PROGRAM FIXPOINT C NUMERICAL METHODS: FORTRAN Programs, (c) John H.

Mathews 1994 C To accompany the text: C NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, 1992 C Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. C This free software is complements of the author. C C Algorithm 2.1 (Fixed Point Iteration). C Section 2.1, Iteration for Solving x = g(x), Page 51 C PARAMETER(Tol=0.00000001,Max=500) INTEGER Cond,K REAL P0,Pnew,Pterm EXTERNAL G 10 CALL GETPOINT(P0,Pterm) CALL ITERATE(G,Pterm,Max,Tol,Pnew,Cond,K) CALL RESULTS(P0,Max,Tol,Pnew,Pterm,Cond,K) WRITE(9,*) ' WANT TO DO ANOTHER ONE ? ' READ(9,'(A)') ANS IF(ANS .EQ. 'Y' .OR. ANS .EQ. 'y') GOTO 10 STOP END REAL FUNCTION G(X) REAL X G=0.9 + X - 0.4*X*X RETURN END SUBROUTINE PRINTFN WRITE(9,*)'G(X) = 0.9 + X - 0.4*X*X' RETURN END SUBROUTINE ITERATE(G,Pterm,Max,Tol,Pnew,Cond,K) PARAMETER(Big=1E10,Small=1E-20) INTEGER Cond,K,Max REAL Pnew,Pterm,Tol REAL Dx,Dg,Pold,RelErr,Slope K=0 RelErr=1 Pnew=G(Pterm) WHILE (RelErr.GE.Tol).AND.(K.LE.Max) &.AND.(ABS(Pnew).LT.Big) Pold=Pterm Pterm=Pnew Pnew=G(Pterm) Dg=Pnew-Pterm RelErr=ABS(Dg)/(ABS(Pnew)+Small) K=K+1 WRITE(9,1000) K,Pnew REPEAT IF (Dg.EQ.0) THEN Slope=0 ELSE Dx=Pterm-Pold

1000

IF (Dx.NE.0) THEN Slope=Dg/Dx ELSE Slope=6.023E23 ENDIF ENDIF IF (ABS(Slope).LT.1) THEN Cond=1 IF (Slope.LT.0) Cond=2 ELSE Cond=3 IF (Slope.LT.0) Cond=4 ENDIF IF (RelErr.LT.Tol) THEN IF ((Cond.EQ.3).OR.(Cond.EQ.4)) Cond=5 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7) END SUBROUTINE XITERATE(G,Pterm,Max,Tol,Pnew,Cond,K) This subroutine uses simulated WHILE loop(s). PARAMETER(Big=1E10,Small=1E-20) INTEGER Cond,K,Max REAL Pnew,Pterm,Tol REAL Dx,Dg,Pold,RelErr,Slope K=0 RelErr=1 Pnew=G(Pterm) IF ((RelErr.GE.Tol).AND.(K.LE.Max)) THEN Pold=Pterm Pterm=Pnew Pnew=G(Pterm) Dg=Pnew-Pterm RelErr=ABS(Dg)/(ABS(Pnew)+Small) K=K+1 IF ((Pnew.LT.(-Big)).OR.(Big.LT.Pnew)) GOTO 20 WRITE(9,1000) K,Pnew GOTO 10 ENDIF CONTINUE !Precludes Overflow IF (Dg.EQ.0) THEN Slope=0 ELSE Dx=Pterm-Pold IF (Dx.NE.0) THEN Slope=Dg/Dx ELSE Slope=6.023E23 ENDIF ENDIF IF (ABS(Slope).LT.1) THEN Cond=1 IF (Slope.LT.0) Cond=2 ELSE Cond=3

