Chapter
Solution of Algebraic and
Transcendental Equations
2.1
INTRODUCTION
In scientific and engineering studies, a frequently occurring problem is to find
the roots of equations of the form
f (x) = 0
(2.1)
If f (x) is a quadratic, cubic or a biquadratic expression, then algebraic
formulae are available for expressing the roots in terms of the coefficients. On
the other hand, when f (x) is a polynomial of higher degree or an expression
involving transcendental functions, algebraic methods are not available, and
recourse must be taken to find the roots by approximate methods.
This chapter is concerned with the description of several numerical
methods for the solution of equations of the form given in Eq. (2.1), where f (x)
is algebraic or transcendental or a combination of both. Now, algebraic
functions of the form
fn(x) = a0xn + a1xn–1 + a2xn–2 +
+ an–1x + an,
(2.2)
are called polynomials and we discuss some special methods for determining
their roots. A non-algebraic function is called a transcendental function,
e.g., f (x) = ln x3 – 0.7 f (x) = e–0.5x – 5x, y (x) = sin2x – x2 –2, etc. The roots
of Eq. (2.1) may be either real or complex. We discuss methods of finding a
real root of algebraic or transcendental equations and also methods of
determining all real and complex roots of polynomials. Solution of systems of
nonlinear equations will be considered at the end of the chapter.
22
SECTION 2.2: Bisection Method
23
If f (x) is a polynomial of the form Eq. (2.2), the following results, from
the theory of equations would be useful in locating its roots.
(i) Every polynomial equation of the nth degree has n and only n roots.
(ii) If n is odd, the polynomial equation has atleast one real root whose
sign is opposite to that of the last term.
(iii) If n is even and the constant term is negative, then the equation has
atleast one positive root and atleast one negative root.
(iv) If the polynomial equation has (a) real coefficients, then imaginary
roots occur in pairs and (b) rational coefficients, then irrational roots
occur in pairs.
(v) Descartes’ Rule of Signs
(a) A polynomial equation f (x) = 0 cannot have more number of
positive real roots than the number of changes of sign in the
coefficients of f (x).
(b) In (a) above, f (x) = 0 cannot have more number of negative
real roots than the number of changes of sign in the coefficients
of f (–x).
2.2 BISECTION METHOD
This method is based on Theorem 1.1 which states that if a function f (x) is
continuous between a and b, and f (a) and f (b) are of opposite signs, then there
exists at least one root between a and b. For definiteness, let f (a) be negative
and f (b) be positive. Then the root lies between a and b and let its approximate
value be given by x0 = (a + b)/2. If f (x0) = 0, we conclude that x0 is a root of
the equation f (x) = 0. Otherwise, the root lies either between x0 and b, or
between x0 and a depending on whether f (x0) is negative or positive. We
designate this new interval as [a1, b1] whose length is |b – a|/2. As before, this
is bisected at x1 and the new interval will be exactly half the length of the
previous one. We repeat this process until the latest interval (which contains
the root) is as small as desired, say e. It is clear that the interval width is
reduced by a factor of one-half at each step and at the end of the nth step, the
new interval will be [an, bn] of length |b – a|/2n. We then have
|b −a|
2n
≤ F,
which gives on simplification
n≥
log e (| b − a |/F )
log e 2
(2.3)
Equation (2.3) gives the number of iterations required to achieve an accuracy
e. For example, if | b – a | = 1 and e = 0.001, then it can be seen that
n ³ 10
(2.4)
24
CHAPTER 2: Solution of Algebraic and Transcendental Equations
The method is shown graphically in Fig. 2.1.
y
[b, f (b)]
x2 x0
0
x1
b
a
x
[a, f (a)]
Figure 2.1 Graphical representation of the bisection method.
