Dr. Nirav Vyas Numerical Method 1 PDF

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
Introduction
An algebraic function is informally a function that
satisfies a polynomial equation
Introduction
A function which is not algebraic is called a transcendental
function.
Introduction
function.
The values of x which satisfy the equation f (x) = 0 are
called roots of f (x).
Introduction
function.
If f (x) is quadratic, cubic or bi-quadratic expression, then
algebraic formulae are available for getting the solution.
Introduction
function.
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.
Errors
It is never possible to measure anything exactly.
Errors

So in order to make valid conclusions, it is good to make the
error as small as possible.
Errors

The result of any physical measurement has two essential
components :
Errors

components :
i) A numerical value
Errors

components :
i) A numerical value
ii) A degree of uncertainty Or Errors.
Errors
Exact Numbers: There are the numbers in which there is

no uncertainty and no approximation.
Errors

Approximate Numbers: These are the numbers which
represent a certain degree of accuracy but not the exact
value.
Errors

value.
These numbers cannot be represented in terms of finite
number of digits.
Errors

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.
Bisection Method
Consider a continuous function f (x).
Bisection Method
Numbers a < b such that f (a) and f (b) have opposite signs.
Bisection Method
Let f (a) be negative and f (b) be positive for [a, b].
Bisection Method
Then there exists at least one point(root), say x, a < x < b
such that f (x) = 0.
Bisection Method
Now according to Bisection method, bisect the interval [a, b],
a+b
x1 =
(a < x1 < b).
2
Bisection Method
a+b
x1 =
(a < x1 < b).
2
If f (x1 ) = 0 then x1 be the root of the given equation.
Bisection Method
a+b
x1 =
(a < x1 < b).
2
Otherwise the root lies between x1 and b if f (x1 ) < 0.
Bisection Method
a+b
x1 =
(a < x1 < b).
2
OR the root lies between a and x1 if f (x1 ) > 0.
Then again bisect this interval to get next point x2 .
Bisection Method
a+b
x1 =
(a < x1 < b).
2
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.
Bisection Method
Characteristics:
1 This method always slowly converge to a root.
Bisection Method
Characteristics:
2 It gives only one root at a time on the the selection of small
interval near the root.
Bisection Method
Characteristics:
3 In case of the multiple roots of an equation, other initial
interval can be chosen.
Bisection Method
Characteristics:
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, .
Bisection Method- Example
Ex. Find real root of x3 x 1 = 0 correct upto three

decimal places using Bisection method

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

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

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

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

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

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

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

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)

Sol. Let f (x) = x3 x 1 = 0
f (0) = 1 < 0
f (1) = 1 < 0
f (2) = 5 > 0
Now according to Bisection method, the next approximation
is obtained by taking the midpoint of (1, 2)

Sol. Let f (x) = x3 x 1 = 0
f (0) = 1 < 0
f (1) = 1 < 0
f (2) = 5 > 0
1+2
c=
= 1.5, f (1.5) =
2

Sol. Let f (x) = x3 x 1 = 0
f (0) = 1 < 0
f (1) = 1 < 0
f (2) = 5 > 0
1+2
c=
= 1.5, f (1.5) =
2
No. of
iterations
1
(f (a) < 0)
1
(f (b) > 0)
2
c=
a+b
2
1.5
f(c)
(< 0, > 0)
-
Ex. Find real root of x3 4x + 1 = 0 correct upto four

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

three decimal places using Bisection method
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.

guess x0 at A.
The tangent at B cuts the X axis at C which gives first
approximation x1 .

guess x0 at A.
approximation x1 . Thus AB = f (x0 ) and AC = x0 x1

guess x0 at A.
AB
Now ACB = , tan =
AC

guess x0 at A.
AB
Now ACB = , tan =
AC
f
(x
)
0
f 0 (x0 ) =
x0 x1

guess x0 at A.
AB
Now ACB = , tan =
AC
f
(x
)
0
f 0 (x0 ) =
x0 x1
f (x0
f (x0
x0 x1 = 0
x0 0
= x1
f (x0 )
f (x0 )

guess x0 at A.
AB
Now ACB = , tan =
AC
f
(x
)
0
f 0 (x0 ) =
x0 x1
f (x0
f (x0
x0 x1 = 0
x0 0
= x1
f (x0 )
f (x0 )
f (x0 )
x1 = x0 0
f (x0 )

guess x0 at A.
AB
Now ACB = , tan =
AC
f
(x
)
0
f 0 (x0 ) =
x0 x1
f (x0
f (x0
x0 x1 = 0
x0 0
= x1
f (x0 )
f (x0 )
f (x0 )
x1 = x0 0
f (x0 )
f (xn )
In general xn+1 = xn 0
; where n = 0, 1, 2, 3, . . .
f (xn )
Derivation of the NewtonRaphson method.

f(x)
y= f(x)
tan( ) =
f(x0 )
f '( x 0) =
x1
x0
AB
AC
f ( x0 )
x0 x1
x1 = x0
f ( x0 )
f ( x0 )
Newton-Raphson method
f(x)
f(x0 )
x0, f ( x0 )
xn +1 = xn -
f(x 1)
x2
x1
x0
f(xn )
f (xn )
N-R Method:
Advantages:
Converges Fast (if it converges).
Requires only one guess.
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-R Method:(Drawbacks)
Division by zero
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.
Root Jumping
N-R Method
Iterative formula for finding q th root:

