 (1).pdf
Vishram Singh - Textbook of Anatomy  Upper Limb and Thorax.. Volume 1 (1).pdfVishram Singh - Textbook of Anatomy  Upper Limb and Thorax.. Volume 1 (1).pdf
Vishram Singh - Textbook of Anatomy Upper Limb and Thorax.. Volume 1 (1).pdf
 
Micro-Scholarship, What it is, How can it help me.pdf
Micro-Scholarship, What it is, How can it help me.pdfMicro-Scholarship, What it is, How can it help me.pdf
Micro-Scholarship, What it is, How can it help me.pdf
 
ICT Role in 21st Century Education & its Challenges.pptx
ICT Role in 21st Century Education & its Challenges.pptxICT Role in 21st Century Education & its Challenges.pptx
ICT Role in 21st Century Education & its Challenges.pptx
 

Numerical Methods 1

  • 1. Numerical Methods N. B. Vyas Department of Mathematics, Atmiya Institute of Tech. and Science, Rajkot (Guj.) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 2. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 3. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function An algebraic function is informally a function that satisfies a polynomial equation N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 4. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function An algebraic function is informally a function that satisfies a polynomial equation A function which is not algebraic is called a transcendental function. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 5. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function An algebraic function is informally a function that satisfies a polynomial equation A function which is not algebraic is called a transcendental function. The values of x which satisfy the equation f (x) = 0 are called roots of f (x). N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 6. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function An algebraic function is informally a function that satisfies a polynomial equation A function which is not algebraic is called a transcendental function. The values of x which satisfy the equation f (x) = 0 are called roots of f (x). If f (x) is quadratic, cubic or bi-quadratic expression, then algebraic formulae are available for getting the solution. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 7. Introduction There are two types of functions: (i) Algebraic function and (ii) Transcendental function An algebraic function is informally a function that satisfies a polynomial equation A function which is not algebraic is called a transcendental function. The values of x which satisfy the equation f (x) = 0 are called roots of f (x). If f (x) is quadratic, cubic or bi-quadratic expression, then algebraic formulae are available for getting the solution. If f (x) is a higher degree polynomial or transcendental function then algebraic methods are not available. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 8. Errors It is never possible to measure anything exactly. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 9. Errors It is never possible to measure anything exactly. So in order to make valid conclusions, it is good to make the error as small as possible. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 10. Errors It is never possible to measure anything exactly. So in order to make valid conclusions, it is good to make the error as small as possible. The result of any physical measurement has two essential components : N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 11. Errors It is never possible to measure anything exactly. So in order to make valid conclusions, it is good to make the error as small as possible. The result of any physical measurement has two essential components : i) A numerical value N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 12. Errors It is never possible to measure anything exactly. So in order to make valid conclusions, it is good to make the error as small as possible. The result of any physical measurement has two essential components : i) A numerical value ii) A degree of uncertainty Or Errors. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 13. Errors Exact Numbers: There are the numbers in which there is no uncertainty and no approximation. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 14. Errors Exact Numbers: There are the numbers in which there is no uncertainty and no approximation. Approximate Numbers: These are the numbers which represent a certain degree of accuracy but not the exact value. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 15. Errors Exact Numbers: There are the numbers in which there is no uncertainty and no approximation. Approximate Numbers: These are the numbers which represent a certain degree of accuracy but not the exact value. These numbers cannot be represented in terms of finite number of digits. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 16. Errors Exact Numbers: There are the numbers in which there is no uncertainty and no approximation. Approximate Numbers: These are the numbers which represent a certain degree of accuracy but not the exact value. These numbers cannot be represented in terms of finite number of digits. Significant Digits: It refers to the number of digits in a number excluding leading zeros. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 17. Bisection Method Consider a continuous function f (x). N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 18. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 19. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 20. