Roots: Bracketing Methods

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Roots: Bracketing Methods Part 2 Chapter 5 Roots: Bracketing Methods PowerPoints organized by Dr. Michael R. Gustafson II, Duke University All images copyright © The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

Chapter Objectives roots problems determine a root graphically incremental search method solve a roots problem: bisection method estimate the error of bisection false position.

Roots Roots problems: f(x)=0 implicit equation for a required parameter.

Graphical Methods f(x)=0 by plotting Graphing indicate where roots may be and where root-finding methods may fail: Same sign, no roots Different sign, one root Same sign, two roots Different sign, three roots

Exceptions to General Cases Multiple roots when function is tangential to x axis Discontinuous functions where end points of opposite sign bracket an even number of roots

fp(mp) p p p p mp

Bracketing Methods Bracketing methods: two initial guesses that “bracket” the root – finding two guesses xl and xu such f(xl ) f(xu ) < 0 The incremental search: at evenly spaced intervals and finds brackets at function sign changes

Incremental Search Hazards If the spacing between the points of an incremental search are too far apart, brackets may be missed due to capturing an even number of roots within two points. Incremental searches cannot find brackets containing even-multiplicity roots regardless of spacing.

Bisection The bisection method is a variation of the incremental search method in which the interval is always divided in half. If a function changes sign over an interval, the function value at the midpoint is evaluated. The location of the root is then determined as lying within the subinterval where the sign change occurs. The absolute error is reduced by a factor of 2 for each iteration.

Errors for the bisection method

Programming Bisection function [root,fx,ea,iter]=bisect(func,xl,xu,es,maxit,varargin) % bisect: root location zeroes %[root,fx,ea,iter]=bisect(func,xl,xu,es,maxit,p1,p2,) % uses bisection method to find the root of func % input: % func = name of function % xl, xu = lower and upper guesses % es = desired relative error (default = 0.0001%) % maxit = max allowable iterations (default = 50) % p1,p2,... = additional parameters used by func % output: % root = real root % fx = function value at root % ea = approximate relative error (%) % iter = number of iterations if nargin<3,error('at least 3 input arguments required'),end test = func(xl,varargin{:})*func(xu,varargin{:}); if test>0,error('no sign change'),end if nargin<4|isempty(es), es=0.0001;end if nargin<5|isempty(maxit), maxit=50;end iter = 0; xr = xl; ea = 100; while (1) xrold = xr; xr = (xl + xu)/2; iter = iter + 1; if xr ~= 0,ea = abs((xr - xrold)/xr) * 100;end test=func(xl,varargin{:})*func(xr,varargin{:}); if test < 0 xu = xr; elseif test > 0 xl = xr; else ea = 0; end if ea <= es | iter >= maxit,break,end root = xr; fx = func(xr, varargin{:});

Bisection Error The absolute error of the bisection method is solely dependent on the absolute error at the start of the process (the space between the two guesses) and the number of iterations: required iterations for an error:

False Position The false position method is another bracketing method. connects the endpoints with a straight line and determine the intercept of the straight line (xr). xr replaces whichever of the two initial guesses yields a function value with the same sign as f(xr).

False Position Illustration

Bisection vs. False Position Bisection does not take into account the shape of the function; this can be good or bad depending on the function! Bad: