Numerical Methods
1
Secant Method
Module 06 Secant Method
If in the Newton’s Method, we employed a tangent as a way to approximate
the root of the function, the Secant Method, from the name itself, uses secant,
a line which touches the curve, in this case the function into two points.
At the end of this module, you will be able to:
1. Understand the concept of Secant method equation
2. Understand and appreciate the advantages of Secant method over
Newton’s Method
3. Apply Secant method to find the root of nonlinear equation
The approximate root may or may not be within these two points unlike
the points in bracketing method.
Secant Method
The concept of Secant method is similar to Newton’s method and is nearly as fast, too. One
of the advantages of secant method over the Newton’s Method is the use of derivatives
because the derivative of some functions is difficult or inconvenient to evaluate.
The advantages of the secant method are that (after the first step) only one
function evaluation is required per step (in contrast to Newton’s iteration,
which requires two) and that it is almost as rapidly convergent.
Recall that the Newton- Raphson formula is
𝑓(𝑥𝑖 )
𝐸𝑞 1 𝑥𝑖+1 = 𝑥𝑖 −
𝑓′(𝑥𝑖 )
In the secant method, 𝑓′(𝑥𝑖 ) or is replaced by the using similar triangles.
Figure 1. Graph of f(x) = x + cos(x). The secant touched the function at two points initial value of xi-1 and xi. The
secant projected which crossed the x-axis is the next approximation of the root
.
Course Module
Using similar triangles
𝑓(𝑥𝑖−1 )− 𝑓(𝑥𝑖+1 ) 𝑓(𝑥𝑖 )− 𝑓(𝑥𝑖+1 )
Eq 2 =
𝑥𝑖−1 − 𝑥𝑖 𝑥𝑖−1 − 𝑥𝑖+1
The slope or as f ’(x) from the Newton-Raphson formula, is replaced by the slope of
the secant line. Using similar triangles, the slope of the secant line is approximated
𝑑𝑦 ∆𝑦
as the 𝑑𝑥 or the∆𝑥 . Since at (xi +1, f(x i+1)) is the approximated root or the value of x
where y touches the x-axis (which is also shown in the graphical depiction given
above), then f(x i+1) = 0
𝑓(𝑥𝑖−1 ) 𝑓(𝑥𝑖 )
Eq 3 =𝑥
𝑥𝑖−1− 𝑥𝑖 𝑖−1 − 𝑥𝑖+1
Which can be rearranged as
𝑥𝑖 −𝑥𝑖−1
𝑥𝑖+1 = 𝑥𝑖 − (𝑓(𝑥 )−𝑓(𝑥 ) f(xi)
𝑖 𝑖−1 )
This is referred to as the secant method. Similarly, Newton’s Method which is called
Newton-Raphson method can also be called as “tangent” method.
Both Newton’s method and the secant method fail to bracket a root. The
modified false position method can retain the advantages of both methods.
The secant method is often faster at approximating roots of nonlinear
functions in comparison to bisection and false position.
Example:
Estimate the root using Secant method the function:
f(x) = x + cos(x) for x0 = 0.5, x1 = 1
Initialize the values of xi-1, f(xi-1), xi and f(xi) .
1. Find the approximate root using the formula
𝑥𝑖 −𝑥𝑖−1
𝑥𝑖+1 = 𝑥𝑖 − (𝑓(𝑥 )−𝑓(𝑥 ) f(xi)
𝑖 𝑖−1 )
2. If f(xi) is approaching zero, repeat process.
Solution:
At i = 1
Numerical Methods
3
Secant Method
f(x0) = x0+ cos(x0) =0.5 + cos(0.5) = 1.3776
f(x1) = x1+ cos(x1) = 1 + cos (1) = 1.5403
1−0.5
𝑥2 = 1 − (1.5403−1.3776 ) (1.5403)
x f(x)
i
2 -3.73299 -4.56315
3
-0.19444 0.78671
-0.714796 0.04043
4
5
-0.74298 -0.00654
6
-0.7391 0.00004
7
-0.739063 0.00000
8
-0.739085 0.00000
Secant method is dependent to two values, 𝐱 𝐢 and 𝐱 𝐢−𝟏 . If the method is succeeding,
the points xi will give f(xi) converging to zero.
The secant method (like Newton’s) can be used to solve systems of equations
as well.
But if the slope of the secant line can become quite small, and a step can
move far from the current point. The secant method can fail to find a root of a
nonlinear function that has a small slope near the root because the secant
line can jump a large amount.
References and Supplementary Materials
Books and Journals
Chapra, Steven C.; Applied numerical methods with MATLAB for engineers and scientists.
Steven C. Chapra. McGraw-Hill; 3rd ed.
Chapra, Steven C.; Numerical methods for engineers . Steven C. Chapra, Raymond P.
Canale. McGraw-Hill; 6th ed
Cheney, E Ward (2013). Numerical Mathematics and Computing Cengage Learning; 7th
ed.
Course Module
Online Supplementary Reading Materials
Weisstein, Eric W. "Secant Method." From MathWorld--A Wolfram Web Resource.
[Link] Date accessed: September 27, 2017
Online Instructional Videos
Derivation of Secant Method: Approach 1. <
[Link] . Date accessed: September 27, 2017
Derivation of Secant Method: Approach 2. <
[Link] . Date accessed: September 27, 2017
Secant Method Example. [Link] Date
accessed: September 27, 2017
Secant Method: Algorithm. [Link] . Date
accessed: September 27, 2017
