GARIN, SHERICK BONN D.
BSME 5
In numerical analysis, the secant method is a root-finding algorithm that uses a succession
of roots of secant lines to better approximate a root of a function f. The secant method can be thought of as a finite
difference approximation of Newton's method. However, the method was developed independently of Newton's
method, and predated the latter by over 3,000 years.[1]
The secant method is defined by the recurrence relation
Starting with initial values x0 and x1, we construct a line through the points (x0, f(x0)) and (x1, f(x1)), as
demonstrated in the picture on the right. In point-slope form, this line has the equation
We find the root of this line the value of x such that y =
0 by solving the following equation for x:
The solution is
We then use this new value of x as x2 and repeat the
process using x1 and x2 instead of x0 and x1. We continue this process, solving for x3, x4, etc., until we reach a
sufficiently high level of precision (a sufficiently small difference between xn and xn - 1).
As can be seen from the recurrence relation, the secant method requires two initial values, x0 and x1, which
should ideally be chosen to lie close to the root.
Example 1
As an example of the secant method, 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 usex0 = 0 and x1 = -0.1 as
our initial approximations. We will let the two values step = 0.001 and abs = 0.001 and we will halt after a maximum
of N = 100 iterations.
We will use four decimal digit arithmetic to find a solution and the resulting iteration is shown in Table 1.
Table 1. The secant method applied to f(x) = cos(x) + 2 sin(x) + x2.
xn 1
xn
xn + 1
|f(xn + 1)|
|xn + 1 - xn|
0.0
-0.1
-0.5136
0.1522
0.4136
-0.1
-0.5136
-0.6100
0.0457
0.0964
-0.5136
-0.6100
-0.6514
0.0065
0.0414
-0.6100
-0.6514
-0.6582
0.0013
0.0068
-0.6514
-0.6582
-0.6598
0.0006
0.0016
-0.6582
-0.6598
-0.6595
0.0002
0.0003
Thus, with the last step, both halting conditions are met, and therefore, after six iterations, our approximation to the
root is -0.6595 .
Example 2
Example 3
Find the root of 3x+sin[x]-exp[x]=0
Let the initial guess be 0.0 and 1.0
f(x) = 3x+sin[x]-exp[x]
i
0
1
2
3
xi
0
1
0.471
0.308
So the iterative process converges to 0.36 in six iterations.
4
0.363
5
0.36
6
0.36
REFERENCES:
https://en.wikipedia.org/wiki/Secant_method
https://ece.uwaterloo.ca/~dwharder/NumericalAnalysis/10RootFinding/secant/examp
les.html
http://www.math.pitt.edu/~anitescu/TEACHING/ATKINSON/m2070.html
