Faculty of Applied Engineering and

Urban Planning
Civil Engineering Department

Numerical Analysis

Roots Finding
Open Methods
Secant Method

Lecture 6

1st Semester 2015/2016

UP Copyrights 2007
Quiz
In order to find the approximate
root of 3, solve the equation
x2 – 3 = 0
using Newton-Raphson method of
those you have learned employing
3 iterations and initial value 1.6,
Calculate true error for the final
step.
f(x)

x
f(x)

f ( x i )  f ( x i 1 )
f ( x i )  (xi-1 , f(xi-1))
x i  x i 1

(xi , f(xi) ) x

(xi+1 , 0)
The Secant Method
 A slight variation of Newton’s method for
functions whose derivatives are difficult to
evaluate. For these cases the derivative can be
approximated by a backward finite divided
difference.

1 x i  x i 1

f ( x i ) f ( x i )  f ( x i  1 )
x i  x i 1
x i 1  xi  f ( xi ) i  1,2,3,
f ( x i )  f ( x i 1 )
The Secant Method

x i 1  given
x i  given
x i  x i 1
xi 1  xi  f ( xi )
f ( x i )  f ( x i 1 )
 Example
Solve: Y=X2 – 2 Using Secant method
 s  The Stop criterion  5% Iteration 1

fx  x2  2
xi 1  0.5 f ( xi 1 )  1.75
xi  1.0 f ( xi )  1

xi  xi 1 1  0.5
xi 1  xi - f ( xi )  1 - (-1)  1.66
f ( xi )  f ( xi 1 )  1    1.75
xi 1  xi 1.66  1.0
a  100%  100%  39.8%
xi 1 1.66
 Iteration 2

f x  x2  2
xi 1  1.0 f ( xi 1 )  1.0
xi  1.66 f ( xi )  0.756

xi  xi 1 1.66  1
xi 1  xi - f ( xi )  1.66 - (0.756)  1.376
f ( xi )  f ( xi 1 ) 0.756    1.0
xi 1  xi 1.376  1.66
a   100%  100%  20.6%
xi 1 1.376
Iteration 3

f x  x2  2
xi 1  1.66 f ( xi 1 )  0.756
xi  1.376 f ( xi )  0.11

xi  xi 1 1.376  1.66
xi 1  xi - f ( xi )  1.376 - (-0.11)  1.41
f ( xi )  f ( xi 1 )  0.11   0.756
xi 1  xi 1.41  1.376
a  100%  100%  2.4%
xi 1 1.41
Comparison between Methods
• Requires two initial
estimates of x , e.g, xo, x1.
However, because f(x) is
not required to change signs
between estimates, it is not
classified as a “bracketing”
method.
• The secant method has the
same properties as
Newton’s method.
Convergence is not
guaranteed for all xo, f(x).
Summary
Group Work

1
f ( x )  x  x   ln( x )
4 2