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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 x∗x^* satisfies f(x∗)=0f(x^*) = 0. 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:

  1. State the sign-change condition for the bisection method and apply it to locate a root within a given interval.
  2. Derive the minimum number of bisection iterations required to achieve a prescribed error tolerance.
  3. Convert f(x)=0f(x) = 0 into a fixed-point form g(x)=xg(x) = x in multiple ways.
  4. Apply the contraction mapping theorem to determine whether a given g(x)g(x) converges, and to which root.
  5. Classify convergence as super-linear (λ=0\lambda = 0) or linear (0<λ<10 < \lambda < 1) using the derivative g′(x∗)g'(x^*).
  6. Derive Newton’s method geometrically and prove that it achieves super-linear convergence.
  7. Identify situations where Newton’s method fails due to a zero derivative.
  8. Apply Aitken acceleration to speed up a slowly converging fixed-point sequence.
  9. Derive the secant method as an approximation of Newton’s method and apply it when the derivative is unavailable.

Chapter Sections

#SectionKey Concepts
1Bisection MethodSign-change condition, minimum iterations proof, worked example
2Fixed Point IterationConverting f(x)=0f(x)=0 to g(x)=xg(x)=x, iteration formula, convergence examples
3Contraction Mapping Theoryλ=∥g′(x∗)∥\lambda = \|g'(x^*)\|, order of convergence, comprehensive example
4Newton’s MethodTangent line derivation, super-linear convergence proof, drawbacks
5Aitken AccelerationAcceleration formula, speeding up fixed-point sequences
6Secant MethodFinite difference derivative approximation, two-point startup