Root Finding of Non-Linear Equations
Many non-linear equations involving high powers, series, polynomials, or rational functions cannot be solved analytically. Instead, we apply iterative algorithms to find their roots numerically, where a root satisfies . This chapter covers the five most important root-finding algorithms: from the simple but robust bisection method, through fixed-point iteration and its convergence theory, to the fast Newton-Raphson method and two of its practical variants.
Learning Objectives
By the end of this chapter you should be able to:
- State the sign-change condition for the bisection method and apply it to locate a root within a given interval.
- Derive the minimum number of bisection iterations required to achieve a prescribed error tolerance.
- Convert into a fixed-point form in multiple ways.
- Apply the contraction mapping theorem to determine whether a given converges, and to which root.
- Classify convergence as super-linear () or linear () using the derivative .
- Derive Newton’s method geometrically and prove that it achieves super-linear convergence.
- Identify situations where Newton’s method fails due to a zero derivative.
- Apply Aitken acceleration to speed up a slowly converging fixed-point sequence.
- Derive the secant method as an approximation of Newton’s method and apply it when the derivative is unavailable.
Chapter Sections
| # | Section | Key Concepts |
|---|---|---|
| 1 | Bisection Method | Sign-change condition, minimum iterations proof, worked example |
| 2 | Fixed Point Iteration | Converting to , iteration formula, convergence examples |
| 3 | Contraction Mapping Theory | , order of convergence, comprehensive example |
| 4 | Newton’s Method | Tangent line derivation, super-linear convergence proof, drawbacks |
| 5 | Aitken Acceleration | Acceleration formula, speeding up fixed-point sequences |
| 6 | Secant Method | Finite difference derivative approximation, two-point startup |