A

Solution to
Algebraic &Transcendental
Equations

Algebraic functions
The general form of an Algebraic function:

f n y f n 1 y
n

n 1

f1 y f 0 0

fi = an i-th order polynomial.

Example :

2x

6 x 3 y 3 x 3y 2 7 0
f3

f2

f0

Polynomials are a simple class of algebraic function

f n x an x n an 1 x n 1 a1 x a0

ais are constants.

Transcendental functions
A transcendental function is non-algebraic.
May include trigonometric, exponential, logarithmic
functions

Examples:

f x ln x 1
2

f x e 0.2 x sin(3x 0.5)

Equation Solving
Given an approximate location (initial value)
find a single real root

A
Root
Finding non-linear
Single variable

Open
Methods

Brackting
Methods

Iterative

Falseposition

NewtonRapson

Bisection

Secant

A.1

Iterative method

Simple Fixed-point Iteration

Rearrange the function so that x is on the
left side of the equation:

f ( x) 0
xk g ( xk 1 )

g ( x) x
xo given , k 1, 2, ...

Now progressively estimate the value of x.

Problem
Find the root of
f(x) = e-x x
There is no exact or
analytic solution
Numerical solution:
f ( x) e x x 0
f 2 x e x
f1 x x

f1 x f 2 x f x 0

Iterative Solution
1. Start with a guess say x1=1,
2. Generate
a) x2=e-x1 = e-1= 0.368
b) x3=e-x2= e-0.368 = 0.692
c) x4=e-x3= e-0.692=0.500
x

In general: xn 1 e n
After a few more iteration we will get 0.567 e 0.567

Iteration

Convergence Examples

Convergent staircase pattern

Convergent spiral pattern

Divergence Example

Divergent staircase pattern

Divergent spiral pattern

Existence of Root
There exists one and only one root if

i. a x b a g x b
ii.

g x g x L x x

iii . 0 L 1
L is Lipschitz constant,

g x g x
(1)
x L

g
lim
x x
x x

x, x a, b

Convergence?
If x=a is a solution then,

f x f a
in

xn 1 g x n

f i a
x a i
i!

g a n

g a n g a 12 2n g a
a n g a

n 1 n g a

n 1 n

error reduces at each step

i.e. iteration will converge

[ n 0 and g ( a ) a ]

[ n 1 x n 1 a]

if g a 1

If magnitude of 1st derivative

at x=a is less than 1

f x 2 x 2 4 x 1

Problem

Find a root near x=1.0 and x=2.0

Solution:
x g x 1 2 x 2 1 4
Starting at x=1, x=0.292893 at 15th iteration
Starting at x=2, it will not converge
Why? Relate to g'(x)=x. for convergence g'(x) < 1
x g x 2 x 1 2

Starting at x=1, x=1.707 at iteration 19

Starting at x=2, x=1.707 at iteration 12
Why? Relate to

g x 2 x 1 2

A.2

Aitkens Process

kth Order Convergence

Pervious iterative method has linear (1st order)
convergence, since:

n 1 n g a

For kth order convergence we have:

n 1 A
k
n

Now consider a 2nd order method.

Aitkens 2 process

Aitkens process
If is a root of the equation i.e., =g() then,
n 1 n g

n 1 g

0 g

n 1

Now if we use
g and
n 1 A n 1

A 0

Aitkens process
n 1 A n 1
xn 1 A n 1
xn A n
xn 1 A

n 1

xn 1
xn

xn
xn 1
xn 1 xn 1 x

xn 1 2 xn xn 1
2
n

Algorithm
guess_value;
while (! g()) {

xn 1

xn g xn 1

x n 1 g xn

xn 1 xn 1 xn2

xn 1 2 xn xn 1
}

Why 2?
xn 1 xn 1 xn2

x n 1 2 x n x n 1
xn 1

xn 1

xn 1

xn
2 x n x n 1
2

xn

xn 1

2 xn 1

where
xn xn 1 xn

2 xn 1 xn 1

x n x n 1
xn xn 1

xn 1

x n x n x n 1

x n 1 2 x n x n 1