bisection method - university of california, berkeleymgu/ma128afall2017/ma128a... · proof of thm...
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![Page 1: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/1.jpg)
Bisection Method
I Given continuous function f (x) on the interval [a, b] withf (a) · f (b) < 0, there must be a root in (a, b).
I To find a root: set [a1, b1] = [a, b].
I set p1 = a1+b12 and compute f (p1).
I if f (p1) = 0, then quit with root p1 (must be very lucky.)I if f (a1) · f (p1) < 0, then set [a2, b2] = [a1, p1],I otherwise (f (p1) · f (b1) < 0) set [a2, b2] = [p1, b1],
I repeat with p2 = a2+b22 .
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Bisection Method
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Naive Bisection Method
![Page 4: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/4.jpg)
![Page 5: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/5.jpg)
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Proof of Thm 2.1Assume that f (pn) 6= 0 for all n.
I By construction
a1 ≤ a2 ≤ · · · ≤ an ≤ · · · ≤ · · · ≤ bn ≤ · · · ≤ b2 ≤ b1.
Thus sequences {an} and {bn} monotonically converge tolimits a∞ ≤ b∞, respectively.
I Since f (an) · f (bn) < 0 for all n, it follows thatf (a∞) · f (b∞) ≤ 0, and thus a root p ∈ [a∞, b∞] ⊂ [an, bn]exists.
I Since pn = an+bn2 , it follows that |pn − p| ≤ bn−an
2 .I By construction
bn−an =bn−1 − an−1
2=
bn−2 − an−222
= · · · =b1 − a1
2n−1=
b − a
2n−1.
I Put together,
|pn − p| ≤ b − a
2n.
I In fact, a∞ = b∞ = p.
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Example Function with Root
2.5 2.6 2.7 2.8 2.9 3 3.1 3.2 3.3 3.4 3.5−3
−2
−1
0
1
2
3
4
5
6
7function = $ex − (2+2x2)$
![Page 8: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/8.jpg)
2.5 2.6 2.7 2.8 2.9 3 3.1 3.2 3.3 3.4 3.5−3
−2
−1
0
1
2
3
4
5
6
7Bisection Method with 52 Points
![Page 9: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/9.jpg)
Fixed Point Iteration
The number p is a fixed point for a given function g if g(p) = p.
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Fixed Point Example
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Fixed Point Theorem (I)
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Proof of Thm 2.3
I If g(a) = a or g(b) = b,then g has a fixed point at anendpoint.
I Otherwise, g(a) > a and g(b) < b. The functionh(x) = g(x)− x is continuous on [a, b], with
h(a) = g(a)− a > 0 and h(b) = g(b)− b < 0.
I This implies that there exists p ∈ (a, b), h(p) = 0.
I g(p)− p = 0, or p = g(p).
If |g ′(x)| ≤ k < 1 for all x in (a, b), and p and q are two distinctfixed points in [a, b]. Then a number ξ exists
g(p)− g(q)
p − q= g ′(ξ) < 1.
So
1 =p − q
p − q=
g(p)− g(q)
p − q= g ′(ξ) < 1.
This contradiction implies uniqueness of fixed point.
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Fixed Point Iteration
Given initial approximation p0, define Fixed Point Iteration
pn = g(pn−1), n = 1, 2, · · · ,
If iteration converges to p, then
p = limn→∞
pn = limn→∞
g(pn−1) = g(p).
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Fixed Point Theorem (II)
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Fixed Point Example x − x2 = 0: no convergence
g(x) = x2 ∈ [1,∞] for x ∈ [1,∞],
|g ′(x)| unbounded in[1,∞].
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Fixed Point Example x − sin(x) = 0: slow convergence
g(x) = sin(x) ∈ [−1, 1] for x ∈ [−1, 1],
|g ′(x)| ≤ 1 ∈ [0, 1].
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Fixed Point Example x − sin(x) = 0: slow convergence
g(x) = sin(x) ∈ [−1, 1] for x ∈ [−1, 1],
|g ′(x)| ≤ 1 ∈ [0, 1].
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Fixed Point Example x − log(2 + 2x2) = 0: normalconvergence
g(x) = log(2 + 2x2) ∈ [2, 3] for x ∈ [2, 3],
|g ′(x)| ≤ 4
5∈ [2, 3].