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 21. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. Now according to Bisection method, bisect the interval [a, b], a+b x1 = (a < x1 < b). 2 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 22. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. Now according to Bisection method, bisect the interval [a, b], a+b x1 = (a < x1 < b). 2 If f (x1 ) = 0 then x1 be the root of the given equation. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 23. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. Now according to Bisection method, bisect the interval [a, b], a+b x1 = (a < x1 < b). 2 If f (x1 ) = 0 then x1 be the root of the given equation. Otherwise the root lies between x1 and b if f (x1 ) < 0. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 24. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. Now according to Bisection method, bisect the interval [a, b], a+b x1 = (a < x1 < b). 2 If f (x1 ) = 0 then x1 be the root of the given equation. Otherwise the root lies between x1 and b if f (x1 ) < 0. OR the root lies between a and x1 if f (x1 ) > 0. Then again bisect this interval to get next point x2 . N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 25. Bisection Method Consider a continuous function f (x). Numbers a < b such that f (a) and f (b) have opposite signs. Let f (a) be negative and f (b) be positive for [a, b]. Then there exists at least one point(root), say x, a < x < b such that f (x) = 0. Now according to Bisection method, bisect the interval [a, b], a+b x1 = (a < x1 < b). 2 If f (x1 ) = 0 then x1 be the root of the given equation. Otherwise the root lies between x1 and b if f (x1 ) < 0. OR the root lies between a and x1 if f (x1 ) > 0. Then again bisect this interval to get next point x2 . Repeat the above procedure to generate x1 , x2 , . . . till the root upto desired accuracy is obtained. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 26. Bisection Method Characteristics: 1 This method always slowly converge to a root. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 27. Bisection Method Characteristics: 1 This method always slowly converge to a root. 2 It gives only one root at a time on the the selection of small interval near the root. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 28. Bisection Method Characteristics: 1 This method always slowly converge to a root. 2 It gives only one root at a time on the the selection of small interval near the root. 3 In case of the multiple roots of an equation, other initial interval can be chosen. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 29. Bisection Method Characteristics: 1 This method always slowly converge to a root. 2 It gives only one root at a time on the the selection of small interval near the root. 3 In case of the multiple roots of an equation, other initial interval can be chosen. 4 Smallest interval must be selected to obtain immediate convergence to the root, . N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 30. Bisection Method- Example Ex. Find real root of x3 − x − 1 = 0 correct upto three decimal places using Bisection method N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 31. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 32. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 33. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 34. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 35. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 36. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 37. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = 5 > 0 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 38. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = 5 > 0 ∴ since f (x) is continuous function there must be a root in the lying in the interval (1, 2) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 39. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = 5 > 0 ∴ since f (x) is continuous function there must be a root in the lying in the interval (1, 2) Now according to Bisection method, the next approximation is obtained by taking the midpoint of (1, 2) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 40. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = 5 > 0 ∴ since f (x) is continuous function there must be a root in the lying in the interval (1, 2) Now according to Bisection method, the next approximation is obtained by taking the midpoint of (1, 2) 1+2 c= = 1.5, f (1.5) = 2 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 41. Bisection Method- Example Sol. Let f (x) = x3 − x − 1 = 0 f (0) = −1 < 0 f (1) = −1 < 0 f (2) = 5 > 0 ∴ since f (x) is continuous function there must be a root in the lying in the interval (1, 2) Now according to Bisection method, the next approximation is obtained by taking the midpoint of (1, 2) 1+2 c= = 1.5, f (1.5) = 2 a+b No. of a b c= f(c) 2 iterations (f (a) < 0) (f (b) > 0) (< 0, > 0) 1 1 2 1.5 - N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 42. Bisection Method- Example Ex. Find real root of x3 − 4x + 1 = 0 correct upto four decimal places using Bisection method N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 43. Bisection Method- Example Ex. Find real root of x2 − lnx − 12 = 0 correct upto three decimal places using Bisection method N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 44. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 45. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 46. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 47. