Numerical Module 4
Numerical Module 4
Open methods are based on formulas that require only a single starting
value of x or two starting values that do not necessary bracket the root. As such,
they sometimes diverge or move away from the true value root as the computation
progresses. However, when the open methods converge, they usually do so much
more quickly than the bracketing methods.
Open Method employ a formula to predict the root. Such a formula can be developed for simple
fixed point iteration (one point iteration or successive substitution) by rearranging the function
f(x) = 0 s that x is on the left hand side of the equation x= g(x)
Fixed point: A point, say, s is called a fixed point if it satisfies the equation x = g(x).
Fixed point Iteration : The transcendental equation f(x) = 0 can be converted algebraically into
the form x = g(x) and then using the iterative scheme with the recursive relation xi+1= g(xi), i =
0, 1, 2, . . ., with some initial guess x0 is called the fixed point iterative scheme.
C2. By testing the condition | xi+1 - g(xi) | (where i is the iteration number) less than some
tolerance limit, say epsilon, fixed apriori.
Problem Statement: Use simple fixed point to locate the root of x4-x-10 = 0. Let the initial
guess x0 be
Newton-Raphson method is based on the principle that if the initial guess of the root of
f(x)=0 is at xi, then if one draws the tangent to the curve at f(xi), the point xi+1 where the
tangent crosses the x-axis is an improved estimate of the root as shown in the figure shown
below.
'
f ( x i ) −0
f ( x i )=
x i−x i +1
which gives
f (x i)
x i+1=x i− Newton-Raphson formula
f ' (x i )
|∊ a|=| x i+ 1−xi
x i+1 |x 100
4. Compute the absolute relative approximate error, |∊ a| with the pre-specified relative
error tolerance, ∊ s. If |∊ a|>∊ s , then go to step 2, else stop the algorithm. Also, check if
the number of iterations has exceeded the maximum number of iterations.
Illustrative Example:
Solution:
f ' ( x )=−e−x −1
x i+1=x i− − x i
−e −1 i
Starting with an initial guess of xi=0, this iterative equation can be applied to compute
Problem Statement: Use Newton's method to find an approximate solution to x2−2=0, starting
from an initial estimate x1=2. After 4 iterations, how close is the approximation to √2?