Secant Method Computer Engineering Majors Authors Autar Kaw

Secant Method Computer Engineering Majors Authors: Autar Kaw, Jai Paul http: //numericalmethods. eng. usf. edu Transforming Numerical Methods Education for STEM Undergraduates 11/2/2020 http: //numericalmethods. eng. usf. edu 1

Secant Method http: //numericalmethods. eng. usf. edu

Secant Method – Derivation Newton’s Method (1) Approximate the derivative (2) Substituting Equation (2) into Equation (1) gives the Secant method Figure 1 Geometrical illustration of the Newton-Raphson method. 3 lmethods. eng. usf. edu http: //numerica

Secant Method – Derivation The secant method can also be derived from geometry: The Geometric Similar Triangles can be written as On rearranging, the secant method is given as Figure 2 Geometrical representation of the Secant method. 4 lmethods. eng. usf. edu http: //numerica

Algorithm for Secant Method 5 lmethods. eng. usf. edu http: //numerica

Step 1 Calculate the next estimate of the root from two initial guesses Find the absolute relative approximate error 6 lmethods. eng. usf. edu http: //numerica

Step 2 Find if the absolute relative approximate error is greater than the prespecified relative error tolerance. If so, go back to step 1, else stop the algorithm. Also check if the number of iterations has exceeded the maximum number of iterations. 7 lmethods. eng. usf. edu http: //numerica

Example 1 To find the inverse of a number ‘a’, one can use the equation where x is the inverse of ‘a’. Use the Secant method of finding roots of equations to § Find the inverse of a = 2. 5. Conduct three iterations to estimate the root of the above equation. § Find the absolute relative approximate error at the end of each iteration, and § The number of significant digits at least correct at the end of each iteration. 8 lmethods. eng. usf. edu http: //numerica

Example 1 Cont. Solution Figure 3 Graph of the function f(x). 9 lmethods. eng. usf. edu http: //numerica

Example 1 Cont. Initial guesses: Iteration 1 The estimate of the root is The absolute relative approximate error is Figure 4 Graph of the estimated root after Iteration 1. 10 The number of significant digits at least correct is 0. lmethods. eng. usf. edu http: //numerica

Example 1 Cont. Iteration 2 The estimate of the root is The absolute relative approximate error is Figure 5 Graph of the estimated root after Iteration 2. 11 The number of significant digits at least correct is 0. lmethods. eng. usf. edu http: //numerica

Example 1 Cont. Iteration 3 The estimate of the root is The absolute relative approximate error is Figure 6 Graph of the estimated root after Iteration 3. 12 The number of significant digits at least correct is 0. lmethods. eng. usf. edu http: //numerica

Advantages n n 13 Converges fast, if it converges Requires two guesses that do not need to bracket the root lmethods. eng. usf. edu http: //numerica

Drawbacks Division by zero 14 lmethods. eng. usf. edu http: //numerica

Drawbacks (continued) Root Jumping 15 lmethods. eng. usf. edu http: //numerica

Additional Resources For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, Math. Cad and MAPLE, blogs, related physical problems, please visit http: //numericalmethods. eng. usf. edu/topics/secant_me thod. html

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