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Secant Method: Derivation and Examples

The document describes the derivation and algorithm of the secant method for finding the roots of an equation. The secant method approximates the derivative using the slope between successive function values, unlike Newton's method which requires calculating the true derivative. An example problem is provided to illustrate applying the secant method to find the depth at which a floating ball submerges in water, with three iterations shown to converge to the root.

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Shivam Patil
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0% found this document useful (0 votes)
81 views24 pages

Secant Method: Derivation and Examples

The document describes the derivation and algorithm of the secant method for finding the roots of an equation. The secant method approximates the derivative using the slope between successive function values, unlike Newton's method which requires calculating the true derivative. An example problem is provided to illustrate applying the secant method to find the depth at which a floating ball submerges in water, with three iterations shown to converge to the root.

Uploaded by

Shivam Patil
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
  • Introduction to Secant Method
  • Derivation of Secant Method
  • Algorithm for Secant Method
  • Example 1: Floating Ball Problem
  • Advantages of Secant Method
  • Drawbacks of Secant Method
  • Additional Resources
  • Conclusion

Secant Method

Major: All Engineering Majors

Authors: Autar Kaw, Jai Paul

[Link]
Transforming Numerical Methods Education for STEM
Undergraduates

2/4/2022 [Link] 1
Secant Method

[Link]
Secant Method – Derivation
f(x) Newton’s Method
f(xi )
xi 1 = xi - (1)
f(xi)
x f x  f (xi )
i, i

Approximate the derivative


f ( xi )  f ( xi 1 )
f ( xi )  (2)
f(xi-1)
xi  xi 1

X
Substituting Equation (2)
xi+2 xi+1 xi
into Equation (1) gives the
Secant method
Figure 1 Geometrical illustration of f ( xi )( xi  xi 1 )
the Newton-Raphson method. xi 1  xi 
f ( xi )  f ( xi 1 )
3 [Link]
Secant Method – Derivation
The secant method can also be derived from geometry:
f(x)
The Geometric Similar Triangles
AB DC

f(xi) B AE DE
can be written as
f ( xi ) f ( xi 1 )

f(xi-1) C
xi  xi 1 xi 1  xi 1

E D A
On rearranging, the secant
method is given as
X
xi+1 xi-1 xi

f ( xi )( xi  xi 1 )
Figure 2 Geometrical representation of xi 1  xi 
the Secant method. f ( xi )  f ( xi 1 )
4 [Link]
Algorithm for Secant Method

5 [Link]
Step 1
Calculate the next estimate of the root from two initial guesses
f ( xi )( xi  xi 1 )
xi 1  xi 
f ( xi )  f ( xi 1 )
Find the absolute relative approximate error

xi 1- xi
a =  100
xi 1

6 [Link]
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.

7 [Link]
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.


8 [Link]
Example 1 Cont.
The equation that gives the depth x to which the ball
is submerged under water is given by
f x   x3-0.165x 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.
9 [Link]
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   x3-0.165x 2+3.993 10- 4

Figure 4 Graph of the function f(x).

10 [Link]
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  3.993 10 0.05  0.02
3 2 4

0.05  0.1650.05  3.99310  0.02  0.1650.02  3.99310 


3 2 4 3 2 4

 0.06461

11 [Link]
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.

12 [Link]
Example 1 Cont.

Figure 5 Graph of results of Iteration 1.


13 [Link]
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  3.993 10 0.06461  0.05
3 2 4

0.06461  0.1650.06461  3.993 10  0.05  0.1650.05  3.993 10 


3 2 4 3 2 4

 0.06241

14 [Link]
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.

15 [Link]
Example 1 Cont.

Figure 6 Graph of results of Iteration 2.


16 [Link]
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  3.99310 0.06241  0.06461
3 2 4

0.06241  0.1650.06241  3.99310  0.05  0.1650.06461  3.99310 


3 2 4 3 2 4

 0.06238

17 [Link]
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.

18 [Link]
Iteration #3

Figure 7 Graph of results of Iteration 3.


19 [Link]
Advantages

 Converges fast, if it converges


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

20 [Link]
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

21 [Link]
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)
f x  Sinx  0
x'1, (first guess)
x0, (previous guess)
Secant line
x1, (new guess)

Root Jumping
22 [Link]
Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit

[Link]
[Link]
THE END

[Link]

2/4/2022
http://numericalmethods.eng.usf.edu
1
Secant Method
Major: All Engineering Majors
Authors: Autar Kaw, Jai Paul
http:
Secant Method
http://numericalmethods.eng.usf.edu (http://numericalmethods.eng.usf.edu/)
http://numericalmethods.eng.usf.edu
3
Secant Method – Derivation
)
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f(x
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
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http://numericalmethods.eng.usf.edu
4
Secant Method – Derivation
)
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http://numericalmethods.eng.usf.edu
5
Algorithm for Secant Method
http://numericalmethods.eng.usf.edu
6
Step 1
0
10
1
1
 
 
x
- x
x
 = 
i
i
i
a

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Calculate the next estimate of the root
http://numericalmethods.eng.usf.edu
7
Step 2
Find if the absolute relative approximate error  is greater 
than the prespecifi
http://numericalmethods.eng.usf.edu
8
Example 1
You are working for ‘DOWN THE TOILET COMPANY’ that 
makes floats for ABC comm
http://numericalmethods.eng.usf.edu
9
Example 1 Cont.
Use the Secant method of finding roots of equations to 
find the depth
http://numericalmethods.eng.usf.edu
10
Example 1 Cont.

4
2
3
10
993
3
165
0
-
.
+
x
.
-
x
x
f


To aid in the understand

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