Regula-Falsi Method

Regula-Falsi Method
Type of Algorithm (Equation Solver)
The Regula-Falsi Method (sometimes called the False Position Method) is a
method used to find a numerical estimate of an equation.
This method attempts to solve an equation of the form f(x)=0. (This is very
common in most numerical analysis applications.) Any equation can be written in
this form.
Algorithm Requirements
This algorithm requires a function f(x) and two points a and b for which f(x) is
positive for one of the values and negative for the other. We can write this
condition as f(a)f(b)<0.
If the function f(x) is continuous on the interval [a,b] with f(a)f(b)<0, the algorithm
will eventually converge to a solution.
This algorithm can not be implemented to find a tangential root. That is a root
that is tangent to the x-axis and either positive or negative on both side of the root.
For example f(x)=(x-3)
2
, has a tangential root at x=3.
Regula-Falsi Algorithm
The idea for the Regula-Falsi method is to connect the points (a,f(a)) and (b,f(b))
with a straight line.
Since linear equations are the simplest equations to solve for find the regula-
falsi point (x
rfp
) which is the solution to the linear equation connecting the
endpoints.
Look at the sign of f(x
rfp
):
If sign(f(x
rfp
)) = 0 then end algorithm
else If sign(f(x
rfp
)) = sign(f(a)) then set a = x
rfp
else set b = x
rfp
x-axis
a b
f(b)
f(a)
actual root
f(x)
x
rfp
equation of line:
( ) a x
a b
a f b f
a f y

=
) ( ) (
) (
solving for x
rfp
( )
( )
( )
) ( ) (
) (
) ( ) (
) (
) ( ) (
) ( 0
a f b f
a b a f
a x
a x
a f b f
a b a f
a x
a b
a f b f
a f
rfp
rfp
rfp

=
=

=
Example
Lets look for a solution to the equation x
3
-2x-3=0.
We consider the function f(x)=x
3
-2x-3
On the interval [0,2] the function is negative at 0 and positive at 2. This means
that a=0 and b=2 (i.e. f(0)f(2)=(-3)(1)=-3<0, this means we can apply the
algorithm).
( )
2
3
4
6
3 1
) 2 ( 3
) 0 ( ) 2 (
0 2 ) 0 (
0 =

=
f f
f
x
rfp
8
21
2
3
) (

=
|
.
|

\
|
= f x f
rfp
This is negative and we will make the a =3/2
and b is the same and apply the same thing
to the interval [3/2,2].
( )( )
( )
( )
29
54
58
21
2
3
1 2
3
) 2 (
2
2
3
8
21
2
1
8
21
2
3
2
3
2
3
= + =

f f
f
x
rfp
267785 . 0
29
54
) ( =
|
.
|

\
|
= f x f
rfp
This is negative and we will make the a =54/29
and b is the same and apply the same thing to
the interval [54/29,2].
Stopping Conditions
Aside from lucking out and actually hitting the root, the stopping condition is
usually fixed to be a certain number of iterations or for the Standard Cauchy Error
in computing the Regula-Falsi Point (x
rfp
) to not change more than a prescribed
amount (usually denoted c).