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Definition: Say,
where
is the root of
.
,
are the errors at n
and (n+1)
iterations and
are the approximations of
at
,
(n+1)
, iterations. If
where
is
a constant, then the rate of convergence of the method by which
is generated is p.
Claim: Secant method has super linear convergence.
Proof: The iteration scheme for the secant method is
given by
Say
and
i.e the error in the
n
iteration in estimating
.
Using (iii) in (ii) we get
By Mean value Theorem,
in the
interval
and
s.t.
We get
![$\displaystyle f'(\eta_{n})=\frac{f(x_{n})}{e_{n}}$](img165.png)
i.e.
Using (iii)above, we get
using (v), (vi), in (iv) we get
By def of rate of convergence the method is of order p if
>From (vii) and (viii) we get
i.e.
i.e.
From
(viii), (ix) we get
i.e.
Hence the convergence is superlinear.
Example:
Solve
for the root
in the interval [0.5,1.5] by secant method.
|
|
Secant Method |
|
|
|
|
|
|
|
0 |
0.5000000000 |
1.5000000000 |
0.8773435354 |
2.1035263538 |
1 |
1.5000000000 |
0.8773435354 |
0.4212051630 |
-4.2280626297 |
2 |
0.8773435354 |
0.4212051630 |
0.7258019447 |
0.3298732340 |
3 |
0.4212051630 |
0.7258019447 |
0.7037572265 |
0.0327354670 |
4 |
0.7258019447 |
0.7037572265 |
0.7013285756 |
-0.0005388701 |
5 |
0.7037572265 |
0.7013285756 |
0.7013679147 |
0.0000009526 |
Next: Newton-Raphson Method:
Up: ratish-1
Previous: Modified Regular Falsi method:
root
2006-02-07