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10 views12 pages

Class 5

Uploaded by

Antu TheGigantic
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical Analysis

ME – 263
Credit: 3.00 Contact hour: 3.00

Course Teacher: Lecturer Md. Fahim Faisal


Contact Number: +8801521503917
Email: [email protected]
Topic : Open Method

Class: 5
Date: 10 December 2024 (Tuesday)
Open Method
1. Requires only a single starting value or two starting values that may or may not bracket the root
2. Closed method are guaranteed to converge
3. Open methods sometimes diverge away from the true root
4. But when open methods converge, they do it much more quickly than closed methods
Types of Open Method
1. Simple fixed-point iteration
2. Newton-Raphson method
3. Secant method
Simple Fixed-point Iteration
It is done by rearranging function 𝑓 𝑥 = 0 so that, only an 𝑥 is on the left-hand side of the equation.
𝑓 𝑥 =0 →𝑥=𝑔 𝑥
2 2
𝑥2 − 5
𝑥 − 6𝑥 − 5 = 0 → 6𝑥 = 𝑥 − 5 → 𝑥 =
6
2
→ 𝑥 = 6𝑥 + 5 → 𝑥 = √(6𝑥 + 5)

sin 𝑥 = 0 → 𝑥 − 𝑥 = sin 𝑥 → 𝑥 = sin 𝑥 + 𝑥

𝑒 −𝑥 − 𝑥 = 0 → 𝑥 = 𝑒 −𝑥

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Simple Fixed-Point Iteration
𝑥𝑛𝑒𝑤 = 𝑔 𝑥𝑜𝑙𝑑
𝑥𝑖+1 = 𝑔(𝑥𝑖 )

Example: 𝑓 𝑥 = 𝑒 −𝑥 − 𝑥 𝑇𝑟𝑢𝑒 𝑣𝑎𝑙𝑢𝑒; 0.56714329


𝑥 = 𝑒 −𝑥
𝑥𝑖+1 = 𝑒 −𝑥𝑖
Notice that the true percent relative error for each
iteration is roughly proportional (by a factor of
about 0.5 to 0.6) to the error from the previous
iteration. This property, called linear
convergence, is characteristic of fixed-point
iteration.

4
Simple Fixed-Point Iteration
We can separate the equation into two component parts as in
𝑓1 𝑥 = 𝑓2 𝑥
Then the two equations
𝑦1 = 𝑓1 𝑥
And
𝑦2 = 𝑓2 𝑥

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Simple Fixed-Point Iteration
Example:
𝑥 2 − 6𝑥 − 5 = 0
Case 01:

𝑥2 − 5
𝑥=
6
𝒙𝒊

-0.8333

-0.7176

-0.7475

-0.7402
𝑟𝑜𝑜𝑡1 = 6.741657
-0.742 𝑟𝑜𝑜𝑡2 = −0.741657

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Simple Fixed-Point Iteration
Example:
𝑥 2 − 6𝑥 − 5 = 0
Case 02: 𝒙𝒊

𝑥 = 6𝑥 − 5 0

2.36067977

4.2914

5.545

6.186

6.48984

6.6286

6.69118
𝑟𝑜𝑜𝑡1 = 6.741657
6.71915
𝑟𝑜𝑜𝑡2 = −0.741657
6.731638 7
Simple Fixed-Point Iteration

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Newton-Raphson Method
Perhaps the most widely used of all root-locating formulas is the Newton-Raphson. If the initial guess at the root is
𝑥𝑖 , a tangent can be extended from the point [𝑥𝑖 , 𝑓(𝑥𝑖 )]The point where this tangent crosses the 𝑥 axis usually
represents an improved estimate of the root.

𝑓 𝑥𝑖
𝑥𝑖+1 = 𝑥𝑖 −
𝑓 ′ 𝑥𝑖

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Newton-Raphson Method

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Newton-Raphson Method

𝑓 𝑥𝑖
𝑥𝑖+1 = 𝑥𝑖 − ′
𝑓 𝑥𝑖

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Newton-Raphson Method

12

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