NUMERICAL METHODS | NECES ACADEMICS COMMITTEE 2014-2015

ROOT FINDING METHOD

I. Direct Methods
- Substitution and Elimination
- Factoring
- Quadratic Equation
- Synthetic Division
II. Numerical Method
- Bracket Method
- Bisection Method
- Regula-Falsi
- Open Method
- Newton-Rhapson
- Fixed point iteration
- Secant Method

1.0000

1.5000

1.2500

1.0000

1.2500

1.1250

1.1250

1.2500

1.1875

1.1875

1.2500

1.2188

1.1875

1.2188

1.1875

1.2031

1.2032
1.195
3

0.3415
0.3415
0.3415
0.1366
0.0173
0.0173
0.0173

0.7525

0.1135

0.1135
0.1366
0.0173

0.1135

0.0467

0.0468

0.0144
0.0016

0.1135

0.0143

B. Regula Falsi Method/False Estimate

Set [a,b]
Test f(a) . f(b) < 0 (negative)
*Assume f(a) is negative and f(b) is
positive

A. Bracket Method/Binary Search

Algorithm

c=a

Set [a,b]

f ( a ) [ba ]
f ( b )f (a)

Test f(a) . f(b) < 0 (negative)

*Assume f(a) is negative and f(b) is
positive

CALCULATOR CODE

c= A
c=

a+b
2

X [ B A]
Y X

Solve for f(c)

if f(c) is negative, f(a) f(c) and a c
and b b
if f(c) is positive, f(b) f(c) and b c and
a a

Solve for f(c)

if f(c) is negative, f(a) f(c) and a c
and b b
if f(c) is positive, f(b) f(c) and b c and
a a

Stopping criteria:
- set number of iterations
- |f(c)|

Stopping criteria:
- set number of iterations
- |f(c)|
Example:

Example:

f ( x )=x 2sin ( x )0.5

i

1
2

0.0000
1.0000

2.0000
2.0000

1.0000
1.5000

f ( x )=x 2sin ( x )0.5

for [0 , 2] and i = 8
f(a)
0.5000
-

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f(b)
2.5907
2.5907

f(c)
0.3415
0.7525

for [1 , 1.5] and =

0.0001
i
1
2

a
1.000
0
1.156
1

b
1.5000
1.5000

c
1.156
1
1.188
6

f(a)
0.3415
0.0787

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f(b)
0.752
5
0.752
5

f(c)
0.0787
0.0150

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3
4
5

1.188
6
1.194
7
1.195
8

1.194
7
1.195
8
1.19
60

1.5000
1.5000
1.5000

0.0150
0.0027
0.0005

0.752
5
0.752
5
0.752
5

0.0027
0.0005
0.0001

x i+1=x i

C. Newton-Rhapson Method

CALCULATOR CODE

Set xi

x i+1=x i

f (x i)
f ( x i ) f ( x i1)

x ix i1

x i+1=B

f ( xi )
f '( xi )

D
DC

B A

Example:

f ( x )=cos ( x ) +2 sin ( x )+ x

CALCULATOR CODE

x i+1=X

for xi-1 = 0 and

xi = -0.1 and i = 5

f ( x i)
d
f ( x i) x= X
dx
i
1

xi-1

xi

xi+1

f(xi)

f(xi+1)

0.0000 -0.1000 -0.5137 1.0000 0.8053 0.1520

2 -0.1000 -0.5137 -0.6100

Stopping criteria:
- set number of iterations
- |f(xi+1)|
- |xi+1 xi |

f(xi-1)

3 -0.5137 -0.6100 -0.6518

4 -0.6100 -0.6518 -0.6588

0.805
0.1520 0.0461
3
0.152
0.0461 0.0066
0
0.046
0.0066 0.0004
1

5 -0.6518 -0.6588 -0.6593 0.0066 0.0004 4.19E-06

Example:

f ( x )=x2 sin ( x )

for xi = 1.5 and =

0.0001

D. Fixed Point Iteration/MOSS

Given f(x), make equations g1(x), g2(x),

xi

xi+1

f(xi+1)

1.5000

2.0766

0.3269

2.0766

1.9105

0.0248

Choose an initial value xi

1.9105

1.8956

0.0002

Solve for xi+1 using g1(x), g2(x),

1.8956

1.8955

1.5461E-08

*note:

f ' ( x )=12cos ( x )

This is more of a trial and error process

because some g(x) do not converge.
Example:

D. Secant Method

f ( x )=x 4 x10

Set xi (present) and xi-1 (previous)