It should be noted that this method always succeeds. If there are more roots
than one in the interval, bisection method finds one of the roots. It can be easily
programmed using the following computational steps:
1. Choose two real numbers a and b such that f (a) f (b) < 0.
2. Set xr = (a + b)/2.
3. (a) If f (a) f (xr) < 0, the root lies in the interval (a, xr). Then, set
b = xr and go to step 2 above.
(b) If f (a) f (xr) > 0, the root lies in the interval (xr, b). Then, set
a = xr and go to step 2.
(c) If f (a) f (xr) = 0, it means that xr is a root of the equation
f (x) = 0 and the computation may be terminated.
In practical problems, the roots may not be exact so that condition (c)
above is never satisfied. In such a case, we need to adopt a criterion for
deciding when to terminate the computations.
A convenient criterion is to compute the percentage error er defined by
Fr
xrb xr
t 100%.
xrb
(2.5)
where xr′ is the new value of xr. The computations can be terminated when er
becomes less than a prescribed tolerance, say ep. In addition, the maximum
number of iterations may also be specified in advance.
Example 2.1
Find a real root of the equation f (x) = x3 – x – 1 = 0.
Since f (1) is negative and f (2) positive, a root lies between 1 and 2 and,
therefore, we take x0 = 3/2. Then
f ( x0 ) =
27 3 15
− = , which is positive.
8 2 8
SECTION 2.2: Bisection Method
25
Hence the root lies between 1 and 1.5 and we obtain
1 + 1.5
= 1.25
2
We find f (x1) = –19/64, which is negative. We, therefore, conclude that the root
lies between 1.25 and 1.5. If follows that
x1 =
1.25 + 1.5
= 1.375
2
The procedure is repeated and the successive approximations are
x2 =
x3 = 1.3125,
Example 2.2
x4 = 1.34375,
x5 = 1.328125, etc.
Find a real root of the equation x3 – 2x – 5 = 0.
Let f (x) = x3 – 2x – 5. Then
f (2) = –1 and f (3) = 16.
Hence a root lies between 2 and 3 and we take
2+3
= 2.5
2
Since f (x1) = f (2.5) = 5.6250, the root lies between 2 and 2.25.
Hence
2 + 2.5
x2 =
= 2.25
2
Now, f (x2) = 1.890625, the root lies between 2 and 2.25.
Therefore,
2 + 2.25
x3 =
= 2.125
2
Since f (x3) = 0.3457, the root lies between 2 and 2.125.
Therefore,
2 + 2.125
= 2.0625
x4 =
2
Proceeding in this way, we obtain the successive approximations:
x1 =
x5 = 2.09375,
x8 = 2.09766,
x11 = 2.09424,
We find
and
x6 = 2.10938,
x9 = 2.09570,
x7 = 2.10156,
x10 = 2.09473,
x11 – x10 = – 0.0005,
x11 x10
0.0005
t 100 t 100 0.02%
x11
2.09424
Hence a root, correct to three decimal places, is 2.094.
26
CHAPTER 2: Solution of Algebraic and Transcendental Equations
Example 2.3 Find a real root of f (x) = x3 + x2 + x + 7 = 0 correct to three
decimal places.
The given equation is a cubic and the last term is positive. Hence,
f (x) = 0 will have a negative real root. We find that
f (–1) = 6, f (–2) = 1 and f (–3) = –14.
Therefore, a real root lies between –3 and –2.
We take
x1 =
–2 – 3
= – 2.5
2
Since f (–2.5) = –4.875, the root lies between –2 and –2.5, and then
−2 − 2.5
= − 2.25
2
x2 =
Now f (x2) = –1.5781, and, therefore, the root lies between –2 and –2.25.
It follows that
x3 – 4.25
– 2.125
2
Successive approximations are given by
x4 = –2.0625,
x5 = –2.0938,
x6 = –2.1094,
x7 = –2.1016,
x8 = –2.1055,
x9 = –2.1035,
x10 = –2.1045,
x11 = –2.1050,
The difference between x10 and x11 is 0.0005. Hence, we conclude that the root
is given by x = –2.105, correct to three decimal places.
