Homework Questions The Bisection Method: Overview The idea: Use the Intermediate Value Theorem to find a solution to f (x) = 0. The following problems will also be posted on the website. The method: Let f be a continuous function and E the desired error bound: I 1. Why does the bisection method work? 2. Describe (in words, NOT math), the idea behind Newton’s method. 3. How might you solve the equation 7x3 + 2x − 5 = 0 with the fixed-point algorithm? I 4. What advantage does the bisection method have over the other two methods? I 5. In what ways are Newton’s method and the fixed-point algorithm superior to the bisection method? 6. If you only had a scientific calculator at your disposal (along with pencil and paper), which method would you prefer to use to solve an equation without an algebraic solution? Explain. Problems from the text: §3.7 # 3, 6, 12, 26 *You will need a calculator or some other device to complete these problems. Make use of the step-by-step algorithms outlined in the text as well. §3.7 – Solving Equations Numerically Isolate one root of the equation (if there are multiple) in an interval [a1 , b1 ] so that f (a1 ) · f (b1 ) < 0 and f (b1 ). Find the midpoint between a1 and b1 , a1 + b1 . m1 = 2 If f (m1 ) = 0, we’re done! I If we’re not so lucky, calculate b1 − a1 . This is half the length of h1 = 2 the interval (i.e. the max distance we could be from our target). I Check the sign of f (m1 ): If f (a1 ) · f (m1 ) < 0, set a2 = a1 and b2 = m1 . If not, set a2 = m1 and b2 = b1 . I Use this as the new interval, and repeat the process until you achieve the desired accuracy, when hn < E. The Bisection Method: Results Since we wanted to solve f (x) = 2x2 − sin(x) exactly for 8 decimal places, our error E = 0.00000001 = 10−8 . Bisection: x = 0.48094596 Why: Some equations cannot be solved algebraically, so we need some other way of identifying such solutions. 0.55 0.50 the bisection method I Newton’s method I the fixed-point algorithm m 1e−04 0.40 the equation f (x) = 2x2 − sin(x) accurate to 8 decimal places: I 1e−02 0.45 How: We’ll review 3 common methods for approximating the positive root to error 1e−06 0.35 1e−08 1 27 iteration 1 iteration 27 1.0 Some questions: 2x2 − sin(x) 1. How do we determine accuracy? 2. Is any method better than the others? 0.5 0.0 a a aaa bb b 0.2 0.4 0.6 0.8 b 1 −0.5 ? The bisection method will always work...but it takes a lot of iterations to get a high level of accuracy. What We Want Newton’s Method: Overview Common practice: Use a graph (via computer or calculus!) of the function to identify an interval containing the solution: 0 < x ≤ 1 The idea: Use tangent lines to obtain successively better approximations to the solution. 1.0 The method: Let f be a continuous function and E the desired error bound: I 2x2 − sin(x) 0.5 I 0.0 0.2 0.4 0.6 0.8 y − f (x1 ) = f 0 (x1 )(x − x1 ) ⇒ y = f 0 (x) · x + f (x1 ) − f 0 (x1 ) · x1 . Calculate where this tangent line hits the x-axis by solving the above for x when y = 0. Name the result x2 : x2 = x1 − 1 I −0.5 Start with initial guess x1 . The equation of the tangent line at x1 is f (x1 ) f (xn ) ⇒ xn+1 = xn − 0 f 0 (x1 ) f (xn ) Repeat for increasing n until |xn+1 − xn | < E. Newton’s Method: Results The Fixed-Point Algorithm: Overview Newton’s: x = 0.48094596 error 0.9 1e−02 0.8 The idea: Find the solution to an equation of the form x = g(x), where x is a fixed point of g. This amounts to determining where the graphs of y = x and y = g(x) meet. 1e−04 0.7 1e−06 0.6 1e−08 0.5 1e−10 The method: Let g be a continuous function and E the desired error bound: 1 7 iteration 7 iteration 1.0 2x2 − sin(x) 0.8 0.6 I Start with initial guess x1 . I Calculate xn+1 = g(xn ) for increasing n until |xn+1 − xn | < E. Note: To solve f (x) = 2x2 − sin(x) = 0, we can use the fixed point algorithm 0.4 to solve x = g(x) = x − f (x) or x = x − (2x2 − sin(x)) . 0.2 0.0 −0.2 0.2 0.4 0.6 0.8 1 ? Newton’s method converges to the answer much faster than the bisection method. It’s also simpler to implement. Newton’s Method: Results The Fixed-Point Algorithm: Results Newton’s: x = 0.48094596 Fixed−point: x = 0.48094596 error 1e−01 error 1e−04 0.45 0.40 0.35 1e−07 0.30 0.4 1e−10 0.25 1e−06 0.3 1e−13 0.20 1e−08 0.7 0.6 0.5 1 8 iteration 1.0 2x2 − sin(x) 1e−04 1 8 iteration 1e−02 9 iteration iteration 9 1.0 0.8 0.8 0.6 0.6 g(x) = x − f(x) f(x) = 2x2 − sin(x) 0.4 0.4 0.2 0.2 0.0 −0.2 0.2 0.4 0.6 0.8 1 0.0 −0.2 ? Choosing a different initial guess can often result in the correct answer...but not always. Newton’s Method: Results Newton’s: x = 0 error 0.2 0.1 0.0 −0.1 −0.2 −0.3 −0.4 1e−02 1e−05 1e−08 1e−11 1 8 iteration iteration 8 1 0.5 −0.5 0.0 0.5 1.0 ? A bad initial guess can cause Newton’s method to fail. ? Based on the formula xn+1 = xn − will result in failure too. f (xn ) , f 0 (xn ) any guess resulting in a stationary point 0.2 0.6 1 ? The fixed-point algorithm is as fast as Newton’s method in terms of convergence. It will also work for most, but not necessarily all initial guesses.