Numerical Analysis Lecture 8 Chapter 2 Solution of Non-Linear Equations Introduction Bisection Method Regula-Falsi Method Method of iteration Newton - Raphson Method Secant Method Muller’s Method Graeffe’s Root Squaring Method Muller’s Method Suppose, xi 2 , xi 1 , xi be any three distinct approximations to a root of f (x) = 0. f ( xi 2 ) fi 2 , f ( xi 1 ) fi 1 f ( xi ) fi . Noting that any three distinct points in the (x, y)-plane uniquely, determine a polynomial of second degree. A general polynomial of second degree is given by f ( x) ax bx c 2 Suppose, it passes through the points ( xi 2 , fi 2 ), ( xi 1 , fi 1 ), ( xi , fi ) then the following equations will be satisfied 2 i 2 ax bxi 2 c fi 2 ax bxi 1 c fi 1 ax bxi c fi 2 i 1 2 i Fig: Quadratic polynomial. Eliminating a, b, c, we obtain 2 x 1 2 i2 2 i 1 2 i xi 2 xi 1 1 1 xi 1 x x x x f fi 2 0 f i 1 fi which can be written as ( x xi 1 )( x xi ) f fi 2 ( xi 2 xi 1 ) ( x xi 2 )( x xi ) fi 1 ( xi 1 xi 2 )( xi 1 xi ) ( x xi 2 )( x xi 1 ) fi ( xi xi 2 )( xi xi 1 ) That was a second degree polynomial. Now, introducing the notation h x xi , hi xi xi 1 , hi 1 xi 1 xi 2 The above equation can be written as The above equation can be written as (h hi )h f fi 2 hi 1 (hi 1 hi ) (h hi hi 1 )h fi 1 (hi 1 )(hi ) (h hi hi 1 )(h hi ) fi (hi hi 1 )hi We further define x xi h hi xi xi 1 hi i hi 1 i 1 i With these substitution we get a simplified Equation as f 1 i [ ( 1) f i 2 2 i ( 1 )i i fi 1 1 i ( 1 )i fi ] 1 i Or f ( f i 2 f i 1i i fi i ) 2 2 i [ f i 2 f 2 i fi (i i )] 2 i 1 i 1 i fi 1 i To compute ,set f = 0, we obtain i ( fi 2i fi 1i fi ) gi i fi 0 2 where gi fi 2i2 fi 1i2 fi (i i ) A direct solution will lead to loss of accuracy and therefore to obtain max accuracy we rewrite as: f i i gi i ( f i 2 i f i 1 i fi ) 0 2 so that, gi [ gi2 4 fi i i ( fi 2i fi 1 i fi )]1/ 2 2 fi i or 1 2 fi i gi [ gi2 4 fi i i ( fi 2i fi 1 i fi )]1/ 2 Here, the positive sign must be so chosen that the denominator becomes largest in magnitude. we can get a better approximation to the root, by using xi 1 xi hi Example Do two iterations of Muller’s method to solve x 3x 1 0 3 starting with x0 0.5, x2 0, x1 1 Solution f ( x0 ) f0 (0.5) 3(0.5) 1 0.375 3 f ( x1 ) f1 (1) 3(1) 1 1 3 f ( x2 ) f2 0 3 0 1 1 c f0 0.375 h1 x1 x0 0.5 h2 x0 x2 0.5 h2 f1 (h1 h2 ) f 0 h1 f 2 a h1h2 (h1 h2 ) (0.5)( 1) ( 0.375) (0.5) 1.5 0.25 f1 f 0 ah b 2 h1 2 1 x x0 0.5 2c b 2 b 2 4ac 2(0.375) 4 4(1.5)(0.375) 0.75 0.5 0.33333 0.5 2 4 2.25 Take x2 0, x0 0.33333, x1 0.5 h1 x1 x0 0.16667, h2 x0 x2 0.33333 c f 0 f (0.33333) x 3 x0 1 0.037046 3 0 f1 x 3x1 1 0.375 3 1 f 2 x 3x2 1 1 3 2 h2 f1 (h1 h2 ) f 0 h1 f 2 0.023148 a h1h2 (h1 h2 ) 0.027778 = 0.8333 f1 f 0 ah b 2.6 h1 2 1 x x0 2c b b 4ac 0.074092 0.333333 5.2236 0.3475 0.33333 x0 2 For third iteration take, x2 0.333333, x0 0.3475, x1 0.5 Graeffe’s Root Squaring Method