Example 2.4 Find the positive root, between 0 and 1, of the equation
x = e–x to a tolerance of 0.05%.
Let
f (x) = xex – 1 = 0
We have, f (0) = –1 and f (1) = e – 1, which is positive. Hence, a root exists
between 0 and 1, and
x1 =
0 +1
= 0.5
2
Because, f (x1) = – 0.1756, the root lies between 0.5 and 1.0.
Then
0.5 + 1.0
x2 =
= 0.75
2
SECTION 2.2: Bisection Method
27
Now, the tolerance e1 is given by
F1
x2 x1
t 100
x2
0.25
t 100 33.33%
0.75
since f (x2) = 0.5878, the root lies between 0.5 and 0.75.
Therefore,
0.5 0.75
0.625
x3 2
also,
0.625 – 0.75
F2 t 100 20%.
0.625
Proceeding in this way, successive approximations and tolerances are obtained:
x4 =
x6 =
x8 =
x10 =
x12 =
0.5625,
0.5781,
0.5664,
0.5674,
0.5671,
e3 =
e5 =
e7 =
e9 =
e11 =
11.11%;
2.71%;
0.69%;
0.18%;
0.035%
x5 =
x7 =
x9 =
x11 =
0.5938,
0.5703,
0.5684,
0.5669,
e4
e6
e8
e10
=
=
=
=
5.26%;
1.37%;
0.35%;
0.09%;
Since e11 = 0.035% < 0.05%, the required root is 0.567, correct to three
decimal places.
Example 2.5 Find a root, correct to three decimal places and lying between
0 and 0.5, of the equation
4e–x sin x – 1 = 0
Let
f (x) = 4e–x sin x – 1
We have f (0) = –1 and f (0.5) = 0.163145
Therefore,
x1 = 0.25
Since f (0.25) = – 0.22929, it follows that the root lies between 0.25 and 0.5.
Therefore,
0.75
= 0.375
x2 =
2
The successive approximations are given by
x3 =
x6 =
x9 =
x12 =
0.3125,
0.3672,
0.3702,
0.3705,
x4 = 0.3438,
x7 = 0.3711,
x10 = 0.3706,
x5 = 0.3594,
x8 = 0.3692,
x11 = 0.3704
Hence the required root is 0.371, correct to three decimal places.
28
CHAPTER 2: Solution of Algebraic and Transcendental Equations
2.3 METHOD OF FALSE POSITION
This is the oldest method for finding the real root of a nonlinear equation
f (x) = 0 and closely resembles the bisection method. In this method, also
known as regula–falsi or the method of chords, we choose two points a and
b such that f (a) and f (b) are of opposite signs. Hence, a root must lie in
between these points. Now, the equation of the chord joining the two points
[a, f (a)] and [b, f (b)] is given by
y − f (a) f (b) − f (a )
=
.
x−a
b−a
(2.6)
The method consists in replacing the part of the curve between the points
[a, f (a)] and [b, f (b)] by means of the chord joining these points, and taking
the point of intersection of the chord with the x-axis as an approximation to
the root. The point of intersection in the present case is obtained by putting
y = 0 in Eq. (2.6). Thus, we obtain
x1 = a −
f (a)
af (b) − bf (a)
(b − a ) =
,
f (b) − f (a)
f (b) − f ( a)
(2.7)
which is the first approximation to the root of f (x) = 0. If now f (x1) and
f (a) are of opposite signs, then the root lies between a and x1, and we
replace b by x1 in Eq. (2.7), and obtain the next approximation. Otherwise, we
replace a by x1 and generate the next approximation. The procedure is repeated
till the root is obtained to the desired accuracy. Figure 2.2 gives
a graphical representation of the method. The error criterion Eq. (2.5) can be
used in this case also.
