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Beamer Presentation Slides prepared by John Carroll Dublin City University

Context

Bisection Method

Example

Theoretical Result

Outline

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Context

Bisection Method

Example

Theoretical Result

Outline

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Context

Bisection Method

Example

Theoretical Result

Outline

Context: The Root-Finding Problem Introducing the Bisection Method Applying the Bisection Method

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Context

Bisection Method

Example

Theoretical Result

Outline

Context: The Root-Finding Problem Introducing the Bisection Method Applying the Bisection Method A Theoretical Result for the Bisection Method

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Context

Bisection Method

Example

Theoretical Result

Outline

Context: The Root-Finding Problem Introducing the Bisection Method Applying the Bisection Method A Theoretical Result for the Bisection Method

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Context

Bisection Method

Example

Theoretical Result

A Zero of function f (x )

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Context

Bisection Method

Example

Theoretical Result

A Zero of function f (x )

We now consider one of the most basic problems of numerical approximation, namely the root-nding problem.

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Context

Bisection Method

Example

Theoretical Result

A Zero of function f (x )

We now consider one of the most basic problems of numerical approximation, namely the root-nding problem. This process involves nding a root, or solution, of an equation of the form f (x ) = 0 for a given function f .

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Context

Bisection Method

Example

Theoretical Result

A Zero of function f (x )

We now consider one of the most basic problems of numerical approximation, namely the root-nding problem. This process involves nding a root, or solution, of an equation of the form f (x ) = 0 for a given function f . A root of this equation is also called a zero of the function f .

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Context

Bisection Method

Example

Theoretical Result

Historical Note

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Context

Bisection Method

Example

Theoretical Result

Historical Note

The problem of nding an approximation to the root of an equation can be traced back at least to 1700 B . C. E .

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Context

Bisection Method

Example

Theoretical Result

Historical Note

The problem of nding an approximation to the root of an equation can be traced back at least to 1700 B . C. E . A cuneiform table in the Yale Babylonian Collection dating from that period gives a sexigesimal (base-60) number equivalent to 1.414222 as an approximation to 2 a result that is accurate to within 105 .

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Context

Bisection Method

Example

Theoretical Result

Outline

Context: The Root-Finding Problem Introducing the Bisection Method Applying the Bisection Method A Theoretical Result for the Bisection Method

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Context

Bisection Method

Example

Theoretical Result

Overview

We rst consider the Bisection (Binary search) Method which is IVT Illustration based on the Intermediate Value Theorem (IVT).

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Context

Bisection Method

Example

Theoretical Result

Overview

We rst consider the Bisection (Binary search) Method which is IVT Illustration based on the Intermediate Value Theorem (IVT). Suppose a continuous function f , dened on [a, b] is given with f (a) and f (b) of opposite sign.

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Context

Bisection Method

Example

Theoretical Result

Overview

We rst consider the Bisection (Binary search) Method which is IVT Illustration based on the Intermediate Value Theorem (IVT). Suppose a continuous function f , dened on [a, b] is given with f (a) and f (b) of opposite sign. By the IVT, there exists a point p (a, b) for which f (p) = 0. In what follows, it will be assumed that the root in this interval is unique.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Main Assumptions

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Main Assumptions

Suppose f is a continuous function dened on the interval [a, b], with f (a) and f (b) of opposite sign.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Main Assumptions

Suppose f is a continuous function dened on the interval [a, b], with f (a) and f (b) of opposite sign. The Intermediate Value Theorem implies that a number p exists in (a, b) with f (p) = 0.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Main Assumptions

Suppose f is a continuous function dened on the interval [a, b], with f (a) and f (b) of opposite sign. The Intermediate Value Theorem implies that a number p exists in (a, b) with f (p) = 0. Although the procedure will work when there is more than one root in the interval (a, b), we assume for simplicity that the root in this interval is unique.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Main Assumptions

Suppose f is a continuous function dened on the interval [a, b], with f (a) and f (b) of opposite sign. The Intermediate Value Theorem implies that a number p exists in (a, b) with f (p) = 0. Although the procedure will work when there is more than one root in the interval (a, b), we assume for simplicity that the root in this interval is unique. The method calls for a repeated halving (or bisecting) of subintervals of [a, b] and, at each step, locating the half containing p.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a, b]; that is, a1 + b1 b1 a1 = . p1 = a1 + 2 2

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a, b]; that is, a1 + b1 b1 a1 = . p1 = a1 + 2 2 If f (p1 ) = 0, then p = p1 , and we are done.

