Summary with Examples for

Root finding Methods

-Bisection
-Newton Raphson
-Secant

1
 Nonlinear Equation
Solvers

Bracketing Graphical Open Methods

Bisection Newton Raphson

False Position
(Regula-Falsi) Secant

All Iterative
2
 Bracketing Methods
(Or, two point methods for finding roots)

• Two initial guesses for the

root are required. These
guesses must “bracket” or
be on either side of the root.

== > Figure

• If one root of a real and

continuous function, f(x)=0,
is bounded by values x=xl, x
=xu then
f(xl) . f(xu) <0. (The function
changes sign on opposite sides of the
root)

3
 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

At least one root exists between the two points if the function is
real, continuous, and changes sign.
4
 Algorithm for Bisection Method
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)

x
x
xu

5
 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

Estimate of xm
6
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.

7
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
x m
where

xmold  previous estimate of root

xmnew  current estimate of root
8
 Step 5

Compare the absolute relative approximate error 

with the pre-specified
a
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.

9
 Example 1
In the diagram shown 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.

Diagram of the floating ball

10
 Example 1 Cont.
The equation that gives the depth x to which the ball is
submerged under water is given by
x3  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.

11
 Example 1 Cont.

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

Diagram of the floating ball

12
 Example 1 Cont.

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   x3  0.165x 2  3.993 10- 4

Graph of the function f(x)

13
 Example 1 Cont.

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
14
 Example 1 Cont.

Graph demonstrating sign change between initial limits

15
 Example 1 Cont.

Iteration 1 x  xu 0  0.11
The estimate of the root is 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.

16
 Example 1 Cont.

Estimate of the root for Iteration 1

17
 Example 1 Cont.

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

18
Example 1 Cont.

Estimate of the root for Iteration 2

19
 Example 1 Cont.

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%.

20
 Example 1 Cont.

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

21
 Example 1 Cont.

Estimate of the root for Iteration 3

22
 Example 1 Cont.

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.
23
 Table 1 Cont.
Table 1 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

24
 Newton-Raphson Method
• Most widely used method.
• Based on Taylor series expansion:
x 2
f ( xi 1 )  f ( xi )  f ( xi )x  f ( xi )  Ox 3
2!
The root is the value of x i 1 when f(x i 1 )  0
Rearrangin g,
Solve for
0  f(xi )  f (xi )( xi 1  xi )
f ( xi ) Newton-Raphson
xi 1  xi 
f ( xi ) formula
25
• A convenient method for
functions whose
derivatives can be
evaluated analytically. It
may not be convenient
for functions whose
derivatives cannot be
evaluated analytically.

26
 Newton-Raphson Method
f(x)

f(xi) x f  x 
i, i f(xi )
xi 1 = xi -
f (xi )

f(xi-1)


xi+2 xi+1 xi X

Geometrical illustration of the Newton-Raphson method.

27 http://numericalmethods.eng.usf.edu
 Derivation
f(x)

AB
f(xi) B tan(  
AC

f ( xi )
f ' ( xi ) 
xi  xi 1
C  A X f ( xi )
xi+1 xi xi 1  xi 
f ( xi )

Derivation of the Newton-Raphson method.

28
http://numericalmethods.eng.usf.edu
 Algorithm for Newton - Raphson Method
Step 1 Evaluate f (x) symbolically.

Step 2
Use an initial guess of the root, xi , to estimate the new value of the root,
, as xi 1
f xi 
xi 1 = xi -
f xi 

Step 3 Find the absolute relative approximate error a as

xi 1- xi
a =  100
xi 1
29 http://numericalmethods.eng.usf.edu
 Step 4

Compare the absolute relative approximate error with

the pre-specified relative error tolerance s .

Go to Step 2 using new

Yes
estimate of the root.
Is a s?

No Stop the algorithm

Also, check if the number of iterations has exceeded the

maximum number of iterations allowed. If so, one needs
to terminate the algorithm and notify the user.

30 http://numericalmethods.eng.usf.edu
 Example
Solve Example 1 using Newton-Raphson Methods.

Step 1
Solve for f ' x 
f x   x 3-0.165 x 2+3.993 10- 4
f ' x   3x 2-0.33x
Let us assume the initial guess of the root of f x   0 is x0  0.05
. m
This is a reasonable guess !
and x  0 x  0.11m are not good choices) as the extreme values
of the depth x would be 0 and the diameter (0.11 m) of the ball.