Y
y = f (x)
* B [b, f (b)]
x1
O
Y
x2
X
*
A [a, f (a)]
Figure 2.2
Method of false position.
Example 2.6 Find a real root of the equation:
f (x) = x3 – 2x – 5 = 0.
We find f (2) = –1 and f (3) = 16. Hence a = 2, b = 3, and a root lies
between 2 and 3. Equation (2.7) gives
SECTION 2.3: Method of False Position
x1 =
29
2(16) − 3(−1) 35
=
= 2.058823529.
16 − (−1)
17
Now, f (x1) = –0.390799917 and hence the root lies between 2.058823529 and
3.0. Using formula (2.7), we obtain
x2 =
2.058823529(16) − 3(−0.390799917)
= 2.08126366.
16.390799917
Since f (x2) = –0.147204057, it follows that the root lies between 2.08126366
and 3.0. Hence, we have
x3 =
2.08126366(16) − 3(−0.147204057)
= 2.089639211.
16.147204057
Proceeding in this way, we obtain successively:
x4 = 2.092739575,
x5 = 2.09388371,
x6 = 2.094305452,
x7 = 2.094460846,
The correct value is 2.0945
, so that x7 is correct to five significant figures.
Example 2.7 Given that the equation x2.2 = 69 has a root between 5 and 8.
Use the method of regula–falsi to determine it.
Let f (x) = x2.2 – 69. We find
f (5) = –34.50675846
and
f (8) = 28.00586026.
Hence
x1 =
5(28.00586026) − 8(−34.50675846)
= 6.655990062.
28.00586026 + 34.50675846
Now, f (x1) = –4.275625415 and therefore, the root lies between 6.655990062
and 8.0. We obtain
x2 = 6.83400179,
The correct root is 6.8523651
figures.
x3 = 6.850669653.
, so that x3 is correct to three significant
Example 2.8 The equation 2x = log10 x + 7 has a root between 3 and 4. Find
this root, correct to three decimal places, by regula–falsi method.
Let
f (x) = 2x – log10 x – 7, a = 3 and b = 4.
Then we find
f (3) = –1.4771 and f (4) = 0.3979.
SECTION 2.4: Iteration Method
33
Now, we show that the root so obtained is unique. To prove this, let x1 and
x2 be two roots of the equation x = f (x). Then, we must have
Therefore,
x1 = f (x1) and x2 = f (x2).
| Y1 − Y 2 | = | G (Y1 ) − G (Y 2 ) |
= | Y1 − Y 2 | G ′(I ), I ∈ (Y1, Y 2 )
Hence,
|x1 – x2| [1 – f¢(h)] = 0
(2.19)
Since |f¢(h)| < 1, it follows that x1 = x2, which proves that the root obtained
is unique.
Finally, we shall find the error in the root obtained. We have
| Y xn | c k | Y xn 1 |
k | Y xn xn xn 1 |
c k <| Y xn | | xn xn 1 |>
Þ
| Y xn | c
k
k
| xn xn 1 | k n 1 | x1 x0 |
1 k
1 k
c
kn
| x1 x0 |,
(2.20)
1 k
which shows that the convergence would be faster for smaller values of k.
Now, let e be the specified accuracy so that
Then, Eq. (2.20) gives
| x – xn | £ e
1− k
F,
(2.21)
k
which can be used to find the difference between two successive approximations (or iterations) to achieve a prescribed accuracy.
| xn − xn −1 | ≤
Example 2.10 Find a real root of the equation x3 = 1 – x2 on the interval [0, 1]
with an accuracy of 10–4.
We rewrite the equation as
1
x=
(i)
x +1
Here
1
G ( x) ( x 1) 1/ 2
x 1
Therefore,
1
1
< 1in [0, 1].
G ′( x) = − ( x + 1)−3/ 2 = −
2
2 ( x + 1)3
Also,
1
1
max | G ′( x) | =
=
= k < 0.2
2 8 4 2
CHAPTER 2: Solution of Algebraic and Transcendental Equations
34
Therefore, Eq. (2.21) gives
| xn − xn −1 | ≤
1 − 0.2
−4
F = 4 × 10 = 0.0004.