GRAEFFE’S ROOT SQUARING METHOD is particularly attractive for finding all the roots of a polynomial equation. Consider a polynomial of third degree f ( x) a0 a1x a2 x a3 x 2 3 f ( x) a0 a1x a2 x a3 x 2 3 f ( x) a0 a1x a2 x a3 x 2 3 f ( x) f ( x) a x (a 2a1a3 ) x 2 6 3 2 2 (a 2a0 a2 ) x a 2 1 2 2 0 f ( x) f ( x) a t (a 2a1a3 )t 2 3 3 2 2 (a 2a0 a2 )t a 2 1 2 0 2 4 The roots of this equation are squares or 2i (i = 1), powers of the original roots. Here i = 1 indicates that squaring is done once. The same equation can again be squared and this squaring process is repeated as many times as required. After each squaring, the coefficients become large and overflow is possible as i increases. Suppose, we have squared the given polynomial ‘i’ times, then we can estimate the value of the roots by evaluating 2i root of ai , ai 1 i 1, 2, ,n where n is the degree of the given polynomial. The proper sign of each root can be determined by recalling the original equation. This method fails, when the roots of the given polynomial are repeated. Example Using Graeffe root squaring method, find all the roots of the equation x 6 x 11x 6 0 3 2 Solution Using Graeffe root squaring method, the first three squared polynomials are as under: For i = 1, the polynomial is x (36 22) x (121 72) x 36 3 2 x 14 x 49 x 36 3 2 For i = 2, the polynomial is x (196 98) x (2401 1008) x 1296 3 2 x 98x 1393x 1296 3 2 For i = 3, the polynomial is x (9604 2786) x (1940449 254016) x 1679616 3 2 x3 6818x2 16864333x 1679616 The roots of polynomial are 36 0.85714, 49 49 1.8708, 14 14 3.7417 1 Similarly, the roots of polynomial (2) are 1296 4 0.9821, 1393 1393 4 1.9417, 98 4 98 3.1464 1 Still better estimates of the roots obtained from polynomial (3) are 8 1679616 0.99949, 1686433 8 1686433 1.99143, 6818 8 6818 3.0144 1 The exact values of the roots of the given polynomial are 1, 2 and 3. Numerical Analysis Lecture 8 Revision Example Obtain the Newton-Raphson extended formula 2 f ( x0 ) 1 [ f ( x0 )] x1 x0 f ( x ) 0 3 f ( x0 ) 2 [ f ( x0 )] for finding the root of the equation f (x) = 0. Solution Expanding f (x) by Taylor’s series, in the neighborhood of x0, we obtain after retaining the first order term only 0 f ( x) f ( x0 ) ( x x0 ) f ( x0 ) Which gives f ( x0 ) x x0 f ( x0 ) This is the first approximation to the root. Therefore, f ( x0 ) x1 x0 f ( x0 ) Expanding f (x) by Taylor’s series and retaining up to second order term, 0 f ( x) f ( x0 ) ( x x0 ) f ( x0 ) ( x x0 ) f ( x0 ) 2 2 Therefore, f ( x1 ) f ( x0 ) ( x1 x0 ) f ( x0 ) ( x1 x0 ) f ( x0 ) 0 2 2 This can also be written as 2 1 [ f ( x0 )] f ( x0 ) ( x1 x0 ) f ( x0 ) f ( x0 ) 0 2 2 [ f ( x0 )] Thus, the Newton-Raphson extended formula is given by f ( x0 ) 1 [ f ( x0 )]2 x1 x0 f ( x0 ) 3 f ( x0 ) 2 [ f ( x0 )] This is also known as Chebyshev’s formula of third order Numerical Analysis Lecture 8