2.5 2.55 2.6 2.65 2.7 2.75 2.8 2.85 2.9 2.95 3−2.5
−2
−1.5
−1
−0.5
0FixedPoint Method with 66 Points
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Fixed Point: x − (1− cos(x)) = 0: fast convergence
g(x) = 1− cos(x) ∈ [−1, 1] for x ∈ [−1, 1],
|g ′(x)| ≤ x2
2≤ 1
2.
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Fixed Point: x − (1− cos(x)) = 0: fast convergence
g(x) = 1− cos(x) ∈ [−1, 1] for x ∈ [−1, 1],
|g ′(x)| ≤ x2
2≤ 1
2∈ [0, 1].
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Fixed Point Theorem (II)
![Page 22: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/22.jpg)
Proof of Thm 2.4
I A unique fixed point p ∈ [a, b] exists.
I
|pn−p| = |g(pn−1)−g(p)| = |g ′(ξn)(pn−1−p)| ≤ k |pn−1−p|
I
|pn − p| ≤ k|pn−1 − p| ≤ k2|pn−2 − p| ≤ · · · ≤ kn|p0 − p|.
I Sincelimn→∞
kn = 0,
{pn}∞n=0 converges to p.
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Newton’s Method for solving f (p) = 0
I Suppose that f ∈ C 2[a, b].
I Let p0 ∈ [a, b] be an approximation to p with
f ′(p0) 6= 0, and |p − p0| ”small”.
I Taylor expand f (x) at x = p:
0 = f (p) = f (p0) + (p − p0)f ′(p0) +(p − p0)2
2f ′′(ξ(p)).
”Solve” for p:
p = p0 −f (p0)
f ′(p0)− (p − p0)2
2f ′(p0)f ′′(ξ(p))
≈ p0 −f (p0)
f ′(p0)def= p1.
Newton’s Method: pk+1 = pk − f (pk )f ′(pk )
, k = 0, 1, · · ·
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Newton’s Method for solving f (p) = 0
p = p0 −f (p0)
f ′(p0)− (p − p0)2
2f ′(p0)f ′′(ξ(p))
≈ p0 −f (p0)
f ′(p0)def= p1.
I If p0 ”close to” p, we can expect fast convergence.
I Best hope in practice: p0 ”not too far from” p. Newton’smethod may or may not converge.
I If Newton’s method converges, it converges quickly.
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Geometry of Newton’s Method
I Taylor expand f (x) at x = p:
0 = f (p) = f (p0) + (p − p0)f ′(p0) +(p − p0)2
2f ′′(ξ(p)).
I Replace f (x) by a straight line:
f (p0) + (p − p0)f ′(p0) ≈ 0.
I
p ≈ p0 −f (p0)
f ′(p0)
is the horizontal intercept of straight line
y = f (p0) + (x − p0)f ′(p0)
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Newton Method
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Newton Method for f (x) = ex − (2 + 2x2)
2.6 2.8 3 3.2 3.4 3.6 3.8−4
−2
0
2
4
6
8Newton Method with 8 Points
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Computing square root with Newton’s Method
I Given a > 0, pdef=√a is positive root of equation
f (x)def= x2 − a = 0.
I Newton’s Method
pk+1 = pk −p2k − a
2pk=
1
2
(pk +
a
pk
), k = 0, 1, 2, · · · ,
I Newton’s Method is well defined for any p0 > 0.
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Newton Method for square root
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Proof of Theorem 2.6I Newton’s method is fixed point iteration
pn = g(pn−1), g(x) = x − f (x)f ′(x) .
I Since f ′(p) 6= 0, there exists an interval[p − δ1, p + δ1] ⊂ [a, b] on which f ′(x) 6= 0. Thus, g(x) isdefined on [p − δ1, p + δ1].
I
g ′(x) = 1− f ′(x) f ′(x)− f (x) f ′′(x)
(f ′(x))2=
f (x) f ′′(x)
(f ′(x))2∈ C [p−δ1, p+δ1].
I Since g ′(p) = 0, there exists 0 < δ < δ1 so that
|g ′(x)| ≤ κ (=1
2), for all x ∈ [p − δ, p + δ].