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a, b]; that is, a1 + b1 b1 a1 = . p1 = a1 + 2 2 If f (p1 ) = 0, then p = p1 , and we are done. If f (p1 ) = 0, then f (p1 ) has the same sign as either f (a1 ) or f (b1 ).

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a, b]; that is, a1 + b1 b1 a1 = . p1 = a1 + 2 2 If f (p1 ) = 0, then p = p1 , and we are done. If f (p1 ) = 0, then f (p1 ) has the same sign as either f (a1 ) or f (b1 ).

If f (p1 ) and f (a1 ) have the same sign, p (p1 , b1 ). Set a2 = p1 and b2 = b1 .

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Context

Bisection Method

Example

Theoretical Result

Bisection Technique

Computational Steps

To begin, set a1 = a and b1 = b, and let p1 be the midpoint of [a, b]; that is, a1 + b1 b1 a1 = . p1 = a1 + 2 2 If f (p1 ) = 0, then p = p1 , and we are done. If f (p1 ) = 0, then f (p1 ) has the same sign as either f (a1 ) or f (b1 ).

If f (p1 ) and f (a1 ) have the same sign, p (p1 , b1 ). Set a2 = p1 and b2 = b1 . If f (p1 ) and f (a1 ) have opposite signs, p (a1 , p1 ). Set a2 = a1 and b2 = p1 .

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 9 / 32

Context

Bisection Method

Example

Theoretical Result

Interval Halving to Bracket the Root

y f (b) y 5 f (x)

p3 pp

1

b 5 b1

p1 b2 p3 b3

b1

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0.

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a;

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1;

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

(ai + bi );

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

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Context

Bisection Method

Example

Theoretical Result

Given the function f dened on [a,b] satisfying f (a)f (b) < 0. 1. a1 = a, b1 = b, p0 = a; 2. i = 1; 3. pi =

1 2

4. If |pi pi 1 | <

5. If f (pi )f (ai ) > 0, then 6; If f (pi )f (ai ) < 0, then 8; 6. ai +1 = pi , bi +1 = bi ; 7. i = i + 1; go to 3; 8. ai +1 = ai ; bi +1 = pi ; 9. i = i + 1; go to 3; 10. End of Procedure.

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 11 / 32

Context

Bisection Method

Example

Theoretical Result

Comment on Stopping Criteria for the Algorithm

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Context

Bisection Method

Example

Theoretical Result

Comment on Stopping Criteria for the Algorithm

Other stopping procedures can be applied in Step 4.

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Context

Bisection Method

Example

Theoretical Result

Comment on Stopping Criteria for the Algorithm

Other stopping procedures can be applied in Step 4. For example, we can select a tolerance > 0 and generate p1 , . . . , pN until one of the following conditions is met: |pN pN 1 | < |pN pN 1 | |pN | < , pN = 0, or (1) (2) (3)

|f (pN )| <

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Context

Bisection Method

Example

Theoretical Result

Comment on Stopping Criteria for the Algorithm

Other stopping procedures can be applied in Step 4. For example, we can select a tolerance > 0 and generate p1 , . . . , pN until one of the following conditions is met: |pN pN 1 | < |pN pN 1 | |pN | < , pN = 0, or (1) (2) (3)

|f (pN )| < Without additional knowledge about f or p, Inequality (2) is the best stopping criterion to apply because it comes closest to testing relative error.

