A proof in Numerical Analysis

In summary, the conversation is about a person seeking help in proving a statement for the secant method. They share their idea and ask for feedback on its validity. The proof involves using an expression for the secant method and an expression from a lecture book. The person is unsure if their argument is correct and asks for confirmation. They also ask for instructions on how to make math expressions using LaTeX notation.
  • #1
pinodk
21
0
Hello there!
yet another proof, that i need help on
I am supposed to prove that the following statement holds for the secant method
dk+1/ek -> -1 for k->Infinity
where
dk+1 is the next change and ek is the error.

I have this idea, but i want to hear whether its a valid proof.

i use the expression for the secant method

xk+1 = xk - f(xk) * ( xk-xk-1/f(xk)-f(xk-1) )

and derive that
dk+1 = xk+1 - xk = - f(xk) * ( xk-xk-1/f(xk)-f(xk-1) ) (1)

I then use an expression in the lecture book, saying that
f(xk) = ek* ( f(xk)-f(xk-1)/xk-xk-1 ) - (ek-1*ek * f''(xa)/2 )

My argument is then that for k->Infinity, i will get that - (ek-1*ek * f''(xa)/2 ) goes towards zero. xa is in the interval between the exact solution and the current x, xk.
This is the part that I am not sure if I am right about, can i argue like this?

I then get the following expression

f(xk) = ek* ( f(xk)-f(xk-1)/xk-xk-1 )

Where I use the expression (1) and get
f(xk) = ek* (- f(xk) /dk+1)
Ánd from this I get
dk+1/ek = -1

Cheers
-Daniel

PS: How do you make those javascript math expressions I've seen in some of the posts?
 
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  • #2
Yes, your proof is valid. To make a math expression, you can use LaTeX notation. For example: \frac{2}{3} will output $\frac{2}{3}$.
 
  • #3


Hello Daniel,

Your proof looks valid to me. You have correctly used the expression for the secant method and derived an expression for dk+1. Your argument for f''(xa) going towards zero as k->Infinity seems reasonable, as xa is in the interval between the exact solution and the current xk. Your final expression, dk+1/ek = -1, satisfies the statement you were asked to prove.

As for the javascript math expressions, they are typically created using a scripting language such as MathJax or LaTeX. These languages allow for the formatting of mathematical equations and symbols. There are many tutorials and resources available online to learn how to use them. I hope this helps!
 

1. What is Numerical Analysis?

Numerical Analysis is the branch of mathematics that deals with developing and analyzing algorithms and methods for solving mathematical problems using numerical approximations instead of exact solutions. It involves the use of computers and mathematical models to study and solve real-world problems in fields such as engineering, physics, and finance.

2. What is a proof in Numerical Analysis?

A proof in Numerical Analysis is a rigorous and logical demonstration that a numerical method or algorithm produces accurate and reliable results. It involves using mathematical equations and principles to show that the method is correct and does not introduce significant errors in the solution.

3. Why is proof important in Numerical Analysis?

Proof is important in Numerical Analysis because it ensures the validity and reliability of numerical methods and algorithms. It allows us to confidently use these methods to solve complex problems and make important decisions based on the results. Without proof, there is a risk of introducing errors and inaccuracies in the solution.

4. How do you construct a proof in Numerical Analysis?

Constructing a proof in Numerical Analysis involves using mathematical principles and techniques, such as calculus, linear algebra, and convergence analysis, to show that a method or algorithm is accurate and reliable. This often includes using mathematical induction, contradiction, and other proof techniques to demonstrate the correctness of the method.

5. What are some common challenges in proving numerical methods?

Some common challenges in proving numerical methods include dealing with rounding errors, convergence issues, and stability of the algorithm. It is also important to consider the limitations and assumptions of the method and to provide a thorough analysis of the error bounds and convergence rates. Additionally, the proof must be generalized for different inputs and conditions to ensure the method is robust and applicable in various scenarios.

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