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Numerical Lecture 3 Root Finding

The document discusses two root-finding methods: the bisection method and the false-position method. The bisection method uses interval bisection to narrow down the range containing the root, while the false-position method interpolates between points to choose a new approximation for the root. Both methods are iterative and aim to reduce the interval size or change in endpoints to within a tolerance to converge on the root. The false-position method can converge faster than bisection when linear interpolation is valid but may perform worse on highly nonlinear functions.

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0% found this document useful (0 votes)
115 views30 pages

Numerical Lecture 3 Root Finding

The document discusses two root-finding methods: the bisection method and the false-position method. The bisection method uses interval bisection to narrow down the range containing the root, while the false-position method interpolates between points to choose a new approximation for the root. Both methods are iterative and aim to reduce the interval size or change in endpoints to within a tolerance to converge on the root. The false-position method can converge faster than bisection when linear interpolation is valid but may perform worse on highly nonlinear functions.

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• Bisection method

• False-position method

1
2
Root Finding
The root of a function f(x) (f:R → R) is simply some value r for which the function
is zero, that is, f(r) = 0.
This topic is broken into two major sub-problems:
Finding the root of a real-valued function of a single variable, and 1.
Finding the root of a vector-valued function of a many variables. 2.
There are five techniques which may be used to find the root of a univariate
(single variable) function:
• Bisection method
• False-position method
• Newton's method
• Secant method
• Fixed point iteration
Given a vector-valued multivariate function f(x) (f:Rn → Rn), we will focus on a
generalization of Newton's method to find a vector of values r such that each of
the
functions is zero, that is, f(r) = 0.

3
Theory
Intermediate Value Theorem (IVT)
Given a continuous real-valued function f(x) defined on an interval [a, b], then if
y is a point between the values of f(a) and f(b), then there exists a point r such
that y = f(r).
As an example, consider the function f(x) = sin(x) defined on [1, 6]. The function
is continuous on this interval, and the point 0.5 lies between the values of sin(1) ]
0.841 and sin(6) e -0.279. Thus, there is at least one point r (there may be more)
on the interval [1, 6] such that sin(r) = 0.5. In this case, r 2.61799. This is shown
in Figure 1.

4
The Bisection Method
‫روش دوبخشی یا‬
Using the IVT to Bound a Root ‫تنصیف‬
Suppose we have a function f(x) and an interval [a, b] such that either the case that
f(a) > 0 and f(b) < 0
or the case that
f(a) < 0 and f(b) > 0,
that is, f(a) and f(b) have opposite signs.
Then, the value 0 lies between f(a) and f(b), and therefore, there must exist a point r
on [a, b] such that f(r) = 0
We may refine our approximation to the root by dividing the interval into two: find
the midpoint c= (a + b)/2. In any real world problem, it is very unlikely that f(c) = 0,
however if we are that lucky, then we have found a root. More likely, if f(a) and f(c)
have opposite signs, then a root must lie on the interval [a, c]. The only other
possibility is that f(c) and f(b) have opposite signs, and therefore the root must lie on
the interval [c, b]. We may repeat this process numerous times, each time halving
the size of the interval.

5
Example
An example of bisecting is shown in Figure 2. With each step, the midpoint is
shown in blue and the portion of the function which does not contain the root is
shaded in grey. As the iteration continues, the interval on which the root lies gets
smaller and smaller. The first two bisection points are 3 and 4.

Figure 2. The bisection method applied to


sin(x) starting with the interval [1, 5]. 6
7
HOWTO
Problem
Given a function of one variable, f(x), find a value r (called a root) such that f(r) = 0.
Assumptions
We will assume that the function f(x) is continuous.
Tools
We will use sampling, bracketing, and iteration.
Initial Requirements
We have an initial bound [a, b] on the root, that is, f(a) and (b) have opposite signs.
Iteration Process
Given the interval [a, b], define c = (a + b)/2. Then
if f(c) = 0 (unlikely in practice), then halt, as we have found a root,
if f(c) and f(a) have opposite signs, then a root must lie on [a, c], so assign b = c,
else f(c) and f(b) must have opposite signs, and thus a root must lie on [c, b], so assign a = c

