Regula Falsi or Method of False Position
The regula falsi method iteratively determines a sequence of root enclosing intervals, $(a_n, b_n)$, and a sequence of approximations, which shall be denoted by $p_n$. Similar to the bisection method, the root should be in ther interval being considered. During each iteration, a single point is selected from $(a_n, b_n)$ to approximate the location of the root and serve as $p_n$. If $p_n$ is an accurate enough approximation, the iterative process is terminated. Otherwise, the Intermediate Value Theorem is used to determine whether the root lies on the subinterval $(a_n, p_n)$ or the subinterval $(p_n, b_n)$. The entire process is then repeated on that subinterval. It was developed because the Bisection method converges at a fairly slow rate.
Let f be a continuous function on the interval $[a,b]$ s.t. $f(a) \cdot f(b) < 0$, locate the point $(p1,0)$ where the line joining the points $(a, f(a))$ and $(b,f(b))$ crosses the x-axis. Hence,
$$p_1 = b - \frac{f(b)(b-a)}{f(b)-f(a)} = \frac{af(b) - bf(a)}{f(b) - f(a)}$$
Algorithm
To find a solution to $f(x) = 0$ given the continuous function $f$ on the interval $[a, b]$, where $f(a)$ and $f(b)$ have opposite signs:
INPUT endpoints a, b; tolerance TOL; maximum number of iterations $N_0$.
STEP 1 Set $i = 1$
$FA = f(a)$.
STEP 2 While $i \le N_0$ do Steps 3-6.
STEP 3 Set $p = \frac{af(b) - bf(a)}{f(b) - f(a)}$
$FP = f(p)$
STEP 4 If $FP = 0$ or |f(p)| < TOL then
STOP
else OUTPUT(P)
STEP 5 Set $i = i + 1$
STEP 6 If $FA \times FP > 0$ then set $a = p$;
$FA = FP$
else set $b = p$.
STEP 7 OUTPUT("Method failed after $N_0$")
Sample Problem:
Use Regula Falsi method to approximate the solution of $f(x) = x^3 + 2x^2 - 3x - 1 = 0$ within $[1, 2]$ that is accurate to at least within $10^-4$.
For the approximation, see the outpout below:
n $a_n$ $b_n$ $p_n$ $f(p_n)$
1 1 2 1.1 -0.549
2 1.1 2 1.1517436 -0.27440072
3 1.1517436 2 1.1768409 -0.13074253
4 1.1768409 2 1.1886277 -0.060875863
5 1.1886277 2 1.1940789 -0.028040938
6 1.1940789 2 1.1965821 -0.01285224
7 1.1965821 2 1.1977278 -0.0058772415
8 1.1977278 2 1.1982513 -0.0026848163
9 1.1982513 2 1.1984904 -0.001225881
10 1.1984904 2 1.1985996 -0.0005596125
11 1.1985996 2 1.1986494 -0.00025543669
12 1.1986494 2 1.1986721 -0.0001165895
Python Code:
import math import numpy as np def f(x): f = math.pow(x,3) + 2*math.pow(x,2) - 3*x - 1 return f print("Sample input: regulaFalsi(1,2,10**-4, 100)") def regulaFalsi(a,b,TOL,N): i = 1 FA = f(a) print("%-20s %-20s %-20s %-20s %-20s" % ("n","a_n","b_n","p_n","f(p_n)")) while(i <= N): p = (a*f(b)-b*f(a))/(f(b) - f(a)) FP = f(p) if(FP == 0 or np.abs(f(p)) < TOL): break else: print("%-20.8g %-20.8g %-20.8g %-20.8g %-20.8g\n" % (i, a, b, p, f(p))) i = i + 1 if(FA*FP > 0): a = p else: b = p return
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