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires

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Context

Bisection Method

Example

Theoretical Result

Outline

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Context

Bisection Method

Example

Theoretical Result

Solving f (x ) = x 3 + 4x 2 10 = 0

Example: The Bisction Method

Show that f (x ) = x 3 + 4x 2 10 = 0 has a root in [1, 2] and use the Bisection method to determine an approximation to the root that is accurate to at least within 104 .

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Context

Bisection Method

Example

Theoretical Result

Solving f (x ) = x 3 + 4x 2 10 = 0

Example: The Bisction Method

Show that f (x ) = x 3 + 4x 2 10 = 0 has a root in [1, 2] and use the Bisection method to determine an approximation to the root that is accurate to at least within 104 .

Note that, for this example, the iteration will be terminated when a bound for the relative error is less than 104 , implemented in the form: |pn pn1 | < 104 . |pn |

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 14 / 32

Context

Bisection Method

Example

Theoretical Result

Solution

Because f (1) = 5 and f (2) = 14 the Intermediate Value Theorem ensures that this continuous function has a root in [1, 2].

IVT

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Context

Bisection Method

Example

Theoretical Result

Solution

Because f (1) = 5 and f (2) = 14 the Intermediate Value Theorem ensures that this continuous function has a root in [1, 2].

IVT

For the rst iteration of the Bisection method we use the fact that at the midpoint of [1, 2] we have f (1.5) = 2.375 > 0.

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Context

Bisection Method

Example

Theoretical Result

Solution

Because f (1) = 5 and f (2) = 14 the Intermediate Value Theorem ensures that this continuous function has a root in [1, 2].

IVT

For the rst iteration of the Bisection method we use the fact that at the midpoint of [1, 2] we have f (1.5) = 2.375 > 0. This indicates that we should select the interval [1, 1.5] for our second iteration.

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Context

Bisection Method

Example

Theoretical Result

Solution

Because f (1) = 5 and f (2) = 14 the Intermediate Value Theorem ensures that this continuous function has a root in [1, 2].

IVT

For the rst iteration of the Bisection method we use the fact that at the midpoint of [1, 2] we have f (1.5) = 2.375 > 0. This indicates that we should select the interval [1, 1.5] for our second iteration. Then we nd that f (1.25) = 1.796875 so our new interval becomes [1.25, 1.5], whose midpoint is 1.375.

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Context

Bisection Method

Example

Theoretical Result

Solution

Because f (1) = 5 and f (2) = 14 the Intermediate Value Theorem ensures that this continuous function has a root in [1, 2].

IVT

For the rst iteration of the Bisection method we use the fact that at the midpoint of [1, 2] we have f (1.5) = 2.375 > 0. This indicates that we should select the interval [1, 1.5] for our second iteration. Then we nd that f (1.25) = 1.796875 so our new interval becomes [1.25, 1.5], whose midpoint is 1.375. Continuing in this manner gives the values shown in the following table.

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 15 / 32

Context

Bisection Method

Example

Theoretical Result

Iter 1 an 1.000000 bn 2.000000 pn 1.500000 f (an ) -5.000 f (pn ) 2.375 RelErr 0.33333

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Context

Bisection Method

Example

Theoretical Result

Iter 1 2 an 1.000000 1.000000 bn 2.000000 1.500000 pn 1.500000 1.250000 f (an ) -5.000 -5.000 f (pn ) 2.375 -1.797 RelErr 0.33333 0.20000

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Context

Bisection Method

Example

Theoretical Result

Iter 1 2 3 an 1.000000 1.000000 1.250000 bn 2.000000 1.500000 1.500000 pn 1.500000 1.250000 1.375000 f (an ) -5.000 -5.000 -1.797 f (pn ) 2.375 -1.797 0.162 RelErr 0.33333 0.20000 0.09091

