Due Date: March 25, 8:59pm
Please see the guidelines at https://www.cs.toronto.edu/~lczhang/338/homework.html
Please hand in 2 files:
csc338_a4.py
. If you are using Jupyter Notebook to complete the work, your notebook can be exported as a .py file (File -> Download As -> Python). Your code will be auto-graded using Python 3.6, so please make sure that your code runs. There will be a 20% penalty if you need a remark due to small issues that render your code untestable.csc338_a4_written.pdf
containing your solutions to the written parts of the assignment. Your solutions can be hand-written, but must be legible. Graders may deduct marks for illegible or poorly presented solutions.Submit the assignment on MarkUs by 9pm on the due date. See the syllabus for the course policy regarding late assignments. All assignments must be done individually.
import math
import numpy as np
def bisect(f, a, b, n=20):
"""Returns a list of length n+1 of intervals
where f(x) = 0 lies, where each interval is half
the size of the previous, and is obtained using
the interval bisection method.
Precondition: f continuous,
a < b
f(a) and f(b) have opposite signs
Example:
>>> bisect(lambda x: x - 1, -0.5, 2, n=5)
[(-0.5, 2),
(0.75, 2),
(0.75, 1.375),
(0.75, 1.0625),
(0.90625, 1.0625),
(0.984375, 1.0625)]
"""
In the bisect
function, to obtain the midpoint between a
and b
, it is best to write
mid = a + (b - a) / 2
rather than
mid = (a + b) / 2
Why is the first computation better than the second? Provide an explanation in your PDF writeup.
Use the interval bisection method to find the root of the function
$$f(x) = x^3 + x^2 + x - 4$$
accurate to 8 significant decimal digits. The root of $f(x)$ is between -1 and 4.
Show your work in your python file, and store the root you find in the variable bisection_root
.
def f(x):
return x ** 3 + x ** 2 + x - 4
bisection_root = None
def fixed_point(f, x, n=20):
""" Return a list lst = [x, f(x), f(f(x)), ...] with
`lst[i+1] = f(lst[i])` and `len(lst) == n + 1`
>>> fixed_point(lambda x: math.sqrt(x + 1), 3, n=5)
[3,
2.0,
1.7320508075688772,
1.6528916502810695,
1.6287699807772333,
1.621348198499395]
"""
To find a root of the equation
$$f(x) = x^2 - 3x + 2 = 0$$
we can consider fixed-point problems involving the following different functions :
Analyze the convergence properties of each of the corresponding fixed-point iteration schemes for the root x = 2 by analyzing $g_i'(x)$. Do you expect the fix-point iteration to diverge or converge? What is the rate of convergence?
This question should be done by hand. Submit your solution in your PDF writeup.
Confirm your analysis in Part (b) by using the fixed_point
function to generate the fixed-point iterations.
Verify the convergence of $g_i$, or lack thereof. Choose the starting value of $x$ to be $x_0 = 3$.
Analyze the numerical results (outputs of the fixed_point
) function and approximate the observed convergence rate.
Submit your solution in your PDF writeup.
Write a function newton
to find a root of f(x)
using Newton's Method.
This Python function should take as argument both the mathematical function f
and
its derivative df
, and return a list of successively better estimates of a
root of f
obtained from applying Newton's method.
def newton(f, df, x, n=5):
""" Return a list of successively better estimate of a root of `f`
obtained from applying Newton's method. The argument `df` is the
derivative of the function `f`. The argument `x` is the initial estimate
of the root. The length of the returned list is `n + 1`.
Precondition: f is continuous and differentiable
df is the derivative of f
>>> def f(x):
... return x* x - 4 * np.sin(x)
>>> def df(x):
... return 2 * x - 4 * np.cos(x)
>>> newton(f, df, 3, n=5)
[3,
2.1530576920133857,
1.9540386420058038,
1.9339715327520701,
1.933753788557627,
1.9337537628270216]
"""
def f(x):
return x* x - 4 * np.sin(x)
def df(x):
return 2 * x -4 * np.cos(x)
newton(f, df, 3)
Use your function from part (a) to solve for a root of
$$f(x) = x^2 - 3x + 2 = 0$$
Start with $x_0$ = 3, and stop when the root is accurate to at least 8 significant decimal digits.
Show your work in your python file, and store the root you find in the variable newton_root
.
def f(x):
return x ** 2 - 3 * x + 2
newton_root = None
Consider the following non-linear equations $h_i(x) = 0$.
Write out the statement for updating the iterate $x_k$ using Newton’s method for solving each of the equations $h_i(x) = 0$.
Include your solution in your PDF writeup.
Plot each of the three functions, showing the roots of each function (if any). Include your plots in your PDF writeup.
Use the newton
function to try and solve $h_i(x) = 0$, for n = 100
iterations, starting with x = 1.5
.
Save the return values of calls to the function newton
to the variables newton_h1
, newton_h2
, newton_h3
,
newton_h1 = None # newton(..., x=1.5, n=100)
newton_h2 = None # newton(..., x=1.5, n=100)
newton_h3 = None # newton(..., x=1.5, n=100)
Explain why Newton's method either does not converge or converges slowly for each of the functions $h_1$, $h_2$ and $h_3$.
Include your explanations in your PDF writeup.
def secant(f, x0, x1, n=5):
""" Return a list of successively better estimate of a root of `f`
obtained from applying secant method. The arguments `x0` and `x1` are
the two starting guesses. The length of the returned list is `n + 2`.
>>> secant(lambda x: x ** 2 + x - 4, 3, 2, n=6)
[3,
2,
1.6666666666666667,
1.5714285714285714,
1.5617977528089888,
1.5615533980582523,
1.561552812843596,
1.5615528128088303]
"""
Use the secant
function to find a root of $f(x) = x^3 + x^2 + x - 4$,
accurate up to 8 significant decimal digits.
Show your work in your Python file. Save the result in the variable secant_root
.
secant_root = None
Show that the iterative method
$$x_{k+1} = \frac{x_{k-1} f(x_k) - x_k f(x_{k-1})}{f(x_k) - f(x_{k-1})}$$
is mathematically equivalent to the secant method for solving a scalar nonlinear equation $f(x) = 0$.
Include your solution in your PDF writeup.
When implemented in finite-precision floating-point arithmetic, what advantages or disadvantages does the formula given in part (c) have compared with the formula for the secant method given in lecture?
This is the formula given in lecture:
$$x_{k+1} = x_k - f(x_k)\frac{x_k - x_{k-1}}{f(x_k) - f(x_{k-1})}$$
Include your solution in your PDF writeup.
Consider the problem of finding the roots of the functions $f_1$, ... $f_4$. What is the condition number of each problem?
Save the condition numbers in the variables cond_f_1
to cond_f_4
.
If a root is not provided, you can find it using any method you wish,
including by hand.
Your condition numbers should be accurate up to 3 significant decimal
digits.
If the condition number is infinite, store a very large number or a non-numerical value, but do not use the value None
, so I know that you attempted the problem.
cond_f_1 = None
cond_f_2 = None
cond_f_3 = None
cond_f_4 = None