Iteration for solving x=g(x)

Dr. Ammar Isam Edress

Numerical Methods Module - Petrochemical Department 1

Iteration for solving x=g(x)

A fundamental principle in computer science is

iterative. As the same suggests, it means that the
process is repeated until an answer is achieved.
Iterative techniques are used to find to find roots of
equations. Solution of linear and nonlinear systems of
equations, and solution of differential equations. In
this chapter, we study the process of iteration using
repeated substitution.

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A rule or function g(x) for computing successive term is needed
together with a starting value P0. Then the sequence of values
{Pk} is obtained using the iterative rule Pk+1=g(Pk). The
sequence has the pattern

P0 starting value
P1 = g(P0)
P2 = g(P1)
P3 = g(P2)
.
.
.

Pk = g(Pk-1)
Pk+1 = g(Pk)
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 Introduction
 Bisection Method:

• Bisection Method = a numerical method in Mathematics to

find a root of a given function
 Introduction (cont.)
 Root of a function:

• Root of a function f(x) = a value a such that:

• f(a) = 0
 Introduction (cont.)
 Example:

Function: f(x) = x2 - 4

Roots: x = -2, x = 2

Because:
f(-2) = (-2)2 - 4 = 4 - 4 = 0
f(2) = (2)2 - 4 = 4 - 4 = 0
 A Mathematical Property
 Well-known Mathematical Property:

• If a function f(x) is continuous on the interval [a..b] and sign of

f(a) ≠ sign of f(b), then

• There is a value c ∈ [a..b] such that: f(c) = 0 I.e., there is a root c

in the interval [a..b]
 A Mathematical Property (cont.)

 Example:
 Basis of Bisection Method
Theorem An equation f(x)=0, where f(x) is a real continuous function,
has at least one root between xl and xu if f(xl) f(xu) < 0.
f(x)

x
x
xu

Figure 1 At least one root exists between the two points if the function is
real, continuous, andNumerical
changes sign.
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 Basis of Bisection Method
f(x)

x x
xu

Figure 2 If function f x does not change sign between two

points, roots of the equation f x  0 may still exist between the two
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 Basis of Bisection Method
f(x)
f(x)

x xu
x x
x xu

Figure 3 If the function f x does not change sign between two
points, there may not be any roots for the equation f x  0 between
the two points.

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 Basis of Bisection Method
f(x)

xu
x
x 

Figure 4 If the function f x changes sign between two points,

more than one root for the equation f x  0 may exist between the two
points.
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Algorithm for Bisection Method

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 Step 1
Choose x and xu as two guesses for the root such that
f(x) f(xu) < 0, or in other words, f(x) changes sign
between x and xu. This was demonstrated in Figure 1.

f(x)

Figure 1

x
x
xu

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 Step 2
Estimate the root, xm of the equation f (x) = 0 as the mid
point between x and xu as
f(x)

x  xu
xm =
2
x xm
x
xu

Figure 5 Estimate of xm
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 Step 3
Now check the following

a) If f xl  f xm   0 , then the root lies between x and

xm; then x = x ; xu = xm.

b) If f xl  f xm   0 , then the root lies between xm and

xu; then x = xm; xu = xu.

c) If f xl  f xm   0 ; then the root is xm. Stop the

algorithm if this is true.

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 Step 4
Find the new estimate of the root
x  xu
xm =
2
Find the absolute relative approximate error
x new  x old

a  100
m m
new
xm

where
xmold  previous estimate of root
xmnew  current estimate of root
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 Step 5
Compare the absolute relative approximate error a with
the pre-specified error tolerance s .
Go to Step 2 using new
Yes upper and lower
Is a s ? guesses.

No Stop the algorithm

Note one should also check whether the number of

iterations is more than the maximum number of iterations
allowed. If so, one needs to terminate the algorithm and
notify the user about it.
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Example 1: Consider finding the root of f(x) = x 2 - 3.

Let εabs = 0.01 and start with the interval [1, 2].

Table 1. Bisection method applied to f(x) = x2 - 3.

c=
a b f(a) f(b) (a + b)/2
f(c) Update new b − a
1.0 2.0 - 2.0 1.0 1.5 - 0.75 a=c 0.5
1.5 2.0 - 0.75 1.0 1.75 0.062 b=c 0.25
1.5 1.75 - 0.75 0.0625 1.625 - 0.359 a=c 0.125
1.625 1.75 - 0.3594 0.0625 1.6875 - 0.1523 a=c 0.0625
1.6875 1.75 - 0.1523 0.0625 1.7188 - 0.0457 a=c 0.0313
1.7188 1.75 - 0.0457 0.0625 1.7344 0.0081 b=c 0.0156
1.71988
1.7344 - 0.0457 0.0081 1.7266 - 0.0189 a=c 0.0078
/td>

Thus, with the seventh iteration, we note that the final interval, [1.7266, 1.7344], has a
width less than 0.01 and |f(1.7344)| < 0.01, and therefore we chose b = 1.7344 to be our
approximation of the root
 H.W.

1. Consider finding the root of f(x) = e-x(3.2 sin(x) - 0.5 cos(x))

on the interval [3, 4], this time with εstep = 0.001, εabs = 0.001.

