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    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 1

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    - earrange t e unct on so t at x s on t e

    left side of the equation:

    )(0)( xxgxf

    ...2,1,k,given)( 1 okk xxgx

    rac e ng me o s are convergen .

    diverge, depending on the stating point

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 2n a guess an ow e unc on e aves.

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    Example:

    xxxxf 02)(

    2

    or

    xxg 2)(

    x 21

    x

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 3

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    gure .

    x=g(x) can be expressedas a pair of equations:

    =x

    y2=g(x) (component

    Plot them separately.

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 4

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    Fixed-point iteration converges if

    xxneeos ope xg

    When the method converges, the error is

    the previous step, therefore it is called linearlyconvergent.

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 5

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    - Most widely used method.

    Based on Taylor series expansion:

    )()()()( 32

    1 iiii xOx

    xfxxfxfxf

    0)f(xwhenxofvaluetheisrootThe 1i1i

    0

    g,Rearrangin

    xx)(xf)f(x Solve for

    )(1

    iii

    xfxx

    Newton-Raphson formula

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 6

    i

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    A convenient method for

    derivatives can be .

    may not be convenient

    derivatives cannot be

    .

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 7

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    Fig. 6.6

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 8

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    A sli ht variation of Newtons method for

    functions whose derivatives are difficult to

    evaluate. For these cases the derivative can beapproximated by a backward finite divideddifference.

    1 xx

    )()()(1

    xfxfxfiii

    ,3,2,1)( 11

    i

    xx

    xxxfxx iiiii

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 9

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    Re uires two initial

    Fig. 6.7

    estimates of x , e.g, xo,

    x1. However, because

    f(x) is not required to

    change signs between,

    classified as a

    bracketin method.

    The secant method has

    Newtons method.

    Convergence is notguaranteed for all xo,

    f(x).

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 10

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    Fig. 6.8

    Copyright 2006 The McGraw-Hill Companies, Inc. Permission required for reproduction or display.

    by Lale Yurttas, TexasA&M University

    Chapter 6 11