1.

Nonlinear Equations
2. System of Linear Equations

Prof. Muhammad Saeed

1. Errors:
 Personal
 Computer Number Constraints ( eps Etc. )
 Truncation
 Round-Off
 Absolute (True )
 Relative
 Approximate Relative
 Local
 Global
 Propagated

M.Sc. Physics 2
2. Other Definitions
 Accuracy
 Precision

M.Sc. Physics 3
3. Solution Of Nonlinear Equations (Roots ):
1. Bracketing Methods

f ( x1 ) * f ( x2 )  0
x1  x2
x3 
2
if ( x3 ) * f ( x1 )  0 then x2  x3

x2 x1
x3

M.Sc. Physics 4
 Linear Interpolation ( False
Position )
Method
f ( xu ) * f ( xl )  0 False Position Pitfalls
f ( xu )( xl  xu )
xr  xu 
f ( xl )  f ( xu )
if f ( xr ) * f ( xu )  0 then xu  xr

M.Sc. Physics 5
2. Open Methods
 Fixed-Point Iteration

f ( x)  0 Fixed-Point Iteration
x  g ( x)

Convergence

Divergence

M.Sc. Physics 6
 Newton-Raphson’s Pitfalls

 Newton-Raphson

f ( x0 )
x1  x0 
f ' ( x0 )
x0  x1

Newton-Raphson Method

M.Sc. Physics 7
 Secant

x2  x1
x3  x2  f ( x2 )
f ( x 2 )  f ( x1 )
x1  x2 and x2  x3

M.Sc. Physics 8
4. Complex Roots Of Polynomials
 Muller
f ( x)  0, x0 , x1 , x2
f p ( x )  a ( x  x 2 ) 2  b ( x  x2 )  c
f ( x0 )  f p ( x0 )
f ( x1 )  f p ( x1 )
f ( x2 )  f p ( x2 )
Muller Method
h0  x1  x0 , h1  x2  x1
 0  f ( x1 )  f ( x0 ), 1  f ( x2  x1 )
 
a  1 0 , b  ah1  1 , c  f  x2 
h1  h 0
 2c
x3  x2 
b  b 2  4ac
x0  x1 , x1  x2 , x2  x3
M.Sc. Physics 9
 Bairstow
f ( x)  a0 x 4  a1 x 3  a2 x 2  a3 x  a4  0
if x 2  x  1 is a factor of f ( x) then r  1 and s  1

Employing Synthetic Division :

r  1 a0 a1 a2 a3 a4
s  1
a0 bn 1 bn

a0 cn  3 cn  2 cn 1

 bn 1 cn  3 cn  2  bn 1
 bn cn  2 c  bn
r  , s  n 1 , r   r  r , s  s  s
cn  2 cn 3 cn  2 cn  3
cn 1 cn  2 cn 1 cn  2

M.Sc. Physics 10
3. System Of Nonlinear Equations

 Iterative Method

 Newton’s Method
f1 ( x, y, z )  0, f 2 ( x, y, z )  0, f 3 ( x, y, z )  0
 f1 f1 f1 
 x y z   x 
 1  f1 ( x1 ) 
 f 2 f 2 f 2  
y     f ( x )
z  
1  2 1 
 x y
 f f 3 f 3   z1   f 3 ( x1 ) 
 3 
 x y y 

x2  x1  x1 , y2  y1  y1 , z 2  z1  z1

M.Sc. Physics 11
4. Convergence Criteria

 Fixed-Point Iteration Method:

ei 1  g ( i ) * ei , g ( i )  1

 Newton’s Method:
f ( x) * f ( x)
ei 1  g ( ) / 2 * ei2 , 1
 f ( x) 
 2

 False Position Method:

ei 1  g ( i ,  i 1 ) * ei , g ( i ,  i 1 )  1

 Secant Method:
ei 1  g ( i ,  i 1 ) / 2 * ei * ei 1

M.Sc. Physics 12
4. About Solution of Linear Equations:
 Pathology
i) Matrix is Singular
ii) System is ill-conditioned
( Small changes in input give rise to large changes
in the output)
 Pivoting and Scaling
 Norms of Matrices
i)

ii)

iii)

iv)

 Condition No.

M.Sc. Physics 13
5. Solution of Linear Equations:
 Simple Iterative Method

 Gauss-Seidel Method
The diagonal element must be greater than the off-
diagonal element for each row to ensure the convergence.

 Relaxation Method

M.Sc. Physics 14
M.Sc. Physics 15