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Math 104A Homework # 1

1. Prove the convergence of the bisection method.

Theorem 0.1 (Convergence and Error). Suppose the bisection method is applied to a continuous func- tion f  : [a, b] → R (f (a)f (b) s 0). Let [a0 , b0 ] = [a, b], [a1 , b1 ], [a2 , b2 ], . . . be the intervals generated by the method and let cn   = (an  + bn )/2 be the midpoint of [an , bn ].  Then limn→8 an   = limn→8 bn   =

limn→8 cn  = , where  e [a, b] satisfies f () = 0. Furthermore,

lcn - 长l s 2-(n+1)(b - a)

2. Suppose that the bisection method is started with the interval [50, 63]. How many steps should be taken to compute a root with an relative error that is smaller than 10-12 ?

3. Generalize the previous problem. That is, prove that if the bisection method is started with the interval [a0 , b0 ] (a0  3 0) to nd a root of a continuous function (assume it exists), then for relative error to be smaller than e 3 0, it takes n steps, where

n 2  - 1.

Remember that we choose the midpoint of the last interval for our approximate solution.

4. Drive the Newtons method for nding a root of f (x) = 0, if exists, following the steps below.

(a) Let is a root, i.e., f (长) = 0.

(b) Expand Taylor series of f (长) around the current position, say, xn .

(c) Take the linear approximation, namely, truncate the second or higher order terms.

(d) Solve for 长, but call it xn+1 .

5. State the definition of quadratic convergence and prove the quadratic convergence of the Newton’s method. For this problem, you may assume that the method converges to a zero.

6. Derive a method to compute cube root of a real number using Newton’s method.  (Optional) If you would like, test your method by coding a short program.

7. Consider a variation of Newtons method in which only one derivative is needed; that is,

xk+1  = xk -  f (xk )

Find C and s such that (ek  := xk - 长 and f (长) = 0)

ek+1  s Cek(s)

for xk ’s that are sufficiently close to 长.