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 48. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 AB Now ∠ACB = α, tanα = AC N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 49. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 AB Now ∠ACB = α, tanα = AC f (x0 ) ∴ f (x0 ) = x0 − x1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 50. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 AB Now ∠ACB = α, tanα = AC f (x0 ) ∴ f (x0 ) = x0 − x1 f (x0 f (x0 ∴ x0 − x1 = ⇒ x0 − = x1 f (x0 ) f (x0 ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 51. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 AB Now ∠ACB = α, tanα = AC f (x0 ) ∴ f (x0 ) = x0 − x1 f (x0 f (x0 ∴ x0 − x1 = ⇒ x0 − = x1 f (x0 ) f (x0 ) f (x0 ) ∴ x1 = x0 − f (x0 ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 52. Newton-Raphson Method(N-R Method) Graphical derivation of the Method: Consider the portion of the graph y = f (x) which crosses X − axis at R corresponding to the equation f (x) = 0. Let B be the point on the curve corresponding to the initial guess x0 at A. The tangent at B cuts the X − axis at C which gives first approximation x1 . Thus AB = f (x0 ) and AC = x0 − x1 AB Now ∠ACB = α, tanα = AC f (x0 ) ∴ f (x0 ) = x0 − x1 f (x0 f (x0 ∴ x0 − x1 = ⇒ x0 − = x1 f (x0 ) f (x0 ) f (x0 ) ∴ x1 = x0 − f (x0 ) f (xn ) In general xn+1 = xn − ; where n = 0, 1, 2, 3, . . . f (xn ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 53. Derivation of the Newton- Raphson method. f(x) y= f(x) AB tan(α ) = f(x0 ) B AC f ( x0 ) f '( x 0) = x0 − x1 f ( x0 ) R C α A x1 = x0 − X f ′( x0 ) x1 x0 4 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 54. Newton-Raphson method f(x) f(x0 ) f(xn )  x0, f ( x0 ) xn +1 = xn -   f ′ (xn ) f(x 1) α x2 x1 x0 X 3 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 55. N-R Method: Advantages: Converges Fast (if it converges). Requires only one guess. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 56. Drawbacks: Divergence at inflection point. Selection of the initial guess or an iteration value of the root that is close to the inflection point of the function f (x) may start diverging away from the root in the Newton-Raphson method. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 57. N-R Method:(Drawbacks) Division by zero N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 58. N-R Method:(Drawbacks) Results obtained from the N-R method may oscillate about the local maximum or minimum without converging on a root but converging on the local maximum or minimum. For example for f (x) = x2 + 2 = 0 the equation has no real roots. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 59. N-R Method:(Drawbacks) Root Jumping N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 60. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 61. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 62. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N ∴ f (x) = qxq−1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 63. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N ∴ f (x) = qxq−1 f (xn ) (xn )q − N Now by N-R method, xn+1 = xn − = xn − f (xn ) q(xn )q−1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 64. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N ∴ f (x) = qxq−1 f (xn ) (xn )q − N Now by N-R method, xn+1 = xn − = xn − f (xn ) q(xn )q−1 1 N = xn − xn + q q(xn )q−1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 65. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N ∴ f (x) = qxq−1 f (xn ) (xn )q − N Now by N-R method, xn+1 = xn − = xn − f (xn ) q(xn )q−1 1 N = xn − xn + q q(xn )q−1 1 N xn+1 = (q − 1)xn + ; n = 0, 1, 2, . . . q (xn )q−1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 66. N-R Method Iterative formula for finding q th root: 1 xq − N = 0 i.e. x = N q Let f (x) = xq − N ∴ f (x) = qxq−1 f (xn ) (xn )q − N Now by N-R method, xn+1 = xn − = xn − f (xn ) q(xn )q−1 1 N = xn − xn + q q(xn )q−1 1 N xn+1 = (q − 1)xn + ; n = 0, 1, 2, . . . q (xn )q−1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 67. N-R Method Iterative formula for finding reciprocal of a positive number N: 1 1 x= i.e. − N = 0 N x 1 Let f (x) = − N x N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 68. Secant Method In N-R method two functions f and f are required to be evaluate per step. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 69. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 70. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . Often it requires a very good initial guess. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 71. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . Often it requires a very good initial guess. To overcome these drawbacks, the derivative of f of the function f (xn−1 ) − f (xn ) f is approximated as f (xn ) = xn−1 − xn N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 72. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . Often it requires a very good initial guess. To overcome these drawbacks, the derivative of f of the function f (xn−1 ) − f (xn ) f is approximated as f (xn ) = xn−1 − xn Therefore formula of N-R method becomes N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 73. