Pages

Saturday, September 19, 2015

Fixed Point Method to find the root of the non-linear equation



Fixed Point Method [Linearly Convergent]


1.      Assign an initial value to x0 and accuracy level E.
2.      Reform given equation as x = g(x)
3.      Compute x1 = g(x0).
4.      Check the required accuracy level of x1.
If absolute value of (x1 – x0) / x1 < E then
Write x1 as the root of the equation and go to 4.
Otherwise
            Set x0 = x1 and
            Go to step 2
5.      Stop

The equation xi+1 = g (xi) where I = 0, 1, 2 … is called the fixed point iteration formula.
Example: Find the square root of 5 using the equation x2 - 5 = 0 by using fixed point iteration method.
Soln: Here f(x) = x2 – 5
Step 1: Assigning Initial value of x0 = 1 and E = 0.01
Step 2: Reforming the equation x2 - 5 = 0
            Or x2 = 5
            Or x = 5/x
            Or 2x = 5/x + x [Adding x in both sides]
             x = [5/x + x] / 2
Step 3: Iteration I:
Computing x1 = g(x0).
                        x1=[5/x0 + x0] / 2 = 3  [x0 = 1]
Step 4: Checking accuracy level,          
            Absolute value of (x1 – x0) / x1 < E
            (3 - 1) / 3 = 0.6667
            0.6667 < 0.01 which is false
            So, set x0 = x1 and go to step 3
            Iteration II:
            Computing x1 = g(x0).
                        x1=[5/x0 + x0] / 2 =
Repeat the iterations until error criteria satisfied.
If error criteria is satisfied then,
Write improved estimation x1 as the root of the equation and stop.

Secant Method to find the root of the non-linear equation



Secant Method [Super-linear convergence]


1.      Decide two initial points x1 and x2, and accuracy level E.
2.      Compute f(x1) and f(x2)
3.      Compute improved value x3 with the help of x1 an x2,
i.e. x3 = x2 - ( ( f(x2) (x2-x1) ) / ( f(x2) - f(x1) ) )
4.      Checking the accuracy level of improved estimation i.e. x3.
If absolute value of (x3 – x2) / x3 < E
            Write improved estimation or x3 as the root of the equation and go to 5.
Otherwise
            Set x1 = x2 and f(x1) = f(x2)
            Set x2 = x3 and f(x2) = f(x3)
            Go to step 3
5.      Stop

Example: Use the secant method to estimate the root of the equation x2-4x-10 = 0 with the initial estimates of x1 = 4 and x2 = 2.
Soln: Given f(x) = x2-4x-10 = 0
Step 1: Initial points x1 = 4 and x2 = 2, and Accuracy level E = 0.01
Step 2: Computing f(x1) and f(x2),
            f(x1) = 42- 4*4 – 10 = -10
            f(x2) = 22 – 4*2 – 10 = -14
Step 3: Iteration I:
Computing improves root x3,
            x3 = x2 - ( ( f(x2) (x2-x1) ) / ( f(x2) - f(x1) ) ) = 2 - ( ( ( -14 ) ( 2 – 4 ) ) / ( ( -14 ) - ( -10 ) ) )
                = 2-(28 / (-4)) = 9               
Step 4: Checking accuracy level,
Absolute value of (x3 – x2) / x3 < E
(x3 – x2) / x3 = (9-2) / 9 = 7/9 = 0.7778
Here 0.7778 < 0.01 is false
Error criteria are not satisfied.
So,       Set x1 = x2 = 2 and f(x1) = f(x2) = -14
Set x2 = x3 = 9 and f(x2) = f(x3) = f(9) = 92 - 4*9 – 10 = 35
            Go to step 3
Iteration II: Calculating improved estimation of x3, using
x3 = x2 - ( ( f(x2) (x2-x1) ) / ( f(x2) - f(x1) ) ) =
Repeat the iterations until error criteria satisfied.
If error criteria is satisfied then,
Write improved estimation x3 as the root of the equation and stop.

Newton-Raphson Method to find the root of the non-linear equation



Newton-Raphson Algorithm [Quadratic convergence]
  
1.      Assign an initial value to x; say x0 and accuracy level E.
2.      Calculate the f(x0) and f'(x0) [f'(x0) is derivative of f(x0)].
3.      Find the improved estimate of x0.
x1 = x0 - ( f(x0) / f'(x0) )
4.      Check the accuracy level of the improved estimation.
If absolute value of (x1 - x0) / x1 < E
            Write improved estimation as the root of the equation and stop.
Otherwise
            Continue.
5.      Set x0 = x1 and repeat steps 3.
Example: Find the root of the equation x2-4x-10 = 0, using Newton-Raphson method.
Soln: Here given, f(x) = x2-4x-10.
Step 1: Since initial value of x is not provided so we can assume any value as initial value for x. say x = 0, i.e. x0 = 0.
And accuracy level E = 0.01.      
Step 2: Computing f(x0) and f'(x0)
            Here f(x) = x2-4x-10 and f'(x) = 2x – 4
            So, f(x0) = f(0) = 02 - 4*0 – 10 = -10
            And f'(x0) = 2*0 – 4 = -4
Step 3: Iteration I:
Calculating improved estimation of x0, using
  x1 = x0 - ( f(x0) / f'(x0) ) = 0 – ( -10 / -4 ) = -2.5
Step 4: Checking the accuracy level of improved estimation using,
 Absolute value of (x1 - x0) / x1 < E
(x1 - x0) / x1 = (-2.5 – 0) / -2.5 = 1.
Or 1 < 0.01 [Which is false.]
Error criteria not satisfied.
Step 5: Set x0 = x1 and go to step 3.
Iteration II: Calculating improved estimation of x0, using
            x1 = x0 - ( f(x0) / f'(x0) ) =
Repeat the iterations until error criteria satisfied.
If error criteria is satisfied then,
Write improved estimation as the root of the equation and stop.


Limitations of Newton-Raphson Method
1.      Division by zero may occur if f'(xi) is zero or very close to zero
2.      If the initial assumption is too far away from the required root, the process may converge to some other root.
3.      A particular value in the iteration sequence may repeat, resulting in an infinite loop. This occurs when the tangent to the curve f(x) at x = xi+1 cuts the x-axis again at x = xi.