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Part I: Numerical Solution for Single Variable............................................................................................... 2
1.1.
1.2.
2.2.
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Newton-Raphson Method
The Newton-Raphson method (NRM) is powerful numerical method based on the simple idea of linear
approximation. NRM is usually home in on a root with devastating efficiency. It starts with initial guess,
where the NRM is usually very good if
, and horrible if the guess are not close.
Question:
Answer:
then
then
|
2
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Summary
Table 1: Newton-Raphson Method iteration results to three decimal places
Iteration
Value of x
Absolute error
Exact Solution
1
2.741
9.45%
2
2.715
0.96%
2.714417617
3
2.714
0.009%
70
60
40
30
Error, %
50
20
10
0
3.4
3.3
3.2
3.1
2.9
2.8
2.7
Solution
Sayed-Ahmed, M.
1.2.
Ryerson University
Secant Methods
Question:
Answer:
then
and
(
and
(
and
| |
|
(
and
(
Jan. 2013
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Summary
Table 2: Secant Method iteration results to three decimal places
Iteration
Value of x
Absolute error
Exact Solution
1
3.353
63.92%
2
3.059
9.691%
2.714417617
3
2.906
5.26%
4
2.823
2.94%
5
2.7765
1.675%
70
60
40
30
20
10
0
3.4
3.3
3.2
3.1
2.9
Solution
2.8
2.7
Error, %
50
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Question
and
Solution
Where
[ ]
Use Jacobian
]
Iteration;
[ ]
This scalar parameter which is adjusted to either less than 1 or more than 1 (=1 is the
original Newton Method) to force for convergence.
]
[
[ ]
[ ]
]
[
Sayed-Ahmed, M.
Ryerson University
[ ]
[ ]
][
]
] =[ ]
Jan. 2013
Iteration;
[
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Summary
Table 3: Generalized Newton-Raphson Method
Parameters Value
Iteration
0
1
2
1
2.1
1.8284
1
1.3
1.2122
Error, | |
100%
52.38%
14.85%
100%
23.08%
7.24%
3
2
1
Solution
0
-1
-2
-3
-4
f(x1)
-5
-6
f(x2)
Iteration
Sayed-Ahmed, M.
2.2.
Ryerson University
Jan. 2013
where
= J (Jacobian)
with m = n Set
.
Source: (http://epoch.uwaterloo.ca/~ponnu/syde312/open_methods/page3.htm#example)
Sayed-Ahmed, M.
Ryerson University
Jan. 2013
Appendix: Matrix
Inverse of Matrix
For 2 x 2 matrices
[
Multiplication of Matrix
for m x n matrix size and
for n x p matrix size
where
for the order of m x p.
10