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Context

Bisection Method

Example

Theoretical Result

Iter 1 2 3 4 5 6 7 8 9 10 11 12 13 an 1.000000 1.000000 1.250000 1.250000 1.312500 1.343750 1.359375 1.359375 1.363281 1.363281 1.364258 1.364746 1.364990 bn 2.000000 1.500000 1.500000 1.375000 1.375000 1.375000 1.375000 1.367188 1.367188 1.365234 1.365234 1.365234 1.365234 pn 1.500000 1.250000 1.375000 1.312500 1.343750 1.359375 1.367188 1.363281 1.365234 1.364258 1.364746 1.364990 1.365112 f (an ) -5.000 -5.000 -1.797 -1.797 -0.848 -0.351 -0.096 -0.096 -0.032 -0.032 -0.016 -0.008 -0.004 f (pn ) 2.375 -1.797 0.162 -0.848 -0.351 -0.096 0.032 -0.032 0.000 -0.016 -0.008 -0.004 -0.002 RelErr 0.33333 0.20000 0.09091 0.04762 0.02326 0.01149 0.00571 0.00287 0.00143 0.00072 0.00036 0.00018 0.00009

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

After 13 iterations, p13 = 1.365112305 approximates the root p with an error |p p13 | < |b14 a14 | = |1.3652344 1.3651123| = 0.0001221

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

After 13 iterations, p13 = 1.365112305 approximates the root p with an error |p p13 | < |b14 a14 | = |1.3652344 1.3651123| = 0.0001221 Since |a14 | < |p|, we have |p p13 | |b14 a14 | < 9.0 105 , |p| |a14 | so the approximation is correct to at least within 104 .

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

After 13 iterations, p13 = 1.365112305 approximates the root p with an error |p p13 | < |b14 a14 | = |1.3652344 1.3651123| = 0.0001221 Since |a14 | < |p|, we have |p p13 | |b14 a14 | < 9.0 105 , |p| |a14 | so the approximation is correct to at least within 104 . The correct value of p to nine decimal places is p = 1.365230013

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Context

Bisection Method

Example

Theoretical Result

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Context

Bisection Method

Example

Theoretical Result

Outline

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Context

Bisection Method

Example

Theoretical Result

Theorem

Suppose that f C [a, b] and f (a) f (b) < 0. The Bisection method generates a sequence {pn } n=1 approximating a zero p of f with |pn p| ba , 2n when n 1.

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Context

Bisection Method

Example

Theoretical Result

Proof.

For each n 1, we have bn an = 1 2n 1 (b a) and p (an , bn ).

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Context

Bisection Method

Example

Theoretical Result

Proof.

For each n 1, we have bn an = 1 2n 1 (b a) and p (an , bn ).

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Context

Bisection Method

Example

Theoretical Result

Rate of Convergence

Because |pn p| (b a) 1 , 2n

1 2n

the sequence {pn } n=1 converges to p with rate of convergence O that is, 1 pn = p + O . 2n

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Context

Bisection Method

Example

Theoretical Result

Conservative Error Bound

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Context

Bisection Method

Example

Theoretical Result

Conservative Error Bound

It is important to realize that the theorem gives only a bound for approximation error and that this bound might be quite conservative.

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Context

Bisection Method

Example

Theoretical Result

Conservative Error Bound

It is important to realize that the theorem gives only a bound for approximation error and that this bound might be quite conservative. For example, this bound applied to the earlier problem, namely where f (x ) = x 3 + 4x 2 10 ensures only that |p p9 | 21 2 103 , 29

but the actual error is much smaller: |p p9 | = |1.365230013 1.365234375| 4.4 106 .

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 23 / 32

Context

Bisection Method

Example

Theoretical Result

Example: Using the Error Bound

Determine the number of iterations necessary to solve f (x ) = x 3 + 4x 2 10 = 0 with accuracy 103 using a1 = 1 and b1 = 2.

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Context

Bisection Method

Example

Theoretical Result

Example: Using the Error Bound

Determine the number of iterations necessary to solve f (x ) = x 3 + 4x 2 10 = 0 with accuracy 103 using a1 = 1 and b1 = 2.

Solution

We we will use logarithms to nd an integer N that satises |pN p| 2N (b a) = 2N < 103 .