0.2
Taking x0 = 0.75, we find
x1 =
1
= 0.75593,
1.75
x2 =
1
= 0.75465,
1.75593
x3 1
0.75493.
1.75465
Now, | x3 – x2 | = 0.00028 < 0.0004. Hence, the required root is 0.7549,
correct to four decimal places.
Example 2.11 Find a real root, correct to three decimal places, of the equation
2x – 3 = cos x
lying in the interval
©3
,
ª2
«
Q¸
2 ¹º
.
We rewrite the given equation as
1
x = (cos x + 3)
2
Here
1
©3 Q ¸
|sin x | 1, in ª , ¹ .
2
«2 2 º
Choosing x0 = 1.5, we obtain successively:
|G b ( x)| 1
x1 (cos 1.5 3) 1.5354,
2
1
x2 (cos 1.5354 3) 1.5177,
2
1
x3 (cos 1.5177 3) 1.5265,
2
1
x4 (cos 1.5265 3) 1.5221,
2
1
x5 (cos 1.5221 3) 1.5243,
2
SECTION 2.4: Iteration Method
35
1
x6 (cos 1.5243 3) 1.5232,
2
1
x7 (cos 1.5232 3) 1.5238.
2
Now, | x7 – x6 | = 0.0006 < 0.001. Hence, the root, correct to three decimal
places is 1.524.
Example 2.12 Use the method of iteration to find a positive root of the
equation xex = 1, given that a root lies between 0 and 1.
Writing the equation in the form
x = e–x,
we find that
1
G b ( x) e x for x 1
e
Therefore,
| f¢(x) | < 1.
Choosing x0 = 0.5, we find
x1
x3
x5
x7
x9
x11
x13
x15
x17
x19
=
=
=
=
=
=
=
=
=
=
e–0.5 = 0.60653,
0.57970,
0.57117,
0.56844,
0.56756,
0.56728,
0.56719,
0.56716,
0.56715,
0.56714.
x2
x4
x6
x8
x10
x12
x14
x16
x18
=
=
=
=
=
=
=
=
=
0.54524,
0.56007,
0.56486,
0.56641,
0.56691,
0.56706,
0.56712,
0.56713,
0.56714,
It follows that the root, correct to four decimal places, is 0.5671.
Example 2.13 Use the iterative method to find a real root of the equation
sin x = 10(x – 1). Give your answer correct to three decimal places.
Let
f (x) = sin x – 10x + 10
We find, from graph, that a root lies between 1 and p (The student is
advised to draw the graphs). Rewriting the equation as
sin x
x =1+
,
10
we have
sin x
G ( x) = 1 +
,
10
and
|G b( x)| cos x
1in 1 c x c Q .
10
SECTION 2.5: Newton–Raphson Method
37
Hence Eq. (2.22) can be written in the simpler form
Y = xi +1 −
( 'xi )2
' 2 xi −1
(2.23)
.
which explains the term D2-process.
In any numerical application, the values of the following underlined
quantities must be obtained.
xi –1
%xi –1
% 2 xi –1
xi
%xi
xi
Example 2.14
1
We consider again Example 2.11, viz., the equation
x=
1
(3 + cos x)
2
As before,
x1 = 1.5
0.035
x2 = 1.535
− 0.052
− 0.017
x3 = 1.518
Hence we obtain from Eq. (2.23)
( −0.017)2
= 1.524,
−0.052
which corresponds to six normal iterations.
x4 = 1.518 −
2.5
NEWTON–RAPHSON METHOD
This method is generally used to improve the result obtained by one of the
previous methods. Let x0 be an approximate root of f (x) = 0 and let
x1 = x0 + h be the correct root so that f (x1) = 0. Expanding f (x0 + h) by
Taylor’s series, we obtain
f ( x0 ) + hf ′( x0 ) +
h2
f ′′( x0 ) + " = 0.