2. Apply the bisection method to f(x) = sin(x) starting with [1, 99],
εabs = 0.00001, and comment.
 Example
You are working for ‘MOMO COMPANY’ that makes floats
for ABC commodes. The floating ball has a radius of
0.055 cm. You are asked to find the depth to which the
ball is submerged when floating in water.

Figure 6 Diagram of the floating ball

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 Example 1 Cont.
The equation that gives the depth x to which the ball is
submerged under water is given by
x 3  0.165x 2  3.993104  0

a) Use the bisection method of finding roots of equations to

find the depth x to which the ball is submerged under
water. Conduct three iterations to estimate the root of
the above equation.
b) 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.
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From the physics of the problem, the ball would be
submerged between x = 0 and x = 2R,
where R = radius of the ball,
that is

0  x  2R
0  x  20.055
0  x  0.11

Figure 6 Diagram of the floating ball

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Solution To aid in the understanding of how this
method works to find the root of an equation,
the graph of f(x) is shown to the right,
where
f x   x 3  0.165x 2  3.99310- 4

Figure 7 Graph of the function f(x)

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 Let us assume
x  0.00
xu  0.11
Check if the function changes sign between x and xu .
f xl   f 0  0  0.1650  3.993104  3.993104
3 2

f xu   f 0.11  0.11  0.1650.11  3.993104  2.662104

3 2

Hence
  
f xl  f xu   f 0 f 0.11  3.993104  2.662104  0
So there is at least on root between x and xu, that is between 0 and 0.11

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Figure 8 Graph demonstrating sign change between initial limits
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Iteration 1
The estimate of the root is x  xu 0  0.11
xm    0.055
2 2

f xm   f 0.055  0.055  0.1650.055  3.993104  6.655105

3 2

 
f xl  f xm   f 0 f 0.055  3.993104 6.655105  0 

Hence the root is bracketed between xm and xu, that is, between 0.055
and 0.11. So, the lower and upper limits of the new bracket are
xl  0.055, xu  0.11
At this point, the absolute relative approximate error a cannot be
calculated as we do not have a previous approximation.

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Figure 9 Estimate of the root for Iteration 1

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 Iteration 2 x  xu 0.055  0.11
The estimate of the root is xm    0.0825
2 2

f xm   f 0.0825  0.0825  0.1650.0825  3.993104  1.622104

3 2

  
f xl  f xm   f 0.055 f (0.0825)   1.622104 6.655105  0

Hence the root is bracketed between x and xm, that is, between 0.055 and
0.0825. So, the lower and upper limits of the new bracket are

xl  0.055, xu  0.0825

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Figure 10 Estimate of the root for Iteration 2
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The absolute relative approximate error a at the end of Iteration 2 is

xmnew  xmold
a  new
 100
xm
0.0825  0.055
  100
0.0825
 33.333%

None of the significant digits are at least correct in the estimate root of xm =
0.0825 because the absolute relative approximate error is greater than 5%.

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Iteration 3 x  xu 0.055  0.0825
The estimate of the root is xm    0.06875
2 2

f xm   f 0.06875  0.06875  0.1650.06875  3.993104  5.563105

3 2

  
f xl  f xm   f 0.055 f 0.06875  6.655105  5.563105  0

Hence the root is bracketed between x and xm, that is, between 0.055 and
0.06875. So, the lower and upper limits of the new bracket are

xl  0.055, xu  0.06875

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Figure 11 Estimate ofMethods
Numerical the root for- Iteration 3
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The absolute relative approximate error a at the end of Iteration 3 is

xmnew  xmold
a  new
 100
xm
0.06875 0.0825
  100
0.06875
 20%

Still none of the significant digits are at least correct in the estimated root of
the equation as the absolute relative approximate error is greater than 5%.
Seven more iterations were conducted and these iterations are shown in Table
1.

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Table: Root of f(x)=0 as function of number of iterations for bisection method.

Iteration x xu xm a % f(xm)

1 0.00000 0.11 0.055 ---------- 6.655×10−5

2 0.055 0.11 0.0825 33.33 −1.622×10−4
3 0.055 0.0825 0.06875 20.00 −5.563×10−5
4 0.055 0.06875 0.06188 11.11 4.484×10−6
5 0.06188 0.06875 0.06531 5.263 −2.593×10−5
6 0.06188 0.06531 0.06359 2.702 −1.0804×10−5
7 0.06188 0.06359 0.06273 1.370 −3.176×10−6
8 0.06188 0.06273 0.0623 0.6897 6.497×10−7
9 0.0623 0.06273 0.06252 0.3436 −1.265×10−6
10 0.0623 0.06252 0.06241 0.1721 −3.0768×10−7

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 Advantages
 Always convergent
 The root bracket gets halved with each
iteration - guaranteed.

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 Drawbacks
 Slow convergence
 If one of the initial guesses is close to
the root, the convergence is slower

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 Drawbacks (continued)
 If a function f(x) is such that it just
touches the x-axis it will be unable to find
the lower and upper guesses.
f(x)

f x   x 2

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 Drawbacks (continued)
 Function changes sign but root does not
exist

f x  
f(x)
1
x
x

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THE END

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After 24 iterations, we have the interval [40.84070158, 40.84070742] and sin(40.84070158) ≈
0.0000028967. Note however that sin(x) has 31 roots on the interval [1, 99], however the bisection
method neither suggests that more roots exist nor gives any suggestion as to where they may be.

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