24 / 32

Context

Bisection Method

Example

Theoretical Result

Example: Using the Error Bound

Determine the number of iterations necessary to solve f (x ) = x 3 + 4x 2 10 = 0 with accuracy 103 using a1 = 1 and b1 = 2.

Solution

We we will use logarithms to nd an integer N that satises |pN p| 2N (b a) = 2N < 103 .

Logarithms to any base would sufce, but we will use base-10 logarithms because the tolerance is given as a power of 10.

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 24 / 32

Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

25 / 32

Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

Since 2N < 103 implies that log10 2N < log10 103 = 3, we have 3 N log10 2 < 3 and N > 9.96. log10 2

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

Since 2N < 103 implies that log10 2N < log10 103 = 3, we have 3 N log10 2 < 3 and N > 9.96. log10 2 Hence, ten iterations will ensure an approximation accurate to within 103 .

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Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

Since 2N < 103 implies that log10 2N < log10 103 = 3, we have 3 N log10 2 < 3 and N > 9.96. log10 2 Hence, ten iterations will ensure an approximation accurate to within 103 . The earlier numerical results show that the value of p9 = 1.365234375 is accurate to within 104 .

25 / 32

Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

Since 2N < 103 implies that log10 2N < log10 103 = 3, we have 3 N log10 2 < 3 and N > 9.96. log10 2 Hence, ten iterations will ensure an approximation accurate to within 103 . The earlier numerical results show that the value of p9 = 1.365234375 is accurate to within 104 . Again, it is important to keep in mind that the error analysis gives only a bound for the number of iterations.

25 / 32

Context

Bisection Method

Example

Theoretical Result

Solution (Contd)

Since 2N < 103 implies that log10 2N < log10 103 = 3, we have 3 N log10 2 < 3 and N > 9.96. log10 2 Hence, ten iterations will ensure an approximation accurate to within 103 . The earlier numerical results show that the value of p9 = 1.365234375 is accurate to within 104 . Again, it is important to keep in mind that the error analysis gives only a bound for the number of iterations. In many cases, this bound is much larger than the actual number required.

Numerical Analysis (Chapter 2) The Bisection Method R L Burden & J D Faires 25 / 32

Context

Bisection Method

Example

Theoretical Result

Final Remarks

26 / 32

Context

Bisection Method

Example

Theoretical Result

Final Remarks

The Bisection Method has a number of signicant drawbacks.

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Context

Bisection Method

Example

Theoretical Result

Final Remarks

The Bisection Method has a number of signicant drawbacks. Firstly it is very slow to converge in that N may become quite large before p pN becomes sufciently small.

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Context

Bisection Method

Example

Theoretical Result

Final Remarks

The Bisection Method has a number of signicant drawbacks. Firstly it is very slow to converge in that N may become quite large before p pN becomes sufciently small. Also it is possible that a good intermediate approximation may be inadvertently discarded.

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Context

Bisection Method

Example

Theoretical Result

Final Remarks

The Bisection Method has a number of signicant drawbacks. Firstly it is very slow to converge in that N may become quite large before p pN becomes sufciently small. Also it is possible that a good intermediate approximation may be inadvertently discarded. It will always converge to a solution however and, for this reason, is often used to provide a good initial approximation for a more efcient procedure.

26 / 32

Questions?

Reference Material

Consider an arbitray function f (x ) on [a, b]:

y

f(a)

y=f(x)

f(b)

We are given a number K such that K [f (a), f (b)].

y

f(a)

y=f(x)

f(b)

If f C [a, b] and K is any number between f (a) and f (b), then there exists a number c (a, b) for which f (c ) = K .

y

f(a)

y=f(x)

f(b)

If f C [a, b] and K is any number between f (a) and f (b), then there exists a number c (a, b) for which f (c ) = K .

y (a, f (a)) f (a) y 5 f (x) K f (b) (b, f (b)) x

(The diagram shows one of 3 possibilities for this function and interval.)

Return to Bisection Method Example

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