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g1 ( x ) =

10
3
x 1

II. Numerical Method

- Jacobi Method
- Gauss- Seidel Method

g2 ( x )= 4 x +10
A. Jacobi Method

x+ 10
g3 ( x ) =

Given

For

g1 ( x ) =

a11 x 1+ a12 x 2 +a13 x3 =b1

10
3
x 1

i
1

xi
1.5000

xi+1
4.2105

4.2105

0.1358

0.1358
10.0251

10.0251

-0.0099

-0.0099

10.0000

10.0000

-0.0100

-0.0100

10.0000

10.0000

-0.0100

-0.0100

10.0000

For

a21 x 1 +a 22 x2 + a23 x 3=b 2

choose xi = 1.5

g2 ( x )= 4 x +10

a31 x 1 +a32 x2 +a 33 x 3=b 3

The iterative
process
with g1 has gone
into an infinite
loop without
converging.

Check if diagonally dominant.

Solve for

choose xi = 1

xi

xi+1

1.0000

1.8212

1.8212

1.8542

1.8542

1.8555

1.8555

1.8556

1.8556

1.8556

The iterative process with g2 converged. Try if g3

converges.

SYSTEM OF LINEAR
EQUATION
I. Direct Methods
- Substitution and Elimination
- Matrix
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x 1=

1
b a x a x
a11 1 12 2 13 3

x 2=

1
b a x a x
a22 2 21 1 23 3

x 3=

1
b a x a x
a33 3 31 1 32 2

The iteration stops if ALL 1 , 2 , and 3

becomes

Example:

4 wx y=3
; 6+7 y + x=w ; y+ 6 x2 w=9
Arrange so that it is diagonally dominant.

4 wx y=3
2 w +6 x+ y=9
w+ x +7 y=6
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NUMERICAL METHODS | NECES ACADEMICS COMMITTEE 2014-2015

Solve for wk+1, xk+1, yk+1

k+1

1
= 3+ x+ y
4

1
x k+1= 9+ 2 w y
6
1
y k+1 = 6+ wx
7

wk+
1

x k+1

y k+1

---

---

---

0.75

1.5

0.75

1.5

-0.857

0.91
1

1.89
3

0.16
1

0.39
3

-0.107

0.98
2

1.96
4

0.07
1

0.07
1

-0.033

0.99
2

1.99
4

0
0.85
7
0.96
4
0.99
7
0.99
7

0.01

0.03

0.99
9
0.99
9

1.99
7

-1

0.00
7

-1

0.00
3
0.00
3

-1

0.00
1

5
6
7

-0.003
0
0

* = 0.001
B. Gauss-Seidel Method
If x1(k+1) is a better approximation to the true
value of x1 than x1(k) is, then it would make
sense that once we have found the new
value x1(k+1) , use it (rather than the old
value x1(k)) in finding x2(k+1), , xn(k+1). In other
words, instead of using the old value
of x1(k) and the old values x3(k),
, xn(k), we now use
the new value x1(k+1) and the old
values x3(k), , xn(k), and similarly for
findingx3(k+1), , xn(k+1).

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NUMERICAL METHODS | NECES ACADEMICS COMMITTEE 2014-2015

Example:

( x )=

4 wx y=3

xx1 x x2

x ix 1 x ix 2

2 w +6 x+ y=9
w+ x +7 y=6

For n=3

( x )=
wk+
1

x k+1

y k+1

---

---

---

0.75
0

1.75
0

0.75
0

1.75
0

1.000

0.93
8

1.97
9

0.18
8

0.22
9

0.006

0.99
3

1.99
9

0.05
5

0.02
0

0.005

0.99
9

2.00
0

0
1.00
0
1.00
6
1.00
1
1.00
0

0.00
6

0.00
1

0.001

1.00
0

2.00
0

0.00
1

0.00
0

0.000

1.00
0

xx1 x x2 x x3

x ix 1 x ix 2 x ix 3

Example:
Compute for f(0.3) for the given data set,
use n= 2 and f(3.1), use n = 3
x

f(x)

49

129

813

*Find the range where 0.3 lies for n=2 (blue line);
3.1 for n= 3 (green line).

