Information Technology Reference
In-Depth Information
x 3 x 2
x 1
x 0
f ( x )
Fig. 4.5
A graphical illustration of Newton's method
we get
f.x 1 /
f 0 .x 1 / :
x 2 D x 1
(4.62)
More generally, we have
f.x k /
f 0 .x k / :
x kC1 D x k
(4.63)
This process is illustrated in Fig. 4.5 .
We will see in the next section that this derivation of Newton's method motivates
the secant method, for which we do not need an explicit evaluation of f 0 .x/.
4.4
The Secant Method
We noted above that if we have a linear model F D F.x/ of f D f.x/, we can
solve F.x/ D 0 in order to find the approximation of the solution of f.x/ D 0.The
secant method is based on the same idea, but instead of using the Taylor series, we
use interpolation based on a linear function. Suppose we have two values x 0 and x 1
close to x ,where
f.x / D 0:
(4.64)
 
Search WWH ::




Custom Search