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Secant M et hod

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Matlab 95 Code
function [p1,y1,err,P] = secant(f,p0,p1,delta,epsilon,max1)
%--------------------------------------------------------------------------%SECANT The secant method is used to locate a root.
% Sample calls
% [p1,y1,err] = secant('f',p0,p1,delta,epsilon,max1)
% [p1,y1,err,P] = secant('f',p0,p1,delta,epsilon,max1)
% Inputs
% f
name of the function
% p0
starting value
% p1
starting value
% delta convergence tolerance for p1
% epsilon convergence tolerance y1
% max1
maximum number of iterations
% Return
% p1
solution: the root
% y1
solution: the function value
% err
error estimate in the solution p1
% P
History vector of the iterations
%
% NUMERICAL METHODS: MATLAB Programs, (c) John H. Mathews 1995
% To accompany the text:
% NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, 1992
% Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A.
% Prentice Hall, Inc.; USA, Canada, Mexico ISBN 0-13-624990-6
% Prentice Hall, International Editions: ISBN 0-13-625047-5
% This free software is compliments of the author.
% E-mail address: in%"mathews@fullerton.edu"
%
% Algorithm 2.6 (Secant Method).
% Section 2.4, Newton-Raphson and Secant Methods, Page 85
%--------------------------------------------------------------------------P(1) = p0;
P(2) = p1;
y0 = feval(f,p0);
y1 = feval(f,p1);
for k=1:max1,
df = (y1-y0)/(p1-p0);
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if df == 0,
dp = 0;
else
dp = y1/df;
end
p2 = p1 - dp;
y2 = feval(f,p2);
err = abs(dp);
relerr = err/(abs(p2)+eps);
p0 = p1;
y0 = y1;
p1 = p2;
y1 = y2;
P = [P,p2];
if (err<delta)|(relerr<delta)|(abs(y2)<epsilon), break, end
end
echo on; clc;
%--------------------------------------------------------------------------%A2_5 MATLAB script file for implementing Algorithm 2.5
%
% NUMERICAL METHODS: MATLAB Programs, (c) John H. Mathews 1995
% To accompany the text:
% NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, 1992
% Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A.
% Prentice Hall, Inc.; USA, Canada, Mexico ISBN 0-13-624990-6
% Prentice Hall, International Editions: ISBN 0-13-625047-5
% This free software is compliments of the author.
% E-mail address: in%"mathews@fullerton.edu"
%
% Algorithm 2.5 (Newton-Raphson Iteration).
% Section 2.4, Newton-Raphson and Secant Methods, Page 84
%--------------------------------------------------------------------------clc; clear all; format long;
%------------------------%
% This program implements the Newton-Raphson method.
%
%
% Define and store the functions f(x) and f'(x)
% in the M-files f.m and df.m respectively.
%
% function y = f(x)
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% y = x.^3 - x - 3;
%
% function y1 = df(x)
% y1 = 3*x.^2 - 1;
pause % Press any key to continue.
clc;
%.......................................................................
% Begin a section which enters the function(s) necessary for the example
% into M-file(s) by executing the diary command in this script file.
% The preferred programming method is not to use these steps.
% One should enter the function(s) into the M-file(s) with an editor.
delete output
delete f.m
diary f.m; disp('function y = f(x)');...
disp('y = x.^3 - x - 3;');...
diary off;
delete df.m
diary df.m; disp('function y1 = df(x)');...
disp('y1 = 3*x.^2 - 1;');...
diary off;
% Remark. f.m, df.m and newton.m are used for Algorithm 2.5
f(0); df(0); % Test for files f.m, df.m
pause % Press any key to see the graph y = f(x).
clc;
%~~~~~~~~~~~~~~~~~~~~~
% Prepare graphics arrays to plot y = f(x).
%~~~~~~~~~~~~~~~~~~~~~
a = -3.0;
b = 3.0;
h = (b-a)/150;
X = a:h:b;
Y = f(X);
clc; figure(1); clf;
%~~~~~~~~~~~~~~~~~~~~~~~
% Begin graphics section
%~~~~~~~~~~~~~~~~~~~~~~~
a = -3.0;
b = 3.0;
c = -10;
d = 10;
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whitebg('w');
plot([a b],[0 0],'b',[0 0],[c d],'b');
axis([a b c d]);
axis(axis);
hold on;
plot(X,Y,'-g');
xlabel('x');
ylabel('y');
title('Graph of y = f(x).');
grid;
hold off;
figure(gcf); pause % Press any key to perform Newton-Raphson iteration.
clc;
%-----------------------------%
% Example, page 79 Use Newton-Raphson iteration for finding
% a zero of the function f(x) = x^3 - x - 3.
%
% Enter the starting value in p0
% Enter the abscissa tolerance in delta
% Enter the ordinate tolerance in epsilon
% Enter the maximum number of iterations in max1
p0 = 2.0;
delta = 1e-12;
epsilon = 1e-12;
max1 = 50;
[p0,y0,err,P] = newton('f','df',p0,delta,epsilon,max1);
pause % Press any key for the list of iterations.
clc;
%~~~~~~~~~~~~~~~~~~~~~
% Prepare arrays to graph and print results.
%~~~~~~~~~~~~~~~~~~~~~
a = 1.6;
b = 2.05;
h = (b-a)/150;
X = a:h:b;
Y = f(X);
max1 = length(P);
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clear Vx Vy
for i = 1:max1,
k1 = 2*i-1;
k2 = 2*i;
Vx(k1) = P(i);
Vy(k1) = 0;
Vx(k2) = P(i);
Vy(k2) = f(P(i));
end
Z0 = zeros(1,length(P));
clc; figure(2); clf;
%~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
% Begin graphics section for the results.
%~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
a = 1.6;
b = 2.05;
c = -0.5;
d = 3.5;
whitebg('w');
plot([a b],[0 0],'b',[0 0],[c d],'b');
axis([a b c d]);
axis(axis);
hold on;
plot(X,Y,'-g',Vx,Vy,'-r',P,Z0,'or');
xlabel('x');
ylabel('y');
title('Graphical analysis for Newton`s method.');
grid;
hold off;
figure(gcf); pause

