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1
Chapter 6
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2
Open Methods
Chapter 6
Open methods
are based on
formulas that
require only a
single starting
value of x or two
starting values
that do not
necessarily
bracket the root.
Figure 6.1
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3
Simple Fixed-point Iteration
... 2, 1, k , given ) (
) ( 0 ) (
1


o k k
x x g x
x x g x f
Bracketing methods are convergent.
Fixed-point methods may sometime
diverge, depending on the stating point
(initial guess) and how the function behaves.

Rearrange the function so that x is on the
left side of the equation:
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4

x
x g
or
x x g
or
x x g
x x x x f
2
1 ) (
2 ) (
2 ) (
0 2 ) (
2
2




Example:
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5
Convergence

x=g(x) can be expressed
as a pair of equations:
y
1
=x
y
2
=g(x) (component
equations)
Plot them separately.

Figure 6.2
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6
Conclusion
Fixed-point iteration converges if
x) f(x) line the of (slope 1 ) (

x g
When the method converges, the error is
roughly proportional to or less than the error of
the previous step, therefore it is called linearly
convergent.
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7
Newton-Raphson Method
Most widely used method.
Based on Taylor series expansion:


) (
) (
) ( 0
g, Rearrangin
0 ) f(x when x of value the is root The
! 2
) ( ) ( ) ( ) (
1
1
1 i 1 i
3
2
1
i
i
i i
i i i i
i i i i
x f
x f
x x
x x ) (x f ) f (x
x O
x
x f x x f x f x f

Newton-Raphson formula
Solve for
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A convenient method for
functions whose
derivatives can be
evaluated analytically. It
may not be convenient
for functions whose
derivatives cannot be
evaluated analytically.
Fig. 6.5
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9
Fig. 6.6
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10
The Secant Method
A slight variation of Newtons method for
functions whose derivatives are difficult to
evaluate. For these cases the derivative can be
approximated by a backward finite divided
difference.

, 3 , 2 , 1
) ( ) (
) (
) ( ) (
) (
1
1
1
1
1

i
x f x f
x x
x f x x
x f x f
x x
x f
i i
i i
i i i
i i
i i
i
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Requires two initial
estimates of x , e.g, x
o
,
x
1
. However, because
f(x) is not required to
change signs between
estimates, it is not
classified as a
bracketing method.
The scant method has the
same properties as
Newtons method.
Convergence is not
guaranteed for all x
o
,
f(x).

Fig. 6.7
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12
Fig. 6.8
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13
Multiple Roots
None of the methods deal with multiple roots
efficiently, however, one way to deal with problems
is as follows:
) (
) (
1 x find Then
) (
) (
) ( Set
i
i
i
i
i
i
x u
x u
x f
x f
x u

This function has

roots at all the same
locations as the
original function
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14
Fig. 6.13
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15
Multiple root corresponds to a point where a
function is tangent to the x axis.
Difficulties
Function does not change sign at the multiple root,
therefore, cannot use bracketing methods.
Both f(x) and f(x)=0, division by zero with
Newtons and Secant methods.
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Systems of Linear Equations
0 ) , , , , (
0 ) , , , , (
0 ) , , , , (
3 2 1
3 2 1 2
3 2 1 1

n n
n
n
x x x x f
x x x x f
x x x x f

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17
Taylor series expansion of a function of more than
one variable

) ( ) (
) ( ) (
1 1
1
1 1
1 1
1
1 1
i i
i
i i
i
i i
i i
i
i i
i
i i
y y
y
v
x x
x
v
v v
y y
y
u
x x
x
u
u u

The root of the equation occurs at the value of x

and y where u
i+1
and v
i+1
equal to zero.
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18
y
v
y
x
v
x v y
y
v
x
x
v
y
u
y
x
u
x u y
y
u
x
x
u
i
i
i
i i i
i
i
i
i
i
i
i i i
i
i
i

1 1
1 1
A set of two linear equations with two
unknowns that can be solved for.
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19
x
v
y
u
y
v
x
u
x
u
v
x
v
u
y y
x
v
y
u
y
v
x
u
y
u
v
y
v
u
x x
i i i i
i
i
i
i
i i
i i i i
i
i
i
i
i i

1
1
Determinant of
the Jacobian of
the system.