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Secant Method

The Secant Method is derived from Newton's method by using the secant slope instead of the tangent slope, requiring only one function evaluation per iteration and two initial values. It guarantees convergence if the starting values yield opposite signs for the function, with a convergence rate better than linear but not as good as the original secant method. An example demonstrates solving the equation x^2 - 15 = 0 using the secant method, yielding results comparable to Newton's method with closely chosen starting values.

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29 views3 pages

Secant Method

The Secant Method is derived from Newton's method by using the secant slope instead of the tangent slope, requiring only one function evaluation per iteration and two initial values. It guarantees convergence if the starting values yield opposite signs for the function, with a convergence rate better than linear but not as good as the original secant method. An example demonstrates solving the equation x^2 - 15 = 0 using the secant method, yielding results comparable to Newton's method with closely chosen starting values.

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Next: Convergence Rate of Secant Up: Solution of Non-Linear Equations Previous: Newton's Method

The Secant Method


We can obtain this from Newton's method by replacing the tangent slope f'(x) by the chord or secant slope
. Using a Taylor expansion of f about x, we find

so that the error is O(h) if f'' is bounded. The obvious choice for h is so that if x=xn, the nth iterate, x-h=xn-1, the
previous iterate. Putting this into Newton's method, we obtain

In this method, f has to be evaluated just once on each iteration, while f' does not have to be evaluated at all.
However, it does need two starting values.

The formula can be written with a common denominator as

(2)

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which is recognisable as the formula for inverse interpolation, that is, it linearly interpolates the values of f at xn and
xn-1 to approximate the value of x at which f vanishes. This form should not be used in practical evaluation, since it
computes the ratio of two quantities which are liable to be differences of nearly equal numbers.

This formulation suggests a variant of the method, in which convergence is guaranteed provided starting values can
be found for which the values of f are opposite in sign. This is defined by

where is the greatest index for which . Convergence is guaranteed because there is
always a zero of f between xn and xm. The rate of convergence is better than linear, but not as good as that of the
original secant method.

Example Evaluate .

We use the secant method to solve the equation x2-15=0. The secant formula is

Starting with x0=3, x1=4, we calculate to 9D successively x2=3.857142857,


x4=3.872983871, x5=3.872983347,x6=3.872983347. This looks nearly as good as Newton's method,
but our starting values were fairly close.

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Next: Convergence Rate of Secant Up: Solution of Non-Linear Equations Previous: Newton's Method
John Gilbert
5/8/1998

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