% Press any key to continue.

% .. .. .. .. ..
% Prepare results
% .. .. .. .. ..
J = 1:max1;
Yp = f(P);
points = [J;P';Yp'];
clc;
%............................................
% Begin section to print the results.
% Diary commands are included which write all
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% the results to the Matlab textfile output

%............................................
Mx1 = 'Iterations for Newton`s method.';
Mx2 = ' k
p(k)
f(p(k))';
Mx3 = 'The solution is:';
Mx4 = 'The error estimate for p is ~ ';
clc,echo off,diary output,...
disp(''),disp(Mx1),disp(''),disp(Mx2),disp(points'),...
disp('Iteration converged quadratically to the root.'),...
disp(''),disp(Mx3),disp(''),disp('p = '),...
disp(p0),disp('f(p) = '),disp(y0),...
disp([Mx4,num2str(err)]),diary off,echo on
pause % Press any key to perform Newton-Raphson iteration.
clc;
%-----------------------------%
% Example, page 79 Use Newton-Raphson iteration for finding
% a zero of the function f(x) = x^3 - x - 3.
%
% Enter the starting value in p0
% Enter the abscissa tolerance in delta
% Enter the ordinate tolerance in epsilon
% Enter the maximum number of iterations in max1
p0 = 0.0;
delta = 1e-12;
epsilon = 1e-12;
max1 = 12;
[p0,y0,err,P] = newton('f','df',p0,delta,epsilon,max1);
pause % Press any key for the list of iterations.
clc;
%~~~~~~~~~~~~~~~~~~~~~
% Prepare arrays to graph and print results.
%~~~~~~~~~~~~~~~~~~~~~
a = -3.5;
b = 0.5;
h = (b-a)/100;
X = a:h:b;
Y = f(X);
max1 = length(P);
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clear Vx Vy
for i = 1:max1,
k1 = 2*i-1;
k2 = 2*i;
Vx(k1) = P(i);
Vy(k1) = 0;
Vx(k2) = P(i);
Vy(k2) = f(P(i));
end
Z0 = zeros(1,length(P));
clc; figure(3); clf;
%~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
% Begin graphics section for the results.
%~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
a = -3.5;
b = 0.5;
c = -30;
d = 5;
whitebg('w');
plot([a b],[0 0],'b',[0 0],[c d],'b');
axis([a b c d]);
axis(axis);
hold on;
plot(X,Y,'-g',Vx,Vy,'-r',P,Z0,'or');
xlabel('x');
ylabel('y');
title('Graphical analysis for Newton`s method.');
grid;
hold off;
figure(gcf); pause % Press any key to continue.
% .. .. .. .. ..
% Prepare results
% .. .. .. .. ..
J = 1:max1;
Yp = f(P);
points = [J;P';Yp'];
clc;
%............................................
% Begin section to print the results.
% Diary commands are included which write all
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% the results to the Matlab textfile output

%............................................
Mx1 = 'Iterations for Newton`s method.';
Mx2 = ' k
p(k)
f(p(k))';
clc,echo off, diary output,...
disp(''),disp(Mx1),disp(''),disp(Mx2),disp(points'),...
disp('Iteration did not occur. This is a case of "cycling."'),...
diary off, echo on

(c) John H. Mathews 2004

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