1
xq N = 0 i.e. x = N q
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
f 0 (x) = qxq1
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
f 0 (x) = qxq1
Now by N-R method, xn+1 = xn
f (xn )
(xn )q N
=
x
n
f 0 (xn )
q(xn )q1
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
f 0 (x) = qxq1
f (xn )
(xn )q N
=
x
n
f 0 (xn )
q(xn )q1
1
N
= xn xn +
q
q(xn )q1
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
f 0 (x) = qxq1
f (xn )
(xn )q N
=
x
n
f 0 (xn )
q(xn )q1
1
N
= xn xn +
q
q(xn )q1

1
N
xn+1 =
(q 1)xn +
; n = 0, 1, 2, . . .
q
(xn )q1
N-R Method

1
xq N = 0 i.e. x = N q
Let f (x) = xq N
f 0 (x) = qxq1
f (xn )
(xn )q N
=
x
n
f 0 (xn )
q(xn )q1
1
N
= xn xn +
q
q(xn )q1

1
N
xn+1 =
(q 1)xn +
; n = 0, 1, 2, . . .
q
(xn )q1
N-R Method
Iterative formula for finding reciprocal of a positive number

N:
1
1
i.e. N = 0
x=
N
x
1
Let f (x) = N
x
Secant Method
In N-R method two functions f and f 0 are required to be
evaluate per step.
Secant Method
evaluate per step.
Also it requires to evaluate derivative of f and sometimes it is
very complicated to evaluate f 0 .
Secant Method
evaluate per step.
Often it requires a very good initial guess.
Secant Method
evaluate per step.
To overcome these drawbacks, the derivative of f 0 of the function
f (xn1 ) f (xn )
f is approximated as f 0 (xn ) =
xn1 xn
Secant Method
evaluate per step.
f (xn1 ) f (xn )
xn1 xn
Therefore formula of N-R method becomes
Secant Method
evaluate per step.
f (xn1 ) f (xn )
xn1 xn
f (xn )

xn+1 = xn
f (xn1 )f (xn )
xn1 xn
Secant Method
evaluate per step.
f (xn1 ) f (xn )
xn1 xn
f (xn )

xn+1 = xn
f (xn1 )f (xn )
xn1 xn
xn1 xn
f (xn1 ) f (xn )
where n = 1, 2, 3, . . ., f (xn1 ) 6= f (xn )
xn+1 = xn f (xn )
Secant Method
This method requires two initial guesses
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.
Secant Method
Geometrical interpretation of Secant Method:

Consider a continuous function y = f (x)
Secant Method

Draw the straight line through the points (xn , f (xn )) and
(xn1 , f (xn1 ))
Secant Method

(xn1 , f (xn1 ))
Take the xcoordinate of intersection with Xaxis as xn+1
Secant Method

(xn1 , f (xn1 ))
From the figure ABE and DCE are similar triangles.
Secant Method

(xn1 , f (xn1 ))
AB
AE
f (xn )
xn xn+1
Hence
=
=
DC
DE
f (xn1 )
xn1 xn+1
Secant Method

(xn1 , f (xn1 ))
AB
AE
f (xn )
xn xn+1
Hence
=
=
DC
DE
f (xn1 )
xn1 xn+1
xn1 xn
xn+1 = xn f (xn )
f (xn1 ) f (xn )
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 (xn1 ) xn1 f (xn )
xn+1 =
f (xn1 ) f (xn )
Secant Method
General Features:
The secant method is an open method and may not converge.
Secant Method
General Features:
It requires fewer function evaluations.
Secant Method
General Features:
In some problems the secant method will work when Newtons
method does not and vice-versa.
Secant Method
General Features:
The method is usually a bit slower than Newtons method. It is
more rapidly convergent than the bisection method.
Secant Method
General Features:
This method does not require use of the derivative of the
function.
Secant Method
General Features:
This method does not require use of the derivative of the
function.
This method requires only one function evaluation per iteration.
Secant Method
Disadvantages:
There is no guaranteed error bound for the computed value.
Secant Method
Disadvantages:
It is likely to difficulty of f 0 (x) = 0. This means Xaxis is
tangent to the graph of y = f (x)
Secant Method
Disadvantages:
It is likely to difficulty of f 0 (x) = 0. This means Xaxis is
tangent to the graph of y = f (x)
Method may converge very slowly or not at all.

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Numerical Methods

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

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

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

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

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

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

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

It is never possible to measure anything exactly.

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

It is never possible to measure anything exactly.

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

It is never possible to measure anything exactly.

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

It is never possible to measure anything exactly.

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

It is never possible to measure anything exactly.

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

Exact Numbers: There are the numbers in which there is

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

Exact Numbers: There are the numbers in which there is

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

Exact Numbers: There are the numbers in which there is

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

Exact Numbers: There are the numbers in which there is

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example

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

Bisection Method- Example