I If x ∈ [p − δ, p + δ], then
|g(x)−p| = |g(x)−g(p)| = |g ′(ξ)(x−p)| ≤ κ|x−p| ≤ |x−p|.
Therefore g(x) ∈ [p − δ, p + δ].I {pn} converges to p by Fixed Point Theorem.
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Newton Method Divergence Example: f (x) = x1/3
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Secant Method: Poor man’s Newton Method
Motivation
I Newton method style of fast convergence
I Avoid need for derivative calculations.
Approach
I Newton method: pn+1 = pn − f (pn)f ′(pn)
.
I Replace f ′(pn) by its cheap approximation
f ′(pn) = limx→
f (pn)− f (x)
pn − x≈ f (pn)− f (pn−1)
pn − pn−1.
I Secant method
pn+1 = pn −f (pn)(pn − pn−1)
f (pn)− f (pn−1), n = 1, 2, · · · .
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Secant Method: Geometry
I ”Approximate” f (x) by a straight line
f (x) ≈ (x − p0)f (p1)− (x − p1)f (p0)
p1 − p0.
Both f (x) and straight line go through points(p0, f (p0)), (p1, f (p1)).
I Let approximate root p2 be the x-intercept of the straight line
p2 =p0f (p1)− p1f (p0)
f (p1)− f (p0)= p1 −
f (p1)(p1 − p0)
f (p1)− f (p0).
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Secant Method: Illustration
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Fixed point for g(x) = log(2 + 2x2)
2.5 3 3.5 4−5
0
5
10
15
20
25SecantMethod with 11 Points
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Performance: number of iterations vs. error in the solution
I Function to be considered
g(x) = log(2 + 2x2), f (x) = x − g(x) = x − log(2 + 2x2).
I Root p of f (i.e., f (p) = 0)
p = 2.98930778246493e + 00.
I Bisection Method
I Fixed Point Iteration
I Newton’s Method
I Secant Method
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Bisection Method Order of Convergence
0 10 20 30 40 50 6010
−16
10−14
10−12
10−10
10−8
10−6
10−4
10−2
100
Convergence Rate, Bisection Method
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Fixed Point Iteration Order of Convergence
0 10 20 30 40 50 60 7010
−15
10−10
10−5
100
Convergence Rate, Fixed Point Method
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Secant Method Order of Convergence
1 2 3 4 5 6 7 8 9 1010
−12
10−10
10−8
10−6
10−4
10−2
100
102
Convergence Rate, Secant Method
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Newton Method Order of Convergence
1 2 3 4 5 6 710
−14
10−12
10−10
10−8
10−6
10−4
10−2
100
Convergence Rate, Newton Method
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Order of convergence
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Linear and Quadratic Order of convergence
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Recall rate of convergence: the Big O
the Big O() = rate of convergence
![Page 47: Bisection Method - University of California, Berkeleymgu/MA128AFall2017/MA128A... · Proof of Thm 2.1 Assume that f(p n) 6= 0 for all n. I By construction a 1 a 2 a n b n b 2 b 1:](https://reader036.vdocuments.us/reader036/viewer/2022062311/5fc44b9ae341520b6f4c7df7/html5/thumbnails/47.jpg)
Recall rate of convergence: the Big O
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Linear and Quadratic Order of convergenceI Suppose that {pn}∞n=1 is linearly convergent to 0,
limn→∞
|pn+1||pn|
= 0.5, or roughly|pn+1||pn|
≈ 0.5,
hence pn ≈ (0.5)n|p0|.I Suppose that {p̃n}∞n=1 is quadratically convergent to 0,
limn→∞
|p̃n+1||p̃n|2
= 0.5, or roughly|p̃n+1||p̃n|2
≈ 0.5.
But now
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Linear and Quadratic Order of convergence
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Order of convergence
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Linear and Quadratic Order of convergence
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Computing square root with Newton’s Method
I Given a > 0, pdef=√a is positive root of equation
f (x)def= x2 − a = 0.
I Newton’s Method
pk+1 = pk −p2k − a
2pk=
1
2
(pk +
a
pk
), k = 0, 1, 2, · · · ,
I Newton’s Method is well defined for any p0 > 0.
