EEE DEPARTMENT

Course Code: EEE 203

Course Title: Numerical Analysis for

Electrical Engineering

ASSIGNMENT :03

Name of the assignment: Comparative analysis

among the root finding methods.

Submitted To: TAHSEEN KAMAL

Prepared by:
SANIUL ISLAM (ID: 2006-3-80-004)
MEHRIN HOSSAIN (ID: 2006-3-80-015)
MD. TOUSIF TANIM (ID: 2006-3-80-010)

Date of Submission: 26-06-2008

 PREFACE
The aim of this assignment is to develop a concept of
similarities and differences between some root finding
methods. In this assignment, we have discussed about
the Bisection method, False position, Newton-
Raphson method and the Secant method. Here we
have demonstrated the comparison between several
root finding methods and have also showed their
graphical representations.We have also discovered
the easiest and the most difficult root finding
methods- the one through which we get closer to the
answer fastest and the one which includes complex
calculations and lengthy procedure.
Bisection Method: If we have given interval (XL, XU), from the interval
we can find f (XL) & f (XU). The value of one root should be positive
and the other one should be negative. We then calculate c = (XL+XU)/2
and hence we calculate f(c).Then we have used sign rule for finding new
average value.

Bisection method has a lengthy procedure for finding root. This method
converges at a fairly slow speed. We have to perform iteration many
times in order to find the root. The mathematical calculation of this
method is easier than False position or Regula Falsi method.

False position: The Regula Falsi method (also called the method of
false position) is a slightly more sophisticated method for finding the
zero of a function. The bisection method used the midpoint of the
interval (XL, XU) as the next iterate. A better approximation is obtained
if we find the point (c,0) by using False position or Regula Falsi
method.

Here,
We can find root more quickly in Regula Falsi method then Bisection
method. But we have to do more complex calculation for Regula Falsi
method then Bisection method.

Newton-Raphson method : Newton-Raphson method takes less

iteration and less time to find out the root than the Bisection and Regula
Falsi methods. If f(x), f '(x), f '' (x) are continuous near a root p. It starts
from a single point (a, f (a)) and makes a straight-line approximation to
the function f which is tangent to f at the point (a, f (a)). In order to do
this, the procedure needs to know the derivative of the function f. We
can find the root by this formula:

In order to converge, there is a condition f(x)* f ''(x) < [f '(x)]2 which

has to be satisfied. However, convergence is not guaranteed. If the
derivative is very small or zero, then the method will not proceed
further.

Here, we find the root from less iteration in Newton-Raphson method

than the Secant method. But we have to do more complex calculation
for the Newton-Raphson method than the Secant method. In Newton-
Raphson method we have to calculate both f(x) & f' (x), hence this
method consumes more time.

Secant method: It is a root finding algorithm which assumes a

function to be approximately linear in the region of interest. Each
improvement is taken as the point where the approximating line crosses
the axis. The secant method retains only the most recent estimate, so the
root does not necessarily remain bracketed. In numerical analysis, the
secant method is a root-finding algorithm that uses a succession of
roots of secant lines to better approximate a root of a function.We can
find the root by this formula :

Similarities between the root finding

methods:
All the methods were developed in order to find out the root of a
function. All of these methods are used in numerical analysis. All the
numerical root-finding methods use iteration, producing a sequence of
numbers, converging towards a limit ( called the "fixed point") which is
a root. The first values of this series are initial guesses. The method
computes subsequent values based on the old ones and the function f.

a) By using all of these methods, we get the approximate result not

the actual one. Thus, there are some absolute and relative errors in
these methods.
b) In numerical analysis, the False position method or Regula Falsi
method is a root finding algorithm that combines features from the
Bisection method and the Secant method.
c) Like the Bisection method, the False Position method starts with
two points a0 and b0 such that f (a0) and f (b0) are of opposite signs,
which implies by the intermediate value theorem that, the function
f has a root in the interval [a0, b0].
d) The recurrence formula of the Secant method can be derived from
the formula of the Newton's method.
e) The Secant method is just like the Newton’s method but, instead
of following the tangent line to the x-axis we follow the secant line
based on the previous 2 iterates.

Comparison & difference between the root finding methods:

a) We can find root more quickly in Regula Falsi method than the
Bisection method. But we have to do more complex calculation for
Regula Falsi method than the Bisection method.
b) We find the root from less iteration in Newton-Raphson method
than the Secant method. But we have to do more complex
calculation for Newton-Raphson method than the Secant method.
In Newton-Raphson method we have to calculate both f(x) & f'
(x), so this method takes more time.
c) If we compare Newton's method with the secant method, we see
that Newton's method converges faster. However, Newton's
method requires the evaluation of both f and its derivative at every
step, while the secant method only requires the evaluation of f.
Therefore, the Secant method may well be faster in practice.
 d) Replacing the derivative in Newton's method with a finite
difference, we get the Secant method. This method does not
require the computation (nor the existence) of a derivative, but the
price is slower convergence (the order is approximately 1.6).
e) The bisection method is less efficient than the Newton's method
but it is much less likely to show odd behavior.
f) Newton's method assumes the function f to have a continuous
derivative. Newton's method may not converge if we start too far
away from a root. However, if it does converge, it is faster than the
Bisection method.
g) The Secant method does not require the root to remain bracketed
like the Bisection method does, and hence it does not always
converge.
h) The False Position method uses the same formula as the Secant
method. However, it does not apply the formula on xn−1 and xn, like the
Secant method, but on xn and on the last iterate xk such that f (xk) and f
(xn) have a different sign. This means that the False Position method
always converges.
i) If we compare Newton's method with the Secant method, we find
that the Newton's method converges faster.

CONCLUSION:

In this assignment, we learnt various root finding methods which

use different ways to find the iteration. Through this task we came
across to know the best possible method among the mentioned ones
which gives us the fastest result, i.e. closest to the root. The methods
have been compared in various ways and the relative error in each
method had been estimated. We came across the conclusion that the
Newton Raphson method is the best root finding method among all the
mentioned methods. We also came to know that some of the methods
include complex calculations while others had simple but elaborate
calculations. Some methods had complex calculations but requires less
time in finding the roots where as others had easier calculations but
consumed more time.
 REFERANCE

1. math.fullerton.edu/mathews/n2003/FixedPointMod

2. en.wikipedia.org/wiki/Bisection_method

3. mathworld.wolfram.com/MethodofFalsePosition

4. mathworld.wolfram.com/NewtonsMethod.html

5. http://en.wikipedia.org/wiki/Secant_method

6. Numerical methods for engineers (Steven C Chapra).