1. Dr.V.Kusuma Kumari, / International Journal of Engineering Research and Applications
(IJERA) ISSN: 2248-9622 www.ijera.com
Vol. 3, Issue 1, January -February 2013, pp.457-463
Iterative Method For The Solution Of Simple And Multiple
Roots Of Non Linear System Of Equations
Author: Dr.V.Kusuma Kumari, Professor,
Humanities and Basic Sciences Department, Godavari Institute of Engineering and Technology,
Rajahmundry, Andhra Pradesh.
Abstract
In this paper a method called x1( k 1) f1 ( x1( k ) , x2k ) , x3k ) ,..., xnk ) )
( ( (
Parametric Method of Iteration is developed for
solving the non linear system of equations and
showed the efficiency of this method over x2k 1) f 2 ( x1( k ) , x2k ) , x3(k ) ,..., xn(k ) )
( (
iteration method and Newton Raphson method
by considering some examples. x3k 1) f 3 ( x1( k ) , x2k ) , x3k ) ,..., xnk ) )
( ( ( (
xnk 1) f n ( x1( k ) , x2k ) , x3k ) ,..., xnk ) ) ,(k=0,1,2,…) (1.4)
( ( ( (
Key words: N-R Method, Iterative Method
As is well known that the iterations (1.4)
I. INTRODUCTION
are to be repeated successively until the
It is well known that the solution of
convergence is achieved upto the desired accuracy
systems of non-linear equations play an important
and this method convergences under the condition.
role in all the fields of science and engineering
applications and there exist a great variety of
problems for the solution of such problems. Many n
fi ( X )
applications in Science and Engineering are j 1 x j
1 (1.5)
described by a set of n-coupled, non-linear algebraic x x (k )
equations in n-variables x1 , x2 ,..., xn of the form
(i=1,2,….,n), for each k.
F1 ( x1 , x2 ,..., xn ) 0 whereas in the multivariable Newton-
F2 ( x1 , x2 ,..., xn ) 0 (1.1)
Raphson method, the system (1.2) is solved by
iterating the scheme
Fn ( x1 , x2 ,..., xn ) 0
1
The equations (1.1) can be expressed as a system x ( k 1) x( k ) J ( k ) F ( x ( k ) )
(1.6)
Fi ( X ) 0
(i 1, 2,..., n) (k=0,1,2,..)
(1.2) where X is an n-dimensional vector. where the Jacobian J ( k ) is
F1 F1 F1
x . . .
xn
Though we have various techniques like
x2
the method of steepest discent, Riks/Wempner 1
method, Von-Mises method, Power method, F2 F2 F2
x . . .
xn
Gradient method and Graphical method [1,2] for the
x2
solution of (1.2), the most generally used methods 1
for its solution are the successive approximation . . . . . .
method also known as method of iteration, and the
multivariable Newton-Raphson method. . . . . . .
In the Successive approximation mehod the . . . . . .
system (1.2) is written as
xi fi ( x1 , x2 ,..., xn ) Fn Fn
. . .
Fn
x1 x2 xn
(i 1, 2,..., n)
(1.3)
The multivariable Newton-Raphson
(0) (0) (0)
If x , x2 ,..., xn
1 be the initial method converges if the functions Fi ( X ) , all have
approximation to the solution of (1.2), then in this continuous first order partial derivatives near a root
iterative method the improved values are found as
indicated below X * , and if the Jacobian is non-singular in the
457 | P a g e
2. Dr.V.Kusuma Kumari, / International Journal of Engineering Research and Applications
(IJERA) ISSN: 2248-9622 www.ijera.com
Vol. 3, Issue 1, January -February 2013, pp.457-463
(k )
neighbourhood of this root and if X is taken
*
sufficiently close to the solution X . f1 f f
1 (1 2 ) 2 2 ... n n 1 (2.4)
In this paper we develop a method for the solution x2 x2 x2
of the simultaneous non-linear equations (1.1) which
will be presented in the next section. This method is
also compared with the other methods by f1 f f
considering some numerical examples. 1 2 2 ... (1 n ) n n 1
x1 xn xn
2. PARAMETRIC METHOD OF
ITERATION hold true for all x x ( k ) and ( k ) for each
To solve the system (1.1), we rewrite each k.