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Newton’s Method for√a converges quadratically if p0 > 0
I {pk}∞k=1 bounded below by√a:
pk−√a =
1
2
(pk−1 +
a
pk−1
)−√a =
(pk−1 −
√a)2
2pk−1≥ 0, k = 1, 2, · · · ,
I {pk}∞k=1 monotonically decreasing:
pk+1 − pk =1
2
(pk +
a
pk
)− pk =
a− p2k2pk
≤ 0, k = 1, 2, · · · ,
I limk→∞ pkdef= p exists and satisfies Newton Iteration:
p =1
2
(p +
a
p
)≥√a, therefore p =
√a.
I Newton’s Method quadratically convergent
limk→∞
|pk −√a|∣∣pk−1 −√a∣∣2 = lim
k→∞
1
2pk−1=
1
2√a.
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Linear Convergence Theorem of Fixed Point Iteration
I Let g ∈ C [a, b] satisfy g(x) ∈ [a, b] for all x ∈ [a, b].
I Assume g ′(x) continuous with |g ′(x)| ≤ κ for all x ∈ (a, b)and constant κ < 1.
I Then Fixed Point Iteration
pk = g(pk−1), k = 1, 2, · · · ,
for any p0 ∈ [a, b] converges to fixed point p ∈ [a, b] with
limk→∞
|pk+1 − p||pk − p|
= |g ′(p)| ≤ κ, if pk 6= p for all k .
(not linear convergence if g ′(p) = 0)
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Proof of Linear Convergence
I By Fixed Point Theorem, Fixed Point p ∈ [a, b] uniquelyexists, and FPI converges to p.
I By Mean Value Theorem, there exists a ξk in between pk andp such that
g(pk)− g(p) = g ′(ξk)(pk − p), for all k .
I Therefore
limk→∞
g ′(ξk) = g ′(p)
limk→∞
|pk+1 − p||pk − p|
= limk→∞
|g(pk)− g(p)||pk − p|
= limk→∞
|g ′(ξk)(pk − p)||pk − p|
= |g ′(p)|
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Quadratic Convergence of Fixed Point Iteration
I Assume FPI {pk}∞k=1 converges to p, with g ′(p) = 0, then
limk→∞
|pk+1 − p||pk − p|2
=1
2|g ′′(p)|, if pk 6= p for all k .
(not quadratic convergence if g ′′(p) = 0)
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Proof of Quadratic Convergence
I Taylor expansion at p:
g(pk)ξk between p, pk========== g(p) + g ′(p)(pk − p) +
1
2g ′′(ξk)(pk − p)2
========== g(p) +1
2g ′′(ξk)(pk − p)2
I Therefore
limk→∞
|pk+1 − p||pk − p|2
= limk→∞
|g(pk)− p||pk − p|2
=1
2limk→∞
|g ′′(ξk)(pk − p)2||pk − p|2
=1
2|g ′′(p)|
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Quadratic Convergence of Newton Iteration
I Newton Iteration is FPI with
g(x) = x − f (x)
f ′(x),
and with f (p) = 0.
I derivatives
g ′(x) =f (x)f ′′(x)
(f ′(x))2
g ′′(x) =f ′′(x)
f ′(x)+
f ′(x) f ′′′(x)− 2 (f ′′(x))2
(f ′(x))3f (x)
I therefore
g ′(p) = 0, and g ′′(p) =f ′′(p)
f ′(p),
limk→∞
|pk+1 − p||pk − p|2
=1
2
∣∣∣∣ f ′′(p)
f ′(p)
∣∣∣∣ , if f ′(p) 6= 0.
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Multiple roots: f (p) = 0, f ′(p) = 0
I Definition: A solution p of f (x) = 0 is a root of multiplicitym of f if for x 6= p, we can write
f (x) = (x − p)m q(x), where limx→p
q(x) 6= 0.
I Theorem: The function f ∈ Cm[a, b] has a root ofmultiplicity m at p in (a, b) if and only if
0 = f (p) = f ′(p) = f ′′(p) = · · · = f (m−1)(p), but f (m)(p) 6= 0.
I simple root: f satisfies f (p) = 0, but f ′(p) 6= 0.
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Example: f (x) = ex − x − 1, f (0) = f ′(0) = 0, f ′′(0) = 1
Function Newton’s Method
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Modified Newton Method
pk+1 = pk−m f (pk)
f ′(pk), for k = 1, 2, · · · , (m = multiplicity of root p.)
