Secant Method – Derivation

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Presentation transcript:

Secant Method http://numericalmethods.eng.usf.edu

Secant Method – Derivation Newton’s Method (1) Approximate the derivative (2) Substituting Equation (2) into Equation (1) gives the Secant method Figure 1 Geometrical illustration of the Newton-Raphson method. http://numericalmethods.eng.usf.edu

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

Step 1 Find the absolute relative approximate error Calculate the next estimate of the root from two initial guesses Find the absolute relative approximate error 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. 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 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 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. 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 Figure 4 Graph of the function f(x). http://numericalmethods.eng.usf.edu

Example 1 Cont. Let us assume the initial guesses of the root of as and Iteration 1 The estimate of the root is http://numericalmethods.eng.usf.edu

Example 1 Cont. The absolute relative approximate error at the end of Iteration 1 is 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. http://numericalmethods.eng.usf.edu

Example 1 Cont. Figure 5 Graph of results of Iteration 1. http://numericalmethods.eng.usf.edu

Example 1 Cont. Iteration 2 The estimate of the root is http://numericalmethods.eng.usf.edu

Example 1 Cont. The absolute relative approximate error at the end of Iteration 2 is The number of significant digits at least correct is 1, as you need an absolute relative approximate error of 5% or less. http://numericalmethods.eng.usf.edu

Example 1 Cont. Figure 6 Graph of results of Iteration 2. http://numericalmethods.eng.usf.edu

Example 1 Cont. Iteration 3 The estimate of the root is http://numericalmethods.eng.usf.edu

Example 1 Cont. The absolute relative approximate error at the end of Iteration 3 is The number of significant digits at least correct is 5, as you need an absolute relative approximate error of 0.5% or less. http://numericalmethods.eng.usf.edu

Iteration #3 Figure 7 Graph of results of Iteration 3. http://numericalmethods.eng.usf.edu

Advantages Converges fast, if it converges Requires two guesses that do not need to bracket the root http://numericalmethods.eng.usf.edu

Drawbacks Division by zero http://numericalmethods.eng.usf.edu

Drawbacks (continued) Root Jumping 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/secant_method.html

THE END http://numericalmethods.eng.usf.edu