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Transforming Numerical Methods Education for STEM
Undergraduates
1/10/2010 http://numericalmethods.eng.usf.edu 1
Secant Method
http://numericalmethods.eng.usf.edu
Secant Method – Derivation
f(x) Newton’s Method
f(xi )
xi +1 = xi - (1)
′ i)
f (x
f(xi)
[x f (x )]
i, i
Secant method
Figure 1 Geometrical illustration of f ( xi )( xi − xi −1 )
the Newton-Raphson method. xi +1 = xi −
f ( xi ) − f ( xi −1 )
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Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC
=
f(xi) B AE DE
can be written as
f ( xi ) f ( xi −1 )
=
C
xi − xi +1 xi −1 − xi +1
f(xi-1)
E D A
On rearranging, the secant
method is given as
X
xi+1 xi-1 xi
f ( xi )( xi − xi −1 )
Figure 2 Geometrical representation of xi +1 = xi −
the Secant method. f ( xi ) − f ( xi −1 )
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Algorithm for Secant Method
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Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi − xi −1 )
xi +1 = xi −
f ( xi ) − f ( xi −1 )
Find the absolute relative approximate error
xi +1- xi
∈a = × 100
xi +1
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Step 2
Find if the absolute relative approximate error is greater
than the prespecified relative error tolerance.
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Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. The floating ball has a
specific gravity of 0.6 and has a radius of 5.5 cm. You
are asked to find the depth to which the ball is
submerged when floating in water.
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Example 1 Cont.
Let us assume the initial guesses of the root of f (x ) = 0
as x−1 = 0.02 and x0 = 0.05.
Iteration 1
The estimate of the root is
f (x0 )(x0 − x−1 )
x1 = x0 −
f (x0 ) − f (x−1 )
= 0.05 −
(0.05 − 0.165(0.05) + 3.993 ×10 )(0.05 − 0.02)
3 2 −4
= 0.06461
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Example 1 Cont.
The absolute relative approximate error ∈a at the end of
Iteration 1 is
x1 − x0
∈a = ×100
x1
0.06461 − 0.05
= ×100
0.06461
= 22.62%
The number of significant digits at least correct is 0, as you
need an absolute relative approximate error of 5% or less
for one significant digits to be correct in your result.
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Example 1 Cont.
f (x1 )(x1 − x0 )
x2 = x1 −
f (x1 ) − f (x0 )
= 0.06461 −
(0.06461 − 0.165(0.06461) + 3.993 ×10 )(0.06461 − 0.05)
3 2 −4
= 0.06241
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Example 1 Cont.
The absolute relative approximate error ∈a at the end of
Iteration 2 is
x2 − x1
∈a = ×100
x2
0.06241 − 0.06461
= ×100
0.06241
= 3.525%
The number of significant digits at least correct is 1, as you
need an absolute relative approximate error of 5% or less.
15 http://numericalmethods.eng.usf.edu
Example 1 Cont.
f (x2 )(x2 − x1 )
x3 = x2 −
f (x2 ) − f (x1 )
= 0.06241 −
(0.06241 − 0.165(0.06241) + 3.993 ×10 )(0.06241 − 0.06461)
3 2 −4
= 0.06238
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Example 1 Cont.
The absolute relative approximate error ∈a at the end of
Iteration 3 is
x3 − x2
∈a = ×100
x3
0.06238 − 0.06241
= ×100
0.06238
= 0.0595%
The number of significant digits at least correct is 5, as you
need an absolute relative approximate error of 0.5% or
less.
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Iteration #3
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Drawbacks
2
2
f ( x)
0
f ( x) 0
f ( x)
−2 2
10 5 0 5 10
− 10 x, x guess1 , x guess2 10
f(x)
prev. guess
new guess f (x ) = Sin( x ) = 0
Division by zero
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Drawbacks (continued)
2
2
f ( x)
f ( x)
0
f ( x) 0
secant ( x)
f ( x)
−2 2
10 5 0 5 10
− 10 x, x 0 , x 1' , x, x 1 10
f(x)
f (x ) = Sinx = 0
x'1, (first guess)
x0, (previous guess)
Secant line
x1, (new guess)
Root Jumping
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Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/secant_me
thod.html
THE END
http://numericalmethods.eng.usf.edu