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . Often it requires a very good initial guess. To overcome these drawbacks, the derivative of f of the function f (xn−1 ) − f (xn ) f is approximated as f (xn ) = xn−1 − xn Therefore formula of N-R method becomes f (xn ) xn+1 = xn − f (xn−1 )−f (xn ) xn−1 −xn N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 74. Secant Method In N-R method two functions f and f are required to be evaluate per step. Also it requires to evaluate derivative of f and sometimes it is very complicated to evaluate f . Often it requires a very good initial guess. To overcome these drawbacks, the derivative of f of the function f (xn−1 ) − f (xn ) f is approximated as f (xn ) = xn−1 − xn Therefore formula of N-R method becomes f (xn ) xn+1 = xn − f (xn−1 )−f (xn ) xn−1 −xn xn−1 − xn ∴ xn+1 = xn − f (xn ) f (xn−1 ) − f (xn ) where n = 1, 2, 3, . . ., f (xn−1 ) = f (xn ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 75. Secant Method This method requires two initial guesses N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 76. Secant Method This method requires two initial guesses The two initial guesses do not need to bracket the root of the equation, so it is not classified as a bracketing method. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 77. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 78. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) Draw the straight line through the points (xn , f (xn )) and (xn−1 , f (xn−1 )) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 79. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) Draw the straight line through the points (xn , f (xn )) and (xn−1 , f (xn−1 )) Take the x−coordinate of intersection with X−axis as xn+1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 80. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) Draw the straight line through the points (xn , f (xn )) and (xn−1 , f (xn−1 )) Take the x−coordinate of intersection with X−axis as xn+1 From the figure ABE and DCE are similar triangles. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 81. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) Draw the straight line through the points (xn , f (xn )) and (xn−1 , f (xn−1 )) Take the x−coordinate of intersection with X−axis as xn+1 From the figure ABE and DCE are similar triangles. AB AE f (xn ) xn − xn+1 Hence = ⇒ = DC DE f (xn−1 ) xn−1 − xn+1 N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 82. Secant Method Geometrical interpretation of Secant Method: Consider a continuous function y = f (x) Draw the straight line through the points (xn , f (xn )) and (xn−1 , f (xn−1 )) Take the x−coordinate of intersection with X−axis as xn+1 From the figure ABE and DCE are similar triangles. AB AE f (xn ) xn − xn+1 Hence = ⇒ = DC DE f (xn−1 ) xn−1 − xn+1 xn−1 − xn ∴ xn+1 = xn − f (xn ) f (xn−1 ) − f (xn ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 83. Secant Method NOTE: Do not combine the secant formula and write it in the form as follows because it has enormous loss of significance errors xn f (xn−1 ) − xn−1 f (xn ) xn+1 = f (xn−1 ) − f (xn ) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 84. Secant Method General Features: The secant method is an open method and may not converge. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 85. Secant Method General Features: The secant method is an open method and may not converge. It requires fewer function evaluations. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 86. Secant Method General Features: The secant method is an open method and may not converge. It requires fewer function evaluations. In some problems the secant method will work when Newton’s method does not and vice-versa. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 87. Secant Method General Features: The secant method is an open method and may not converge. It requires fewer function evaluations. In some problems the secant method will work when Newton’s method does not and vice-versa. The method is usually a bit slower than Newton’s method. It is more rapidly convergent than the bisection method. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 88. Secant Method General Features: The secant method is an open method and may not converge. It requires fewer function evaluations. In some problems the secant method will work when Newton’s method does not and vice-versa. The method is usually a bit slower than Newton’s method. It is more rapidly convergent than the bisection method. This method does not require use of the derivative of the function. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 89. Secant Method General Features: The secant method is an open method and may not converge. It requires fewer function evaluations. In some problems the secant method will work when Newton’s method does not and vice-versa. The method is usually a bit slower than Newton’s method. It is more rapidly convergent than the bisection method. This method does not require use of the derivative of the function. This method requires only one function evaluation per iteration. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 90. Secant Method Disadvantages: There is no guaranteed error bound for the computed value. N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 91. Secant Method Disadvantages: There is no guaranteed error bound for the computed value. It is likely to difficulty of f (x) = 0. This means X−axis is tangent to the graph of y = f (x) N.B.V yas − Department of M athematics, AIT S − Rajkot
  • 92. Secant Method Disadvantages: There is no guaranteed error bound for the computed value. It is likely to difficulty of f (x) = 0. This means X−axis is tangent to the graph of y = f (x) Method may converge very slowly or not at all. N.B.V yas − Department of M athematics, AIT S − Rajkot