I m = 2 for function f (x) = ex − x − 1,
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Modified Newton Method is Quadratically Convergent
pk+1 = g(pk), g(x) = x − m f (x)
f ′(x), for k = 1, 2, · · · ,
I Let f (x) = (x − p)mq(x), q(p) 6= 0.
I
g(x) = x − m f (x)
f ′(x)= x − m (x − p)q(x)
mq(x) + (x − p)q′(x).
I g ′(p) = 0, hence quadratic convergence.
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Accelerating Convergence: Aitken’s ∆2 Method
I Suppose {pk}∞k=1 linearly converges to limit p,
limk→∞
pk+1 − p
pk − p= λ, |λ| < 1.
I Definepk+1 − p
pk − pdef= λk ,
so that {λk}∞k=1 converges to λ.
I It follows that
0 ≈ λk+1 − λk =pk+2 − p
pk+1 − p− pk+1 − p
pk − p.
I Solve for p:
p =p2k+1 − pkpk+2
2pk+1 − pk − pk+2+
(λk+1 − λk)(pk+1 − p)(pk − p)
2(pk+1 − p)− (pk − p)− (pk+2 − p).
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Accelerating Convergence: Aitken’s ∆2 Method
p̂kdef=
p2k+1 − pkpk+2
2pk+1 − pk − pk+2
= pk −(pk+1 − pk)2
pk+2 − 2pk+1 + pk
def= {∆2}(pk).
Approximation Error
|p̂k − p| =
∣∣∣∣ (λk+1 − λk)(pk+1 − p)(pk − p)
2(pk+1 − p)− (pk − p)− (pk+2 − p)
∣∣∣∣=
∣∣∣∣∣∣∣(λk+1 − λk)(pk − p)
2−(pk+1−ppk−p
)−1− pk+2−p
pk+1−p
∣∣∣∣∣∣∣≈
∣∣∣∣(λk+1 − λk)(pk − p)
2− λ−1 − λ
∣∣∣∣� O (|pk − p|) .
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Accelerating Convergence: Aitken’s ∆2 Method
pn = cos(1/n) Error Plots
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Accelerating Convergence: Steffensen’s Method
I Aitken’s Acceleration for a given {pk}∞k=1:
{∆2}(pk) = pk −(pk+1 − pk)2
pk+2 − 2pk+1 + pk.
I Steffensen’s Method: use Aitken’s Acceleration as soon asiterations are generated:
I Given p(0)0
I for k = 0, 1, 2, · · · ,
p(k)1 = g(p
(k)0 ), p
(k)2 = g(p
(k)1 ), p
(k+1)0 = {∆2}(p(k)0 ).
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Fixed point for g(x) = log(2 + 2x2)
2.5 2.55 2.6 2.65 2.7 2.75 2.8 2.85 2.9 2.95 3−2.5
−2
−1.5
−1
−0.5
0FixedPoint Method with 66 Points
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Fixed Point Iteration: Linear Convergence
0 10 20 30 40 50 60 7010
−15
10−10
10−5
100
Convergence Rate, Fixed Point Method
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Aitken’s Method: Faster, but Linear Convergence
0 10 20 30 40 50 60 7010
−16
10−14
10−12
10−10
10−8
10−6
10−4
10−2
100
Convergence Rate, Aitken Method
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Steffenson’s Method: Quadratic Convergence
1 1.5 2 2.5 3 3.5 4 4.5 510
−9
10−8
10−7
10−6
10−5
10−4
10−3
10−2
10−1
100
Convergence Rate, Steffen Method
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Newton’s Method on Polynomial roots = Horner’s MethodLet
P(x) = an xn + an−1xn−1 + · · ·+ a1x + a0.
Horner’s Method computes P(x0) and P ′(x0)
I define bn = anI for k = n − 1, n − 2, · · · , 1, 0
bk = ak + bk+1x0,
I then
b0 = P(x0)
P(x) = (x − x0)Q(x) + b0
Q(x) = bn xn−1 + bn−1xn−2 + · · ·+ b2x + b1.
I it follows
P ′(x) = Q(x) + (x − x0)Q ′(x)
P ′(x0) = Q(x0)
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Horner’s Method
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Muller’s Method: finding complex roots
I Given three points (p0, f (p0)), (p1, f (p1)), and (p2, f (p2)).