* = 0.001
For f(0.3), n = 2:

INTERPOLATION,
EXTRAPOLATION, CURVE FIT
A. Lagrange Interpolation

y ( x )= y 1

xx 2
xx 1
+ y2
x1x 2
x 2x1

y ( x )= y 1 ( x ) + y 2 ( x ) + y 3 ( x )

P1 = (0,1) and P2 = (1, 3)

( x )=

x0 x1

x i0 x i1

( 0.3 )=

y ( 0.3 )= y 1

0.3 0.7
0.3 0.7

+ y2

x 10 x 11
x 20 x 21

y ( 0.3 )=1

0.3 0.7
0.3 0.7

+3

00 01
10 11

Where the weighing factor is:

n

( x )=
j=1
i=n
j i

xx j
xi x j

0.30 0.31 0.3 0.7

x i0 x i1 x i0 x i1

y ( 0.3 )=

0.7
0.3
+3
01
10

y ( 0.3 )=1.6, 0 x 1

For n=2

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For f(3.1), n = 3:

P1 = (1,3) and P2 = (3, 49) and P3 = (4,129)

*note: 3.1 is between 3 and 4 (P2 and P3) and
since 3.1 is closer to (1,3) than (7,813), then P 1 =
(1,3).

( x )=

x1 x3 x 4

x i1 x i3 x i4

(3.1 ) =

Where n = number of ordered pairs

STAT MODE (MODE + 3) A+Bx (2) Input

Data
(AC) (SHIFT + 1) SUM (4) Choose
Mode

3.11 3.13 3.14

3.11

+ 49
11 13 14
31

3.13 3.14
3.11 3.13 3.14

+129

33 34
41 43 44

3.13 3.14
3.11
y (3.1 ) =3

+49
13 14
31

f ( x )=a x 2 +bx +c

FOR CASIO CALCULATOR

3.11 3.13 3.14

x i1 x i3 x i4

y (3.1 ) =3

Eq . 3

y=a x +bx+ cn

3.14
3.11 3.13
+129

34
41 43

x x x x xy x y y

Modes:

Example:
Compute for f(4.3) and f(15.7) using Linear
and Quadratic fit.
x
f(x
)

8
3

2
1
0

1
1

4
1
2

1
2

1
1
4

y (3.1 ) =55.29,1 x 4
Linear Fit:
B. Method of Least Square (MLS)

xy =317

x =528

x=64

For Linear Fit:

xy =a x2 +bx
2

xy =a x +bx Eq .1
y=ax+bn Eq . 2

317=a ( 528 )+ b ( 64 )

f ( x )=ax +b
y=ax+bn
70=a ( 64 ) +b (10)

For Quadratic Fit:

2

x y=a x + b x +c x Eq. 1
3

a = -1.1064, b = 14.0811

f ( x )=1.1064 x+ 14.0811

xy=a x +b x + cx Eq . 2
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y =70

NUMERICAL METHODS | NECES ACADEMICS COMMITTEE 2014-2015

f ( 4.3 )=9.3236

Quadratic Fit

f ( 15.7 ) =3.2894
16
14

x 2 y=2009

f(x) = 0.02x^2 - 1.39x + 14.75

12

Quadratic Fit:

x 4 =

49524 x =

xy =317

x =528

10

4930

8
6

x=64

4
2

y =70

x 2 y=a x 4 + b x 3 +c x 2

10

12

14

2009=a ( 49524 ) +b ( 4930 ) +c (528 )

xy=a x 3 +b x 2+ cx

PRACTICE PROBLEMS

3 17=a ( 4930 ) +b ( 528 ) +c ( 64 )

Bisection Method and Regula Falsi
Method

y=a x +bx+ cn

Given the equation

70=a (528 )+ b ( 64 ) +c (10)

f ( x )=e ( 3.2 sin ( x ) 0.5 cos ( x ) ) , find c 8 8 .

a = 0.0216, b = -1.3897, c = 14.7521

C onsider the interval [ 3,4 ]

f ( x )=0.0216 x 21.3897 x +14.7521
f ( 4.3 )=9.1758

Newton Rhapson and Secant Method

Find the root of f ( x )=x 3cos ( x )

f ( 15.7 ) =1.7420

consider x i=1x i1=1.5 . Let i=5 .

Linear Fit

MOSS

16
14

Find the root of f ( x )=x 37 x 2+ 14 x6.

12

f(x) = - 1.11x + 14.08

10

Let i=7.

8
6
4

Jacobi and Gauss-Seidel Method

2
0

10

12

14

x+ 2 y +3 z=5
2 x 5 y +2 z=1
3 x+ y 2 z =1

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NUMERICAL METHODS | NECES ACADEMICS COMMITTEE 2014-2015

Use =0.001

x
f(x)

-0.33
-0.15

1.35
0.88

2.32
1.31

3.17
1.87

4.22
2.11

5.11
2.42

Solve for f(2.5) using Lagrange (n=3) and

Lagrange and MLS

MLS. Solve for f(6.4) and f(-1.2) using MLS

(Quadratic Fit).

Consider the data points:

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