equation of (1.1) by introducing a set of parameters If we choose
1 , 2 ,..., n all of them are positive, in the form f
1
(k )
1 i (k ) , (i=1,2,…,n), for each k (2.5)
xi
i x x
x1 (1 1 ) x1 1 f1 ( x1 , x2 ,..., xn )
x2 (1 2 ) x2 2 f 2 ( x1 , x2 ,..., xn ) (2.1) Then the iteration process (2.3) takes the form
xn (1 n ) xn n f n ( x1 , x2 ,..., xn )
For the solution of the system (1.1), the method is f f1
xi( k 1) f1( k ) x1( k ) 1 / 1
x1 x x
x1
x x
(k ) (k )
defined as
x1( k 1) (1 1(k ) ) x1(k ) 1(k ) f1 ( x1(k ) , x2(k ) , x3(k ),..., xn(k ) ) f f 2
x2k 1) f 2( k ) x2k ) 2
( (
/ 1 (2.6)
x( k 1)
(1 (k )
)x(k )
(k ) (k ) (k )
f 2 ( x , x , x ,..., x ) (k) (k)
x2 x x( k )
x2
x x( k )
2 2 2 2 1 2 3 n
.
x( k 1)
(1 (k )
)x(k )
(k )
f ( x1( k ) , x2k ) , x3k ) ,..., xnk ) ) (2.2)
( ( (
3 3 3 3 3
f f n
xnk 1) f n(k ) xnk ) n
( (
/ 1
xn x x
xn
x x
(k ) (k )
xnk 1) (1 nk ) ) xnk ) nk ) f n ( x1( k ) , x2k ) , x3k ) ,..., xnk ) )
( ( ( ( ( ( (
(k = 0,1,2,…)
The equations (2.2) are expressed as For the choices of i given (2.5) , the conditions
for convergence of the method (2.6) can be obtained
x1( k 1) (1 1( k ) ) x1( k ) 1( k ) f1( k ) from (2.4) as
f 2 f f
x2k 1) (1 2k ) ) x2k ) 2k ) f 2( k )
( ( ( (
2 3 3 ... n n 1
x1 x1 x1
x3k 1) (1 3 k ) ) x3k ) 3 k ) f3( k )
( ( ( (
(2.3)
f1 f f
x ( k 1)
(1 (k )
)x (k )
(k )
f (k )
1 3 3 ... n n 1 (2.7)
n n n n n
x2 x2 x2
It can directly be seen that the method (2.3) f1 f f
i( k ) 1 1 2 2 ... n1 n1 1
coincides with ( 1.4) when for each i and xn xn xn
k. As the parameters i
(k )
in (2.3) accelerates or
improves the convergence of (1.4), the method (2.3) For all x x ( k ) and ( k ) for each k.
may be called as parametric method of iteration. For solving non-linear equations in single variable
As given in [3] and [1], one can easily of the form
show that the method (2.3) converges when the F(x)=0 (2.8)
conditions The Parametric method of iteration can be defined
from (2.3) as
f1 f f
(1 1 ) 1 2 2 ... n n 1 x ( k 1) (1 ( k ) ) x ( k ) ( k ) f ( x ( k ) ) (2.9)
x1 x1 x1
Where is a parameter, whose choice using (2.5)
obtained as
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3. Dr.V.Kusuma Kumari, / International Journal of Engineering Research and Applications
(IJERA) ISSN: 2248-9622 www.ijera.com
Vol. 3, Issue 1, January -February 2013, pp.457-463
1 The parametric method of iteration (2.6 ) for the
(k ) for each k (2.10) solution of (3.1) can be written as
1 f '( x)
x x( k )
With this choice of (2.9) the method (2.8) reduce to f f
x1( k 1) k f1( k ) x1( k ) 1 x xk / 1 1 x xk
x1 x1
x( k 1) f ( x ( k ) ) x ( k ) f '( x)
x x( k )
/ 1 f '( x)
x x( k )
2.11)
( f f
x2k 1) k f 2( k ) x2k ) 2 x xk / 1 2 x xk
(
As it is well known that the Newton-Raphson
x2 x2
method for the solution of (2.8) is given by
F ( x( k ) ) ( f f
x ( k 1)
x (k )
(2.12) x3( k 1) k f3( k ) x3k ) 3 x xk / 1 3 x xk
F '( x) x3 x3
x x( k )
It is interesting to note that F(x) of equation (2.8) is (3.3)
expressed in the form The iteration method for solving (3.1) can be taken
by writing (3.1) into the form (3.2) as
F ( x) x f ( x) (2.13)
Then the Newton-Raphson iteration (2.12) exactly x1( k 1) (cos x2k ) x3k ) 0.5 x1( k ) ) / 4,
( (
* ( k 1)
takes the form (2.11).