I Construct a parabola through them,
I p3 is the intersection of x-axis with parabola closer to p2.
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Secant Method vs. Muller’s Method
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Muller’s Method: derivationChoose parabola
P(x) = a(x − p2)2 + b(x − p2) + c .
a, b, c satisfy
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Muller’s Method: finding complex roots
I p3 is the intersection of x-axis with parabola closer to p2.
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Muller’s Method
1 2 3 4 5 6 7 8 910
−7
10−6
10−5
10−4
10−3
10−2
10−1
100
101
Muler Method function f(p) = p4−3*p3+p2+p+1.
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Choices, and more Choices
I Bisection Method: slow (linearly convergent); reliable (alwaysfinds a root given interval [a, b] with f (a) · f (b) < 0.)
I Fixed Point Iteration: slow (linearly convergent); no need forinterval [a, b] with f (a) · f (b) < 0.
I Newton’s Method: fast (quadratically convergent); could getburnt (need not converge.)
I Secant Method: between Bisection and Newton in speed;need not converge; no derivative needed.
I Steffensen’s Method: fast (quadratically convergent); noderivative needed. not a method of choice in higherdimensions.
I Muller’s Method: can handle complex roots; need notconverge.
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Brent’s Method: Motivation
I (Mostly) speed of Steffensen’s Method
I Reliability of Bisection Method
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Brent’s Method = Zeroin
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Brent’s Method: Zeroin (Wikipedia)
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Brent’s Method: Zeroin
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Brent’s Method
I Worst case number of iterations = (n2), where n is number ofiterations of Bisection Method for a given tolerance.
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Modified Brent’s Method
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Modified Brent’s Method
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Modified Brent’s Method
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Modified Brent’s Method
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Interpolation and Approximation (connecting the dots)US population census data available every ten years.
I What was US population in year 1996?
I What will US population be in year 2017?
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Connecting two dots
I Given two distinct dots, there is a unique line connectingthem.
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Connecting two dots
I Given two distinct points (p0, f (p0)) and (p1, f (p1)), there isa unique line connecting them
P(x) = f (p0) · x − p1p0 − p1
+ f (p1) · x − p0p1 − p0
def= f (p0) · L0(x) + f (p1) · L1(x),
with L0(x), L1(x) unrelated to f (p0), f (p1).
L0(p0) = 1, L0(p1) = 0,
L1(p0) = 0, L1(p1) = 1.
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Connecting two dotsI Given two distinct points (p0, f (p0)) and (p1, f (p1)), there is
a unique line connecting them
P(x) = f (p0) · x − p1p0 − p1
+ f (p1) · x − p0p1 − p0
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Connecting n + 1 dotsI Given n + 1 distinct points
(x0, f (x0)), (x1, f (x1)), · · · , (xn, f (xn)),
I Find a degree ≤ n polynomial
P(x) = anxn + an−1x
n−1 + · · ·+ a1x + a0,
so that P(x0) = f (x0),P(x1) = f (x1), · · · ,P(xn) = f (xn).
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Connecting n + 1 dots
I Would like to write P(x) as
P(x) = f (x0)L0(x) + f (x1)L1(x) + · · ·+ f (xn)Ln(x),
where L0(x), L1(x), · · · , Ln(x) are unrelated tof (x0), f (x1), · · · , f (xn).
I at each node xj , j = 0, 1, · · · , n,
f (xj) = P(xj) = f (x0)L0(xj) + f (x1)L1(xj) + · · ·+ f (xn)Ln(xj)
I This suggests for all i , j ,
Li (xj) =
{1, if i = j ,0, if i 6= j ,
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Largrangian Polynomials
P(x) = f (x0)L0(x) + f (x1)L1(x) + · · ·+ f (xn)Ln(x),
Li (xj) =
{1, if i = j ,0, if i 6= j ,
xj is a root of Li (x) for every j 6= i , so
Li (x) =∏j 6=i
x − xjxi − xj
.
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Quadratic Interpolation
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Quadratic Interpolation: Solution
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Quadratic Interpolation: Solution
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Quadratic Interpolation: Solution
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Quadratic Interpolation: Solution