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Transforming Numerical Methods Education for STEM
Undergraduates
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05/15/10 du 1
Secant Method
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Secant Method –
Derivation
f(x) Newton’s Method
f(xi )
xi +1 = xi - (1)
f ′(xi )
f(x i)
[x f( x )]
i, i
Approximate the
derivative f ( xi ) − f ( xi −1 )
f ′( x ) =
i
(2)
f(x i-1)
xi − xi −1
θ
X
Substituting Equation
xi+2 xi+1 xi
(2) into Equation (1)
gives the Secant
Figure 1 Geometrical illustration method f ( xi )( xi − xi −1 )
of the Newton-Raphson xi +1 = xi −
method. f ( xi ) − f ( xi −1 )
3 http://numericalmethods.eng.usf.edu
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
X
xi+1 xi-1 xi method is given as
f ( xi )( xi − xi −1 )
Figure 2 Geometrical xi +1 = xi −
representation of the Secant f ( xi ) − f ( xi −1 )
4
method. http://numericalmethods.eng.usf.edu
Algorithm for Secant
Method
5 http://numericalmethods.eng.usf.edu
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
6 http://numericalmethods.eng.usf.edu
Step 2
Find if the absolute relative approximate error is
greater than the prespecified relative error tolerance.
7 http://numericalmethods.eng.usf.edu
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.
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
+ 3.993× 10− 4 ( 0.05 − 0.02)
2
)
( ) (
0.053 − 0.165( 0.05) + 3.993× 10− 4 − 0.023 − 0.165( 0.02) + 3.993× 10− 4
2 2
)
= 0.06461
11 http://numericalmethods.eng.usf.edu
Example 1 Cont.
∈a
The absolute relative approximate error at the
end of Iteration 1 is
x1 − x0
∈a = × 100
x1
0.06461− 0.05
= × 100
0.06461
= 22.62%
f ( x1 )( x1 − x0 )
x2 = x1 −
f ( x1 ) − f ( x0 )
= 0.06461−
(0.06461 − 0.165( 0.06461)
3 2
)
+ 3.993× 10− 4 ( 0.06461− 0.05)
( ) (
0.064613 − 0.165( 0.06461) + 3.993× 10− 4 − 0.053 − 0.165( 0.05) + 3.993× 10− 4
2 2
)
= 0.06241
14 http://numericalmethods.eng.usf.edu
Example 1 Cont.
∈a
The absolute relative approximate error at the
end of Iteration 2 is
x2 − x1
∈a = × 100
x2
0.06241− 0.06461
= × 100
0.06241
= 3.525%
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 2
)
+ 3.993× 10− 4 ( 0.06241− 0.06461)
( ) (
0.062413 − 0.165( 0.06241) + 3.993× 10− 4 − 0.053 − 0.165( 0.06461) + 3.993× 10− 4
2 2
)
= 0.06238
17 http://numericalmethods.eng.usf.edu
Example 1 Cont.
∈a
The absolute relative approximate error at the
end of Iteration 3 is
x3 − x2
∈a = × 100
x3
0.06238− 0.06241
= × 100
0.06238
= 0.0595%
18 http://numericalmethods.eng.usf.edu
Iteration #3
20 http://numericalmethods.eng.usf.edu
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)
f ( x ) = Sin( x ) = 0
prev. guess
new guess
Division by zero
21 http://numericalmethods.eng.usf.edu
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)
x'1, (first guess) f ( x ) = Sinx = 0
x0, (previous guess)
Secant line
x1, (new guess)
Root Jumping
22 http://numericalmethods.eng.usf.edu
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_m
THE END
http://numericalmethods.eng.usf.edu