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Numerical Lecture6 Secant

The document provides a detailed explanation of the Secant Method, including its derivation from Newton's Method and geometric principles. It outlines the algorithm for implementing the Secant Method, demonstrates its application through an example involving the depth of a submerged floating ball, and discusses the advantages and drawbacks of the method. Additional resources for further learning on the topic are also provided.

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0% found this document useful (0 votes)
13 views23 pages

Numerical Lecture6 Secant

The document provides a detailed explanation of the Secant Method, including its derivation from Newton's Method and geometric principles. It outlines the algorithm for implementing the Secant Method, demonstrates its application through an example involving the depth of a submerged floating ball, and discusses the advantages and drawbacks of the method. Additional resources for further learning on the topic are also provided.

Uploaded by

mhasan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Secant Method

http://numericalmethods.eng.usf.
edu
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 )
2 http://numericalmethods.eng.usf.edu
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.
3 http://numericalmethods.eng.usf.edu
Algorithm for Secant
Method

4 http://numericalmethods.eng.usf.edu
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

5 http://numericalmethods.eng.usf.edu
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.

6 http://numericalmethods.eng.usf.edu
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.
8 http://numericalmethods.eng.usf.edu
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).
9 http://numericalmethods.eng.usf.edu
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  0.1650.05  3.993 10 0.05  0.02 
3 2 4

0.05  0.1650.05  3.993 10  0.02  0.1650.02  3.993 10 


3 2 4 3 2 4

0.06461

10 http://numericalmethods.eng.usf.edu
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.
11 http://numericalmethods.eng.usf.edu
Example 1 Cont.

Figure 5 Graph of results of


12
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  0.1650.06461  3.99310 0.06461 0.05
3 2 4

0.06461  0.1650.06461  3.99310  0.05  0.1650.05  3.99310 


3 2 4 3 2 4

0.06241

13 http://numericalmethods.eng.usf.edu
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.

14 http://numericalmethods.eng.usf.edu
Example 1 Cont.

Figure 6 Graph of results of


15
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  0.1650.06241  3.993 10 0.06241  0.06461
3 2 4

0.06241  0.1650.06241  3.993 10  0.05  0.1650.06461  3.993 10 


3 2 4 3 2 4

0.06238

16 http://numericalmethods.eng.usf.edu
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.

17 http://numericalmethods.eng.usf.edu
Iteration #3

Figure 7 Graph of results of


18
Iteration 3. http://numericalmethods.eng.usf.edu
Advantages

 Converges fast, if it converges


 Requires two guesses that do not need
to bracket the root

19 http://numericalmethods.eng.usf.edu
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  Sinx  0

Division by zero

20 http://numericalmethods.eng.usf.edu
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
21 http://numericalmethods.eng.usf.edu
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

http://numericalmethods.eng.usf.edu

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