2!
38
CHAPTER 2: Solution of Algebraic and Transcendental Equations
Neglecting the second and higher-order derivatives, we have
f ( x0 ) + hf ′( x0 ) = 0,
which gives
h=−
f ( x0 )
.
f ′( x0 )
A better approximation than x0 is, therefore, given by x1, where
x1 = x0 −
f ( x0 )
.
f ′( x0 )
Successive approximations are given by x2, x3,
xn+1 = xn −
(2.24a)
, xn+1, where
f ( xn )
,
f ′( xn )
(2.24b)
which is the Newton–Raphson formula.
If we compare Eq. (2.24b) with the relation
xn+1 = f (xn)
of the iterative method [see Eq. (2.9)], we obtain
G ( x) = x −
f ( x)
,
f ′( x)
which gives
G ′ ( x) =
f ( x) f ′′( x)
.
[ f ′( x)]2
(2.25)
To examine the convergence we assume that f (x), f ¢(x) and f ¢¢(x) are
continuous and bounded on any interval containing the root x = x of the
equation f (x) = 0. If x is a simple root, then f ¢(x) ¹ 0. Further since f ′( x) is
continuous, | f ¢(x) | ³ e for some e > 0 in a suitable neighbourhood of x.
Within this neighbourhood we can select an interval such that | f (x) f ¢¢(x) |
< e2 and this is possible since f (x) = 0 and since f (x) is continuously twice
differentiable. Hence, in this interval we have
| f¢(x) | < 1.
(2.26)
Therefore, Newton–Raphson formula given in Eq. (2.24b) converges,
provided that the initial approximation x0 is chosen sufficiently close to x.
When x is a multiple root, the Newton–Raphson method still converges but
slowly. Convergence can, however, be made faster by modifying Eq. (2.24b).
This will be discussed later.
To obtain the rate of convergence of the method, we note that f (x) = 0
so that Taylor’s expansion gives
1
f ( xn ) + (Y − xn ) f ′( xn ) + (Y − xn ) 2 f ′′( xn ) + " = 0,
2
SECTION 2.5: Newton–Raphson Method
39
from which we obtain
−
f ( xn )
f ′′( xn )
1
= (Y − xn ) + (Y − xn )2
f ′( xn )
2
f ′( xn )
(2.27)
From Eqs. (2.24b) and (2.27), we have
f ′′( xn )
1
xn+1 − Y = ( xn − Y )2
2
f ′( xn )
(2.28)
F n = xn − Y ,
(2.29)
Setting
Equation (2.28) gives
F n +1 ≈
1 2 f ′′(Y )
Fn
,
f ′(Y )
2
(2.30)
so that the Newton–Raphson process has a second-order or quadratic
convergence.
Geometrically, the method consists in replacing the part of the curve
between the point [x0, f (x0)] and the x-axis by means of the tangent to the
curve at the point, and is described graphically in Fig. 2.3. It can be used for
solving both algebraic and transcendental equations and it can also be used
when the roots are complex.
y
P (x0, y0)
x1 x0
0
x
Figure 2.3 Newton–Raphson method.
Example 2.15 Use the Newton–Raphson method to find a root of the equation
x3 – 2x – 5 = 0.
Here f (x) = x3 – 2x – 5 and f ¢(x) = 3x2 – 2. Hence Eq. (2.24b) gives:
xn +1 = xn −
x n3 − 2 xn − 5
3x n2 − 2
(i)
CHAPTER 2: Solution of Algebraic and Transcendental Equations
40
Choosing x0 = 2, we obtain f (x0) = –1 and f ¢(x0) = 10. Putting n = 0 in Eq. (i),
we obtain
⎛ 1⎞
x1 = 2 − ⎜ − ⎟ = 2.1
⎝ 10 ⎠
Now,
f ( x1 ) = (2.1)3 − 2 (2.1) − 5 = 0.061,
and
f ′( x1 ) = 3(2.1)2 − 2 = 11.23.