31
 Example Cont.

Step 2

Iteration 1
The estimate of the root is

f  x0 
x1  x0 
f '  x0 

 0.05 
0.05  0.1650.05  3.993  10  4
3 2

30.05  0.330.05
2

1.118  10  4
 0.05 
 9  10 3
 0.05   0.01242 
 0.06242

32
 Example Cont.

Estimate of the root for the first iteration.

33
 Example Cont.

Step 3

The absolute relative approximate error a at the end of Iteration 1 is

x1  x0
a   100
x1
0.06242  0.05
  100
0.06242
 19.90%
The number of significant digits at least correct is 0, as you need an
absolute relative approximate error of 5% or less for at least one
significant digits to be correct in your result.

34
Example Cont.

Iteration 2
The estimate of the root is
f  x1 
x2  x1 
f '  x1 

 0.06242 
0.06242   0.1650.06242   3.993  10  4
3 2

30.06242   0.330.06242 
2

 3.97781 10 7
 0.06242 
 8.90973  10 3

 0.06242  4.4646  10 5 
 0.06238

35
 Example Cont.

Estimate of the root for the Iteration 2.

36
 Example Cont.

The absolute relative approximate error a at the end of Iteration 2 is

x2  x1
a   100
x2
0.06238  0.06242
  100
0.06238
 0.0716%

The maximum value of m for which a  0.5 102m is 2.844.

Hence, the number of significant digits at least correct in the
answer is 2.

37
 Example Cont.

Iteration 3
The estimate of the root is
f  x2 
x3  x2 
f '  x2 

 0.06238 
0.06238  0.1650.06238  3.993  10  4
3 2

30.06238  0.330.06238
2

4.44  10 11
 0.06238 
 8.91171 10 3

 0.06238   4.9822  10 9 
 0.06238
38
 Example Cont.

Estimate of the root for the Iteration 3. 39

 Example Cont.

The absolute relative approximate error a at the end of Iteration 3 is

x2  x1
a   100
x2
0.06238  0.06238
  100
0.06238
 0%

The number of significant digits at least correct is 4, as only 4

significant digits are carried through all the calculations.

40
 Secant Method-Derivation
f(x) Newton’s Method
f(xi )
xi 1 = xi - (1)
f(xi) x f  x 
i, i
f (xi )
Approximate the derivative
f ( xi )  f ( xi 1 )
f ( xi )  (2)
f(xi-1)
xi  xi 1
 Substituting Equation (2)
xi+2 xi+1 xi X
into Equation (1) gives the
Secant method
Geometrical illustration of the f ( xi )( xi  xi 1 )
Newton-Raphson method. xi 1  xi 
f ( xi )  f ( xi 1 )
41
 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 )
Geometrical representation of the xi 1  xi 
Secant method. f ( xi )  f ( xi 1 )
42
 Algorithm for Secant Method
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

43
Step 2
Find if the absolute relative approximate error is greater than
the prespecified relative error tolerance.

If so, go back to step 1, else stop the algorithm.

Also check if the number of iterations has exceeded the

maximum number of iterations.

44
Example

In Example 1, the equation that gives the depth x to which the ball is
submerged under water is given by

f x   x3-0.165x 2+3.993 10- 4

Use the Secant 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.
• Find the absolute relative approximate error and the number of
significant digits at least correct at the end of each iteration.

45
 Example Cont.

Step 1
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

0.05  0.1650.05  3.99310  0.02  0.1650.02  3.99310 

3 2 4 3 2 4

 0.06461

46
 Example Cont.

Step 2
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.
47
 Example Cont.

Graph of results of Iteration 1.

48
 Example Cont.

Step 2

Iteration 2
The estimate of the root is

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

0.06461  0.1650.06461  3.993 10  0.05  0.1650.05  3.993 10 

3 2 4 3 2 4

 0.06241

49
 Example 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.

50
 Example Cont.

Graph of results of Iteration 2.

51
 Example Cont.

Iteration 3
The estimate of the root is

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

0.06241  0.1650.06241  3.993 10  0.05  0.1650.06461  3.993 10 

3 2 4 3 2 4

 0.06238

52
 Example 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.

53