Pemodelan dan Metode Numerik

(Modeling and Numerical Methods)

http://www.unhas.ac.id/amil/S2TE/pmn_2014/

L #3 Open Methods
Amil Ahmad Ilham

Open Method
Bracketing methods:
The root is located within an interval prescribed by a lower and
an upper bound.
Repeated application of these methods always results in closer
estimates of the true value of the root. Such methods are said
to be convergent because they move closer to the truth as the
computation progresses .

Open methods:
are based on formulas that require only a single starting value of
x or two starting values that do not necessarily bracket the root.
they sometimes diverge or move away from the true root as the
computation progresses.
When the open methods converge, they usually do so much
more quickly than the bracketing methods.
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Bracketing vs. Open Method

The fundamental difference

between the (a) bracketing and
(b) and (c) open methods for
root location.
In (a), which is the bisection
method, the root is constrained
within the interval prescribed by
xl and xu.
The open method depicted in (b)
and (c), a formula is used to
project from xi to xi+1 in an
iterative fashion.
The method can either (b)
diverge or (c) converge
rapidly, depending on the
value of the initial guess.

SIMPLE FIXED-POINT ITERATION

A simple fixed-point iteration (one-point
iteration or successive substitution):
rearranging the function f (x) = 0 so that x is on
the left-hand side of the equation:

Given an initial guess at the root xi, a new

estimate xi+1 is expressed by the iterative
formula:
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SIMPLE FIXED-POINT ITERATION

f (x) = 0 => x = g(x)
Example:
=>

xi+1 = g(xi)
2

xi + 3
xi +1 =
2
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SIMPLE FIXED-POINT ITERATION

Use simple fixed-point iteration to locate the root of
f(x) = ex x. Starting with an initial guess of x0 = 0.

x=e

x i +1 = e xi

THE NEWTON-RAPHSON METHOD

The most widely used of
all root-locating
formulas is the NewtonRaphson equation
If the initial guess at the
root is xi, a tangent can
be extended from the
point [xi, f (xi)].
The point where this
tangent crosses the x
axis usually represents
an improved estimate
of the root.

=>
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THE NEWTON-RAPHSON METHOD

Use the Newton-Raphson method to estimate the root
of f(x) = ex x, employing an initial guess of x0 = 0.

THE SECANT METHOD

A potential problem in
implementing the
Newton-Raphson method
is the evaluation of the
derivative.
There are certain
functions whose
derivatives may be
extremely difficult or
inconvenient to evaluate.

THE SECANT METHOD

Use the secant method to estimate the root of
f(x) = ex x . Start with initial estimates of x1 = 0 and x0 = 1.0.

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THE SECANT METHOD

Use the secant method to estimate the root of
f(x) = ex x . Start with initial estimates of x1 = 0 and x0 = 1.0.

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Algorithm for Fixed-Point Iteration

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Group Assignment #2
1. Determine the highest real root of

f(x) = 2x3 11.7x2 + 17.7x 5

a. Fixed-point iteration method (three iterations, x0 = 3).
b. Newton-Raphson method (three iterations, x0 = 3).
c. Secant method (three iterations, x1 = 3, x0 = 4).

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Group Assignment #2
2. Determine the root of the following function,

f(x) = 5 5x e0.5x
Perform iterations until a < 2%.
a. Use a bracketing method (Bisection), use
initial guesses of xl = 0 and xu = 2.
b. Use the Newton-Raphson, use an initial
guess of xi = 0.7.
c. Use the secant method, use initial guesses of
xi1 = 0 and xi = 2.
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Group Assignment #2
Solve problem no. 1 manually.
Develop a user-friendly program to solve
problem no. 1 and no. 2.
Prepare for demo!
Work in pairs (1 group = 2 members)

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