Hence
0.061
= 2.094568.
11.23
This example demonstrates that Newton–Raphson method converges more
rapidly than the methods described in the previous sections, since this requires
fewer iterations to obtain a specified accuracy. But since two function evaluations
are required for each iteration, Newton–Raphson method requires more
computing time.
x2 = 2.1 −
Example 2.16
We have
Find a root of the equation x sin x + cos x = 0.
f (x) = x sin x + cos x
and
f ¢(x) = x cos x.
The iteration formula is, therefore,
xn+1 = xn −
xn sin xn + cos xn
.
xn cos xn
With x0 = p, the successive iterates are given below
n
xn
f (x n)
0
3.1416
–1.0
2.8233
1
2.8233
–0.0662
2.7986
2
2.7986
–0.0006
3
2.7984
0.0
xn + 1
2.7984
2.7984
Example 2.17 Find a real root of the equation x = e–x, using the Newton–
Raphson method.
We write the equation in the form
f ( x) = xe x − 1 = 0
Let x0 = 1. Then
x1 = 1 −
e −1 1 ⎛ 1 ⎞
= ⎜ 1 + ⎟ = 0.6839397
2e
2 ⎝ e⎠
(i)
SECTION 2.5: Newton–Raphson Method
Now
so that
f (x1) = 0.3553424,
x2 = 0.6839397 −
and
41
f ¢(x1) = 3.337012,
0.3553424
= 0.5774545
3.337012
Proceeding in this way, we obtain
x3 = 0.5672297
and
x4 = 0.5671433.
Example 2.18 Using Newton–Raphson method, find a real root, correct to
3 decimal places, of the equation sin x = x/2 given that the root lies between
p/2 and p.
Let
x
f (x) = sin x –
2
Then
f ¢(x) = cos x –
Choosing x0 =
Q
2
1
2
, we obtain
Q
sin
Q
Q
4 = 2,
1
−
2
sin 2 − 1
= 1.9010,
x2 = 2 −
1
cos 2 −
2
sin1.9010 − 0.9505
= 1.8955
x3 = 1.9010 −
cos1.9010 − 0.5
x1 =
2
−
2
−
Similarly, x4 = 1.8954, x5 = 1.8955,
. Hence the required root is x = 1.896.
Example 2.19 Given the equation 4e–x sin x – 1 = 0, find the root between
0 and 0.5 correct to three decimal places.
Let
Then
and
Therefore,
f (x) = 4e–x sin x – 1 and x0 = 0.2.
f (x0) = –0.349373236,
f ¢(x0) = 2.559015826.
0.349373236
2.559015826
0.336526406 0.33653.
x1 0.2
CHAPTER 2: Solution of Algebraic and Transcendental Equations
42
Now,
f (x1) = – 0.056587
and
f ¢(x1) = 1.753305735
= 1.75330
Therefore,
x2 0.33653
0.056587
0.36880
1.75330
For the next approximation, we find f (x2) = – 0.00277514755 and
f ¢(x2) = 1.583028705. This gives
x3 = 0.36880 – 0.00175 = 0.37055
since f (x3) = – 0.00001274, it follows that the required root is given by
x = 0.370.
Generalized Newton’s method
If x is a root of f (x) = 0 with multiplicity p, then the iteration formula
corresponding to Eq. (2.24) is taken as
xn +1 = xn − p
f ( xn )
,
f ′( xn )
(2.31)
which means that (1/p) f ¢(xn) is the slope of the straight line passing through
(xn, yn) and intersecting the x-axis at the point (xn+1, 0).