x2 x1( k 1) / 25, (3.4)
x3k 1) ( x3k ) 9 e x1
(k ) (k )
3. NUMERICAL EXAMPLES: ( ( x2
) / 21
We consider the non-linear system of three
(*Here + or – sign should be taken in accordance
equations in three unknowns:
with the initial guess)
F1 ( x1 , x2 , x3 ) 3 x1 cos x2 x3 0.5 0 And, the Newton-Raphson iteration for the solution
F2 ( x1 , x2 , x3 ) x12 625 x2 0
2 of (3.1) is
F3 ( x1 , x2 , x3 ) e x1x2 20 x3 9 0 1
x1( k 1) x( k ) J ( x( k ) F ( x( k ) )
(3.5)
(3.1)
Where X ( x1 , x2 , x3 )
T
As noted by William W.Hager [4], this system has and the Jacobian J is a
more than one solution. Expressing the system (3.1) 3x3 matrix:
as
x1 f1 ( x1 , x2 , x3 ) F1 ( X ) F1 ( X ) F1 ( X )
x2 f 2 ( x1 , x2 , x3 ) (3.2) x1 x2 x3
F ( X ) F2 ( X ) F2 ( X ) (3.6)
x3 f3 ( x1 , x2 , x3 ) J ( x) 2
f1 (cos x2 x3 0.5 x1 ) / 4, x1 x2 x3
F3 ( X ) F3 ( X ) F3 ( X )
where
*
f 2 x1 / 25, x1 x2 x3
f 3 ( x3 9 e x1x2 ) ) / 21 to compare the methods (3.3), (3.4) and (3.5) for the
solution of (3.1), we tabulate the following results
(*Here + or – sign should be taken in accordance for various initial approximation to the unknowns
with the initial guess)
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7. Dr.V.Kusuma Kumari, / International Journal of Engineering Research and Applications
(IJERA) ISSN: 2248-9622 www.ijera.com
Vol. 3, Issue 1, January -February 2013, pp.457-463
X1 0.499983368
17 X2 0.01999933472 --- ---
X3 -0.4995025246
X1 0.4999833678
18 X2 0.01999933471 --- ---
X3 -0.4995025246
CONVERGED CONVERGED IN CONVERGED IN
CONCLUSION IN 18 12 3
ITERATIONS ITERATIONS ITERATIONS
Conclusion: From the above tabulated
results it can be observed that the Parametric
method of iteration looks more efficient than the
Newton-Raphson method and Iteration method for
the problems considered. It can also observed that
Parametric method of Iteration converges even
though Newton-Raphson method fails to converge
from example (3.1).
REFERENCES
[1] GOURDIN, A., BOUMAHRAT, M.,
Applied Numerical Methods, Prentice-
Hall of India Pvt Ltd, (1989).
[2] RAJASEKARAN, S., (1986) ‘Numerical
Methods in Science and Engineering’,
A.H.wheeler & Co., Pvt Ltd.,1st edition.
[3] SCARBOUROUGH, J. B. (1966), ‘
Numerical Mathematical Analysis’;
Oxford & IBH Publishing Co., Pvt.Ltd.
[4] WILLIAM W.HAGER, Applied
Numerical Linear Algebra, Prentice Hall,
Englrwood Cliffs, New Jersey 07637,
(1988).
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