Chap_06-Lecture [Compatibility Mode]
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Transcript of Chap_06-Lecture [Compatibility Mode]
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7/29/2019 Chap_06-Lecture [Compatibility Mode]
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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