Secant Method

Dr. Ammar Isam

06/12/2020 1
 Secant Method – Derivation
f(x ) Newton’s Method
f(xi )
xi 1 = xi - (1)
f (xi )
f ( x i)
x f  x 
i, i

Approximate the derivative

f ( xi )  f ( xi 1 )
f ( xi )  (2)
f ( x i-1 )
xi  xi 1

X
Substituting Equation (2)
x i+ 2 x i+ 1 xi
into Equation (1) gives the
Secant method
Figure 1 Geometrical illustration of ( xi  xi 1 )
the Newton-Raphson method. xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )
 Algorithm for Secant Method

3 http://numericalmethods.eng.usf.edu
 Step 1
Calculate the next estimate of the root from two initial guesses

( xi  xi 1 )
xi 1  xi  f ( xi )
f ( xi )  f ( xi 1 )

Find the absolute relative approximate error

xi 1- xi
a =  100
xi 1

4 http://numericalmethods.eng.usf.edu
 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.

5 http://numericalmethods.eng.usf.edu
Example: suppose we wish to find a root of the function
f(x) = cos(x) + 2 sin(x) + x2. A closed form solution for x does not exist so we must
use a numerical technique. We will use x0 = 0 and x1 = -0.1 as our initial
approximations. We will let the two values εstep = 0.001
 Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that
makes floats for ABC commodes. 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.

Figure 3 Floating Ball Problem.

10 http://numericalmethods.eng.usf.edu
 Example 1 Cont.
The equation that gives the depth x to which the ball
is submerged under water is given by
f  x   x 3-0.165x 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.
11 http://numericalmethods.eng.usf.edu
 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   x 3-0.165x 2+3.993 10- 4

Figure 4 Graph of the function f(x).

12 http://numericalmethods.eng.usf.edu
 Example 1 Cont.
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 2

 3.993  10 4  0.05  0.02 
  
0.053  0.165 0.05  3.993 10  4  0.023  0.165 0.02  3.993 10  4
2 2

 0.06461

13 http://numericalmethods.eng.usf.edu
 Example 1 Cont.
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.

14 http://numericalmethods.eng.usf.edu
 Example 1 Cont.

Figure 5 Graph of results of Iteration 1.

15 http://numericalmethods.eng.usf.edu
 Example 1 Cont.
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
 3.99310 4  0.06461 0.05
2

  
0.064613  0.165 0.06461  3.99310 4  0.053  0.165 0.05  3.99310 4
2 2

 0.06241

16 http://numericalmethods.eng.usf.edu
 Example 1 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.

17 http://numericalmethods.eng.usf.edu
 Example 1 Cont.

Figure 6 Graph of results of Iteration 2.

18 http://numericalmethods.eng.usf.edu
 Example 1 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 2

 3.993 10  4  0.06241  0.06461
  
0.062413  0.165 0.06241  3.993 10  4  0.053  0.165 0.06461  3.993 10  4
2 2

 0.06238

19 http://numericalmethods.eng.usf.edu
 Example 1 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.

20 http://numericalmethods.eng.usf.edu
 Iteration #3

Figure 7 Graph of results of Iteration 3.

21 http://numericalmethods.eng.usf.edu
 Advantages

 Converges fast, if it converges

 Requires two guesses that do not need to
bracket the root

22 http://numericalmethods.eng.usf.edu
 Drawbacks
2
2

f ( x)
0
f ( x) 0
f ( x)

2 2
10 5 0 5 10
 10 x x guess1  x guess2 10
f(x)
prev. guess
new guess f  x   Sin x   0

Division by zero

23 http://numericalmethods.eng.usf.edu
 Drawbacks (continued)
2
2

f ( x)

f ( x)
0
f ( x) 0
secant ( x)

f ( x)

2 2
10 5 0 5 10
 10 x x 0  x 1'  x x 1 10
f(x)
x'1, (first guess)
x0, (previous guess) f  x   Sinx  0
Secant line
x1, (new guess)

Root Jumping
24 http://numericalmethods.eng.usf.edu