8
Halting Conditions
There are three conditions which may cause the iteration process to halt:
As indicated, if f(c) = 0.
1.We halt if both of the following conditions are met:
The width of the interval (after the assignment) is sufficiently small, that is b - a < εstep,
And The function evaluated at one of the end point |f(a)| or |f(b)| < εabs.
2. If we have iterated some maximum number of times, say N, and have not met
Condition 1, we halt and indicate that a solution was not found.
3. If we halt due to Condition 1, we state that c is our approximation to the root. If we
halt according to Condition 2, we choose either a or b, depending on whether |f(a)| <
|f(b)| or |f(a)| > |f(b)|,
respectively.
If we halt due to Condition 3, then we indicate that a solution may not exist (the function
may be
discontinuous).

9
10
Thus, with the seventh iteration, we note that the final interval, [1.7266,
1.7344], has a width less than 0.01 and |f(1.7344)| < 0.01, and therefore we
chose b = 1.7344 to be our approximation of the root.
11
Thus, after the 11th iteration, we note that the final interval, [3.2963, 3.2968] has a width less
than 0.001 and |f(3.2968)| < 0.001 and therefore we chose b = 3.2968 to be our approximation
of the root. 12
13
14
‫استفاده از دستور‬
‫‪inline‬‬

‫‪15‬‬
16
‫ام‪-‬‬ ‫تعریف تابع درون یک‬
‫فایل‬

‫‪17‬‬
18
‫روش نابجایی‬
The False-Position Method

Introduction
The false-position method
is a modification on the
bisection method: if it is
known that the root lies
on [a, b], then it is
reasonable that we can
approximate the function
on the interval by
interpolating the points
(a, f(a)) and (b, f(b)). In
that case, why not use the
root of this linear
interpolation as our next
approximation to the
root? 19
The bisection method would have us use 7 as our next approximation, however, it
should be quite apparent that we could easily interpolate the points (6, f(6)) and
(8, f(8)), as is shown in Figure 2, and use the root of this linear interpolation as
our next end point for the interval.

This should, and usually does, give better approximations of the root, especially when the
approximation of the function by a linear function is a valid. This method is called the false-
position method, also known as the reguli-falsi. Later, we look at a case where the the false-
position method fails because the function is highly non-linear.
20
Halting Conditions
The halting conditions for the
false-position method are
different from the bisection
method. If you view the
sequence of iterations of the
false-position method in
Figure 3, you will note that
only the left bound is ever
updated, and because the
function is concave up, the left
bound will be the only one
which is ever updated. Thus,
instead of checking the width
of the interval, we check the Figure 3. Four iterations of the false-position
change in the end points to method on a concave-up function.
determine when to stop.

21
The Effect of Non-linear Functions

If we cannot assume that a function may be


interpolated by a linear function, then
applying the false-position method can
result in worse results than the bisection
method. For example, Figure 4 shows a
function where the false-position method is
significantly slower than the bisection
method. Such a situation can be recognized
and compensated for by falling back on the
bisection
method for two or three iterations and then
resuming with the false-position method.
Figure 4. Twenty iterations of the false-
position method on a highly-nonlinear
function

22
HOWTO
Problem
Given a function of one variable, f(x), find a value r (called a root) such
that f(r) = 0.
Assumptions
We will assume that the function f(x) is continuous.
Tools
We will use sampling, bracketing, and iteration.
Initial Requirements
We have an initial bound [a, b] on the root, that is, f(a) and (b) have
opposite signs. Set the variable step = l.
Iteration Process
Given the interval [a, b], define c = (a f(b) b f(a))/(f(b) / f( a)). Then
if f(c) = 0 (unlikely in practice), then halt, as we have found a root,
if f(c) and f(a) have opposite signs, then a root must lie on [a, c], so
assign
step = b - c and assign b = c,
else f(c) and f(b) must have opposite signs, and thus a root must lie on
[c, b], so
assign step = c - a and assign a = c. 23
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