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14.1SolvingEquations
Ifwehavealinearequation,suchas5x3=0,thereisastraightforwardprocedureforsolvingit.Youapply"thegoldenrule
ofequations":dountotheleftsideexactlywhatyoudountotherightside.Andyoudoituntilallyouhaveontheleftisx.

Thuswiththisexampleyouwouldadd3tobothsides,gettingridofthe3ontheleft,andthendivideby5,withtheresult,

Supposehowever,wehaveamorecomplicatedequation,suchas

sin(x)exp(x)+2=0

Ourtaskhereistofindasolution,orallthesolutionsofsuchanequation.

Firstnotethatitisalwaysagoodideatoplotthelefthandsidehereandobserve,crudely,whereitchangessignorcomesvery
nearto0.Thiswilltellyouroughlywhereitbecomes0.

Intheolddaysthiswasanextremelytedioustask,ingeneral,andpeopletriedtosolveequationswithoutplotting,whichisa
bitlikeflyingblind.ItsOKifyoucandoit,butwhytryifyoudon'thavetodoso?

ThestandardtechniqueforsolvingsuchequationsapparentlygoesbacktoNewton.Andhereitis.

Youstartwithaguessofanargument,callitx0.Youthenfindthelinearapproximationtoyourfunction,f,atargumentx0,
andsolvetheequationthatthislinearapproximationis0.Calltheargumentforwhichthelinearapproximationis0x1.

Nowyoudoexactlythesamething,startingatx1:youfindthelinearapproximationtofatx1andsolvetheequationthatthis
linearapproximationis0todeterminex2.Andyoucontinuethisaslongasyouneedto.

Intheolddaysthiswasanextremelytediousthingtodo,foranyfunction.Findingxj+1fromxjisquiteeasy,butdoingitover
andoveragainisarealbore.

Nowwithaspreadsheet,youcansetthisupandfindsolutions,withpractice,inunderaminute.Youonlyhavetodoeachstep
once,andcopy.

How?

Firstlet'sseehowtogetxj+1fromxj.

Thelinearapproximationtofatxjis

f(xj)+(xxj)f'(xj)

Ifwesetthisto0atargumentxj+1weget

f(xj)+(xj+1xj)f'(xj)=0

whichhassolution,obtainedbydividingandsubtractingfrombothsidesappropriately

SowhatdoIdoonaspreadsheet?

SupposeweputourfirstguessinboxA1.WewillputitandsubsequentguessesincolumnAstartingsay,with3.(justtoleave
roomforlabels.)
WecanthenputfincolumnBandf'incolumnC.

Todothisweneedmakethefollowingentries:

A3=A1(thisputsstartingguessx0inA3)
B3=f(A3)(thiscomputesf(x0))
C3=f'(A3)(thiscomputesf'(x0))
A4=A3B3/C3(thisappliesthealgorithmtogetthenewguess)

IfyounowcopyA4(notA3!)andB3andC3downtheA,BandCcolumns,youhaveimplementedthealgorithm.

YoucanchangeyourstartingguessbychangingA1,andchangeyourfunctionbychangingB3andC3appropriately,and
copyingtheresultsdown.

Doesthisreallywork?

Thismethodconvergesveryrapidlymostofthetime.Ifyoustartneara0off,andareon"thegoodside"itwillalways
converge.Otherwiseitstandsagoodchanceofdoingso,butstrangethingscanhappen.

Whatisthe"goodside"?

Supposeyoustartabovethesolution,callthesolutionz,sox0isgreaterthanz.Theniffandthesecondderivativeoffis
positivebetweenzandx0,youareonthegoodside.

Why?

Becausethesecondderivativeoffispositive,betweenzandx0,weknowthatthefirstderivativeoffisincreasingbetweenz
andx0,whichmeansthattheslopeoffisbiggestbetweenzandx0rightatx0.

Allthismeansthatthelinearapproximationtofatx0willdivedownto0fasterthanfdoes,sothatx1willliesomewhere
betweenzandx0.Andeachsuccessivexjwillliebetweenzandthepreviousone.Aswegetclosertoz,fwilllookmoreand
morelikeastraightline,whichwillmeanitwilllookmoreandmorelikeitslinearapproximation,soyouwillgetcloserand
closertozfasterandfaster.

Exercises:

11.1Supposefisnegativeatx0whichisbiggerthanz.Whatconditionoff"betweenzandx0willmeanyouareon
thegoodside?Whatistheconditionwhenfispositiveatx0butx0islessthanzforyoutobeonthegoodsideas
discussedhere?

11.2Whatwillhappeniff"hasthewrongsignbutthesamesignbetweenyourguessandz?

Stillandall,themethodcandobizarrethings.Iff'=0ataguess,theiterationwon'tevenmakesensebecauseyouwilldivide
by0init.Iff'isverynear0,thenewguesswillbeveryfarfromtheoldone,anditcanziparoundweirdly.

Thefollowingappletallowsyoutoplotandviewthemethodjustbyenteringthefunction.(whichisonlyslightlysimplerthan
startingfromscratchwithaspreadsheet).

Exercises:

11.3Whathappensifyoulookforthesolutionto ,andyoutrytousethismethoddirectly?Howabout
tanx=1?

114Findallsolutionstosin(x)exp(x)+2=0forxpositive,accuratetotendecimalplaces.

DoIhavetodifferentiateftoapplythisalgorithm?
No!.youcanchooseavalueofdthatisverysmallrelativetothescaleofyourfunctionandput=(f(a3+d)f(a3d))/(2*d)in
C3insteadof=f'(a3).ThiswilldojustaboutaswellastheregularNewton'smethod,practicallyalways.

Exercise11.5Redoexercise4usthisentryinC3.Howisyouransweraffected?

FormorethoughtsonsolvingequationslookatChapter13ofthe18.013Anotes.

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