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A.1 Iterative Methods

The document discusses methods for solving algebraic and transcendental equations numerically. It describes: 1) Iterative root-finding methods like fixed-point iteration that generate successive approximations that converge to a root. The rate of convergence depends on the derivative at the root. 2) Aitken's Δ2 process, which uses three points to extrapolate to the next approximation and achieves 2nd order convergence compared to 1st order for simple iteration. 3) Conditions for iterative methods to converge like the mapping being a contraction and roots lying in a bounded interval. Examples illustrate convergence rates and behavior.

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Saad Manzur
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
112 views

A.1 Iterative Methods

The document discusses methods for solving algebraic and transcendental equations numerically. It describes: 1) Iterative root-finding methods like fixed-point iteration that generate successive approximations that converge to a root. The rate of convergence depends on the derivative at the root. 2) Aitken's Δ2 process, which uses three points to extrapolate to the next approximation and achieves 2nd order convergence compared to 1st order for simple iteration. 3) Conditions for iterative methods to converge like the mapping being a contraction and roots lying in a bounded interval. Examples illustrate convergence rates and behavior.

Uploaded by

Saad Manzur
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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A

Solution to
Algebraic &Transcendental
Equations

Algebraic functions
The general form of an Algebraic function:

f n y f n 1 y
n

n 1

f1 y f 0 0

fi = an i-th order polynomial.

Example :

2x

6 x 3 y 3 x 3y 2 7 0
f3

f2

f0

Polynomials are a simple class of algebraic function


f n x an x n an 1 x n 1 a1 x a0

ais are constants.

Transcendental functions
A transcendental function is non-algebraic.
May include trigonometric, exponential, logarithmic
functions

Examples:

f x ln x 1
2

f x e 0.2 x sin(3x 0.5)

Equation Solving
Given an approximate location (initial value)
find a single real root

A
Root
Finding non-linear
Single variable

Open
Methods

Brackting
Methods

Iterative

Falseposition

NewtonRapson

Bisection

Secant

A.1

Iterative method

Simple Fixed-point Iteration


Rearrange the function so that x is on the
left side of the equation:

f ( x) 0
xk g ( xk 1 )

g ( x) x
xo given , k 1, 2, ...

Now progressively estimate the value of x.

Problem
Find the root of
f(x) = e-x x
There is no exact or
analytic solution
Numerical solution:
f ( x) e x x 0
f 2 x e x
f1 x x

f1 x f 2 x f x 0

Iterative Solution
1. Start with a guess say x1=1,
2. Generate
a) x2=e-x1 = e-1= 0.368
b) x3=e-x2= e-0.368 = 0.692
c) x4=e-x3= e-0.692=0.500
x

In general: xn 1 e n
After a few more iteration we will get 0.567 e 0.567

Iteration

Convergence Examples

Convergent staircase pattern

Convergent spiral pattern

Divergence Example

Divergent staircase pattern

Divergent spiral pattern

Existence of Root
There exists one and only one root if

i. a x b a g x b
ii.

g x g x L x x

iii . 0 L 1
L is Lipschitz constant,

g x g x
(1)
x L

g
lim
x x
x x

x, x a, b

Convergence?
If x=a is a solution then,

f x f a
in

xn 1 g x n

f i a
x a i
i!

g a n

g a n g a 12 2n g a
a n g a

n 1 n g a

n 1 n

error reduces at each step


i.e. iteration will converge

[ n 0 and g ( a ) a ]

[ n 1 x n 1 a]

if g a 1

If magnitude of 1st derivative


at x=a is less than 1

f x 2 x 2 4 x 1

Problem

Find a root near x=1.0 and x=2.0


Solution:
x g x 1 2 x 2 1 4
Starting at x=1, x=0.292893 at 15th iteration
Starting at x=2, it will not converge
Why? Relate to g'(x)=x. for convergence g'(x) < 1
x g x 2 x 1 2

Starting at x=1, x=1.707 at iteration 19


Starting at x=2, x=1.707 at iteration 12
Why? Relate to

g x 2 x 1 2

A.2

Aitkens Process

kth Order Convergence


Pervious iterative method has linear (1st order)
convergence, since:

n 1 n g a

For kth order convergence we have:

n 1 A
k
n

Now consider a 2nd order method.


Aitkens 2 process

Aitkens process
If is a root of the equation i.e., =g() then,
n 1 n g

n 1 g

0 g

n 1

Now if we use
g and
n 1 A n 1

A 0

Aitkens process
n 1 A n 1
xn 1 A n 1
xn A n
xn 1 A

n 1

xn 1
xn

xn
xn 1
xn 1 xn 1 x

xn 1 2 xn xn 1
2
n

Algorithm
guess_value;
while (! g()) {

xn 1

xn g xn 1

x n 1 g xn

xn 1 xn 1 xn2

xn 1 2 xn xn 1
}

Why 2?
xn 1 xn 1 xn2

x n 1 2 x n x n 1
xn 1

xn 1

xn 1

xn
2 x n x n 1
2

xn

xn 1

2 xn 1

where
xn xn 1 xn

2 xn 1 xn 1

x n x n 1
xn xn 1

xn 1

x n x n x n 1

x n 1 2 x n x n 1

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