Secant Method
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Secant Method –
Derivation
f(x) Newton’s Method
f(xi )
xi 1 = xi - (1)
f (xi )
f(xi)
x f x
i, i
Approximate the
derivative f ( xi ) f ( xi 1 )
f ( x )
i
(2)
f(xi-1)
xi xi 1
X
Substituting Equation
xi+2 xi+1 xi
(2) into Equation (1)
gives the Secant
Figure 1 Geometrical illustration method f ( xi )( xi xi 1 )
of the Newton-Raphson xi 1 xi
method. f ( xi ) f ( xi 1 )
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Secant Method –
Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC
f(xi) B AE DE
can be written as
f ( xi ) f ( xi 1 )
C
xi xi 1 xi 1 xi 1
f(xi-1)
E D A
On rearranging, the secant
X
xi+1 xi-1 xi method is given as
f ( xi )( xi xi 1 )
Figure 2 Geometrical xi 1 xi
representation of the Secant f ( xi ) f ( xi 1 )
method.
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Algorithm for Secant
Method
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Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi xi 1 )
xi 1 xi
f ( xi ) f ( xi 1 )
Find the absolute relative approximate error
xi 1- xi
a = 100
xi 1
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Step 2
Find if the absolute relative approximate error is
greater than the prespecified relative error
tolerance.
If so, go back to step 1, else stop the algorithm.
Also check if the number of iterations has exceeded
the maximum number of iterations.
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Example 1
You are working for ‘DOWN THE TOILET COMPANY’
that makes floats for ABC commodes. The floating
ball has a specific gravity of 0.6 and has a radius of
5.5 cm. You are asked to find the depth to which the
ball is submerged when floating in water.
Figure 3 Floating Ball
7 Problem. http://numericalmethods.eng.usf.edu
Example 1 Cont.
The equation that gives the depth x to which
the ball is submerged under water is given by
f x x 3-0.165 x 2+3.993 10- 4
Use the Secant method of finding roots of
equations to find the depth x to which the ball is
submerged under water.
• Conduct three iterations to estimate the root of
the above equation.
• Find the absolute relative approximate error
and the number of significant digits at least
correct at the end of each iteration.
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Example 1 Cont.
Solution
To aid in the
understanding of how
this method works to find
the root of an equation,
the graph of f(x) is shown
to the right,
where
f x x 3-0.165 x 2+3.993 10- 4
Figure 4 Graph of the function
f(x).
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Example 1 Cont.
f xof
Let us assume the initial guesses of the root 0
as x 1 0.02 and x0 0.05.
Iteration 1
The estimate of the root is
f x0 x0 x 1
x1 x0
f x0 f x 1
0.05
0.05 0.1650.05 3.993 10 0.05 0.02
3 2 4
0.05 0.1650.05 3.993 10 0.02 0.1650.02 3.993 10
3 2 4 3 2 4
0.06461
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Example 1 Cont.
a
The absolute relative approximate error at the
end of Iteration 1 is
x1 x0
a 100
x1
0.06461 0.05
100
0.06461
22.62%
The number of significant digits at least correct is 0,
as you need an absolute relative approximate error
of 5% or less for one significant digits to be correct
in your result.
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Example 1 Cont.
Figure 5 Graph of results of
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Iteration 1. http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 2
The estimate of the root is
f x1 x1 x0
x2 x1
f x1 f x0
0.06461
0.06461 0.1650.06461 3.99310 0.06461 0.05
3 2 4
0.06461 0.1650.06461 3.99310 0.05 0.1650.05 3.99310
3 2 4 3 2 4
0.06241
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Example 1 Cont.
a
The absolute relative approximate error at the
end of Iteration 2 is
x2 x1
a 100
x2
0.06241 0.06461
100
0.06241
3.525%
The number of significant digits at least correct is 1,
as you need an absolute relative approximate error
of 5% or less.
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Example 1 Cont.
Figure 6 Graph of results of
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Iteration 2. http://numericalmethods.eng.usf.edu
Example 1 Cont.
Iteration 3
The estimate of the root is
f x2 x2 x1
x3 x2
f x2 f x1
0.06241
0.06241 0.1650.06241 3.993 10 0.06241 0.06461
3 2 4
0.06241 0.1650.06241 3.993 10 0.05 0.1650.06461 3.993 10
3 2 4 3 2 4
0.06238
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Example 1 Cont.
a
The absolute relative approximate error at the
end of Iteration 3 is
x3 x2
a 100
x3
0.06238 0.06241
100
0.06238
0.0595%
The number of significant digits at least correct is 5,
as you need an absolute relative approximate error
of 0.5% or less.
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Iteration #3
Figure 7 Graph of results of
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Iteration 3. http://numericalmethods.eng.usf.edu
Advantages
Converges fast, if it converges
Requires two guesses that do not need
to bracket the root
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Drawbacks
2
2
f ( x)
0
f ( x) 0
f ( x)
2 2
10 5 0 5 10
10 x x guess1 x guess2 10
f(x)
prev. guess
new guess f x Sinx 0
Division by zero
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Drawbacks (continued)
2
2
f ( x)
f ( x)
0
f ( x) 0
secant ( x)
f ( x)
2 2
10 5 0 5 10
10 x x 0 x 1' x x 1 10
f(x)
x'1, (first guess)
x0, (previous guess) f x Sinx 0
Secant line
x1, (new guess)
Root Jumping
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Additional Resources
For all resources on this topic such as digital
audiovisual lectures, primers, textbook chapters,
multiple-choice tests, worksheets in MATLAB,
MATHEMATICA, MathCad and MAPLE, blogs,
related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/seca
nt_method.html
THE END
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