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03.04 Nonlinear Equations – Secant Method After reading this chapter, you should be able to: 1. Understand how to use the Secant method to solve for the roots of nonlinear equations. What is the Secant method and why would I want to use it versus the Newton- Raphson method? The Newton-Raphson method of solving the nonlinear equation f(x)=0 is given by the recursive formula )f'(x )f(x - = xx i i ii 1+ (1) From the above equation, one of the drawbacks of the Newton-Raphson method is that you have to evaluate the derivative of the function. With availability of symbolic manipulators such as Maple, Mathcad, Mathematica and Matlab, this process has become more convenient. However, it is still can be a 03.04.1 03.04.2 Chapter 03.04 laborious process. To overcome this drawback, the derivative, f’(x) of the function, f(x) is approximated as 1 1 )()()( − − − −=′ ii ii i xx xfxf xf (2) Substituting Equation (2) in (1), gives )()( ))(( 1 1 1 − − + − −−= ii iii ii xfxf xxxfxx . (3) The above equation is called the Secant method. This method now requires two initial guesses, but unlike the bisection method, the two initial guesses do not need to bracket the root of the equation. The Secant method may or may not converge, but when it converges, it converges faster than the Bisection method. However, since the derivative is approximated, it converges slower then Newton- Raphson method. The Secant method can be also derived from geometry shown in Figure (1). Taking two initial guesses, xi and xi-1, one draws a straight line between f(xi) and f(xi-1) passing through the x-axis at xi+1. ABE and DCE are similar triangles. Hence DE DC AE AB = 11 1 1 )()( +− − + − =− ii i ii i xx xf xx xf On rearranging, it gives the secant method as )()( ))(( 1 1 1 − − + − −−= ii iii ii xfxf xxxfxx Nonlinear Equations – Secant Method 03.04.3 f(x) f(xi) f(xi-1) xi+1 xi-1 xi X B C E D A Figure 1: Geometrical representation of the Secant method Example 1 You are working for ‘DOWN THE TOILET COMPANY’ that makes floats for ABC commodes. The ball has a specific gravity of 0.6 and has a radius of 5.5 cm. You are asked to find the distance to which the ball will get submerged when floating in water. 03.04.4 Chapter 03.04 Figure 5. Floating ball problem The equation that gives the depth ‘x’ to which the ball is submerged under water is given by 010993.3165.0 423 =×+− −xx Use the secant method of finding roots of equations to find a) the depth ‘x’ to which the ball is submerged under water. Conduct three iterations to estimate the root of the above equation. b) find the absolute relative approximate error at the end of each iteration, and c) the number of significant digits at least correct at the end of each iteration. Solution ( ) 423 10993.31650 −×+−= x.xxf Let us assume the initial guesses of the root of ( ) 0=xf as 0201 .x =− and 0500 .x = Iteration #1 The estimate of the root is Nonlinear Equations – Secant Method 03.04.5 =1x ( )( )( ) ( )10 100 0 − − − −− xfxf xxxfx ( ) ( )( ) ( )4213142030 10 42 0 3 0 0 10993316501099331650 1099331650 − −− − − − +−−+− −×+−−= x.x.xx.x.x xxx.x.xx ( ) ( ) ( ) ]x....[]x....[ ]..[]x....[. 423423 423 10993302016500201099330501650050 0200501099330501650050050 −− − +−−+− −×+−−= = 0.06461 The absolute relative approximate error, a∈ at the end of iteration #1 is 100 1 01 ×−=∈ x xx a 100 064610 050064610 ×−= . .. %61.22 = The number of significant digits at least correct is 0, as you need an absolute relative approximate error of at less than 5% for one significant digit to be correct in your result. Iteration #2 ( )( ) ( ) ( ) 01 011 12 xfxf xxxfxx − −−= ( ) ( )( ) ( )4203042131 01 42 1 3 1 1 10993316501099331650 1099331650 −− − +−−+− −×+−−= x.x.xx.x.x xxx.x.xx ( ) ( ) ( ) ( ) ]x....[]x....[ ..]x....[. 423423 423 10993305016500501099330646101650064610 050064610109330646101650064610064610 −− − +−−+− −×+−−= 06241.0= The absolute relative approximate error, a∈ at the end of iteration #1 is 03.04.6 Chapter 03.04 100 2 12 ×−=∈ x xx a 100 062410 064610062410 ×−= . .. = 3.525% The number of significant digits at least correct is 1, as you need an absolute relative approximate error of less than 5%. Iteration #3 ( )( ) ( ) ( ) 12 122 23 xfxf xxxfxx − −−= ( ) ( )( ) ( )4213142232 12 42 2 3 2 2 10993316501099331650 1099331650 −− − +−−+− −×+−−= x.x.xx.x.x xxx.x.xx ( ) ( ) ( ) ( ) ]x....[]x....[ ..]x....[. 423423 423 10993306461016500646101099330624101650062410 0646100624101099330624101650062410062410 −− − +−−+− −×+−−= 06238.0= The absolute relative approximate error, a∈ at the end of iteration #1 is 100 3 23 x x xx a −=∈ 100 062380 062410062380 ×−= . .. %0595.0= The number of significant digits at least correct is 1, as you need an absolute relative approximate error is at least 5%. Nonlinear Equations – Secant Method 03.04.7 Table 1: Secant method results as a function of iterations Iteration Number I 1−ix ix 1+ix %a∈ ( )1+ixf 1 2 3 4 0 1 2 3 0.02 0.05 0.06461 0.06241 0.05 0.06461 0.06217 0.06238 0.06461 0.06241 0.06238 0.06238 22.61 3.525 0.0595 3.64x10-4 -1.9812x10-5 -3.2852x10-7 2.0252x10-9 -1.8576x10-12 NONLINEAR EQUATIONS Topic Secant Method for solving Nonlinear Equations. Summary Text book notes of Secant method of finding roots of nonlinear equations, including examples. Major General Engineering Authors Autar Kaw Date June 25, 20072 Web Site http://numericalmethods.eng.usf.edu What is the Secant method and why would I want to use it versus the Newton-Raphson method? Example 1 Solution Iteration #1 Iteration #2 Iteration #3 Table 1: Secant method results as a function of iterations
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