Equation (2.31) is called the generalized Newton’s formula and reduces
to Eq. (2.24) for p = 1. Since x is a root of f (x) = 0 with multiplicity p,
it follows that x is also a root of f ¢(x) = 0 with multiplicity (p – 1), of
f ¢¢(x) = 0 with multiplicity (p – 2), and so on. Hence the expressions
x0 − p
f ( x0 )
,
f ′( x0 )
x0 − ( p − 1)
f ′( x0 )
,
f ′′( x0 )
x0 − ( p − 2)
f ′′( x0 )
f ′′′( x0 )
must have the same value if there is a root with multiplicity p, provided that
the initial approximation x0 is chosen sufficiently close to the root.
Example 2.20 Find a double root of the equation f (x) = x3 – x2 – x + 1 = 0.
Choosing x0 = 0.8, we have
f ¢(x) = 3x3 – 2x – 1,
and
f ¢¢(x) = 6x – 2.
With x0 = 0.8, we obtain
x0 − 2
f ( x0 )
0.072
= 0.8 − 2
= 1.012,
f ′( x0 )
−(0.68)
x0 −
f ′( x0 )
(−0.68)
= 0.8 −
= 1.043.
f ′′( x0 )
2.8
and
SECTION 2.7: Secant Method
49
The successive convergents are:
b2 4
= = 1.3333 …
b3 3
b1
= 1;
b2
b3 27
=
= 1.4210 …
b4 19
b4
= 1.4408,
b5
where the last result is correct to three significant figures.
2.7 SECANT METHOD
We have seen that the Newton–Raphson method requires the evaluation of
derivatives of the function and this is not always possible, particularly in the
case of functions arising in practical problems. In the secant method, the
derivative at xi is approximated by the formula
f ′( xi ) ≈
f ( xi ) − f ( xi −1 )
,
xi − xi −1
which can be written as
f i′ =
fi − fi −1
,
xi − xi −1
(2.36)
where fi = f (xi). Hence, the Newton–Raphson formula becomes
xi +1 = xi −
fi ( xi − xi −1 ) xi −1 fi − xi fi −1
=
.
fi − fi −1
fi − fi −1
(2.37)
It should be noted that this formula requires two initial approximations to the
root.
Example 2.25 Find a real root of the equation x3 – 2x – 5 = 0 using secant
method.
Let the two initial approximations be given by
x–1 = 2
We have
f (x–1) = f1 = 8 – 9 = –1,
and
and
x0 = 3
f (x0) = f0 = 27 – 11 = 16.
Putting i 0 in Eq. (2.37), we obtain
x1 =
2 (16) − 3(−1) 35
=
= 2.058823529.
17
17
CHAPTER 2: Solution of Algebraic and Transcendental Equations
50
Also,
f (x1) = f1 = –0.390799923.
Putting i = 1 in Eq. (2.37), we obtain
x2 =
x0 f1 − x1 f0 3(−0.390799923) − 2.058823529(16)
=
= 2.08126366.
−16.390799923
f1 − f0
Again
f (x2) = f2 = –0.147204057.
Setting i = 2 in Eq. (2.37), and simplifying, we get x3 = 2.094824145, which
is correct to three significant figures.
Example 2.26
Using the secant method, find a real root of the equation
f (x) = xex – 1 = 0
We have
f (0) = –1
and
f (1) = e – 1 = 1.71828 = f1
Therefore, a root lies between 0 and 1.
Let
x0 = 0
Therefore,
x2 =
x1 = 1.
x0 f1 – x1 f 0
1
=
= 0.36788.
f1 – f 0
2.71828
and
f2 = 0.36788e0.36788 – 1
= – 0.46854.
Hence
x3 =
=
and
and
x1 f 2 − x2 f1
f 2 − f1
1(–0.46854) − 0.36788(1.71828)
−0.46854 − 1.71828
= 0.50332
f3 = –0.16740
Hence
x4 =
x2 f 3 – x3 f 2
= 0.57861
f3 – f 2
and
f4 = 0.03198