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Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

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Page 1: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

Newton-Raphson methodKorea University

Dept. of Chemical & Biological Engineering

9749007

Page 2: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

NR method의원리

f’(xi)

xi+2

f’(xi+1)

y=f(x)

xi+1 xi

f’(xi) = (xi - xi+1)f (xi)

f(xi)

0

xi+1 = xi -f’(xi)f (xi)

Page 3: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

Tayler Series에 의한 유도

xi+1 = xi -f’(xi)f (xi)

0 Approximation

Page 4: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

오차 분석

xi+1= true value xr

0

0

Et,i+1 Et,i

xrxr

Et,i+1 =-f’’(xr)2f’(xr)

Et,i2

Page 5: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

(dabs(delta).lt.error)

Page 6: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

문제점과 그 해결책1. 가능하면 프로그램 내에 그래프 기능 포함

2. 최종 근사값 함수에 대입해서 결과가 0에가까운지 검사

3. 프로그램의 최대 반복 횟수 제한

4. 프로그램은 계산 도중에 f’(x)=0이 되는가능성을 검사하여 사용자에게 알려줌

5.

Page 7: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

9749007

Page 8: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

NR method의원리

f’(xi)

xi+2

f’(xi+1)

y=f(x)

xi+1 xi

f(xi)

0

Page 9: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

NR method의원리

f’(xi)

xi+2

f’(xi+1)

y=f(x)

xi+1 xi

f’(xi) = (xi - xi+1)f (xi)

f(xi)

0

xi+1 = xi -f’(xi)f (xi)

Page 10: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

Tayler Series에 의한 유도

0 Approximation

Page 11: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

Tayler Series에 의한 유도

xi+1 = xi -f’(xi)f (xi)

0 Approximation

Page 12: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

오차 분석

Page 13: Newton-Raphson method Korea University - CHERIC · 2013-12-19 · Newton-Raphson method Korea University Dept. of Chemical & Biological Engineering 9749007

오차 분석

xi+1= true value xr

0

Et,i+1 Et,i

xrxr

Et,i+1 =-f’’(xr)2f’(xr)

Et,i2