10

20

1000

IF (Slope.LT.0) Cond=4 ENDIF IF (RelErr.LT.Tol) THEN IF ((Cond.EQ.3).OR.(Cond.EQ.4)) Cond=5 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7) END SUBROUTINE GETPOINT(P0,Pterm) REAL P0,Pterm DO 10 I=1,17 WRITE(9,*)' ' CONTINUE WRITE(9,*)'FIXED POINT ITERATION IS USED TO FIND' WRITE(9,*)' ' WRITE(9,*)'A FIXED POINT OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'ENTER THE STARTING VALUE P0 = ' READ(9,*) P0 Pterm=P0 WRITE(9,*)' ' RETURN END SUBROUTINE RESULTS(P0,Max,Tol,Pnew,Pterm,Cond,K) PARAMETER(Small=1E-20) INTEGER Cond,I,K,Max REAL Delta,P0,Pnew,Pterm,RelErr,Tol DO 10 I=1,12 WRITE(9,*)' ' CONTINUE WRITE(9,*)'FIXED POINT ITERATION WAS USED TO FIND A FIXED POINT OF +' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'THE STARTING POINT WAS P(0) =',P0 WRITE(9,*)' ' Delta=ABS(Pnew-Pterm) RelErr=Delta/(ABS(Pnew)+Small) IF (RelErr.LE.Tol) THEN WRITE(9,*)'AFTER ',K,' ITERATIONS THE FIXED POINT WAS FOUND' WRITE(9,*)' ' WRITE(9,*)' P =',Pnew WRITE(9,*)' ' WRITE(9,*)'ITERATION WAS SUCCESSFUL.' ELSE WRITE(9,*)'THE LOCATION OF THE FIXED POINT IS IN DOUBT.' WRITE(9,*)' ' WRITE(9,*)'THE APPROXIMATION AFTER ',K,' ITERATIONS IS' WRITE(9,*)' ' WRITE(9,*)'P(',K,') =',Pnew ENDIF

10

10

20

WRITE(9,*)' ' WRITE(9,*)' ',Pnew,' = G(',Pterm,' )' WRITE(9,*)' ' WRITE(9,*)'CONSECUTIVE ITERATES ARE WITHIN',Delta WRITE(9,*)' ' IF (K.GE.Max) THEN WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED' WRITE(9,*)' ' ENDIF IF (Cond.EQ.1) THEN WRITE(9,*)'THE SEQUENCE EXHIBITS MONOTONE CONVERGENCE.' ELSEIF (Cond.EQ.2) THEN WRITE(9,*)'THE SEQUENCE EXHIBITS OSCILLATING CONVERGENCE.' ELSEIF (Cond.EQ.3) THEN WRITE(9,*)'THE SEQUENCE EXHIBITS MONOTONE DIVERGENCE.' ELSEIF (Cond.EQ.4) THEN WRITE(9,*)'THE SEQUENCE EXHIBITS OSCILLATING DIVERGENCE.' ENDIF DO 20 I=1,1 WRITE(9,*)' ' CONTINUE RETURN END

C C C 1992 C C C C C C

PROGRAM BISECTION NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.2 (Bisection Method). Section 2.2, Bracketing Methods for Locating a Root, Page PARAMETER(Delta=5E-7) INTEGER Cond,KL,KR REAL A,A1,B,B1,C,D CHARACTER ANS*1 EXTERNAL F CALL GETPTS(A,B) A1=A B1=B CALL BISEC(F,A1,B1,Delta,C,D,Cond,KL,KR) 61

10

CALL RESULT(F,A,B,Delta,C,D,Cond,KL,KR) WRITE(9,*)' ' WRITE(9,*)'WANT TO TRY ANOTHER INTERVAL? ' READ(9,'(A)') ANS IF(ANS .EQ. 'Y' .OR. ANS .EQ. 'y') GOTO 10 STOP END REAL FUNCTION F(X) F = SIN(X)/COS(X) RETURN END SUBROUTINE PRINTFN WRITE(9,*)'F(X) = SIN(X)/COS(X)' RETURN END SUBROUTINE BISEC(F,A,B,Delta,C,D,Cond,KL,KR) PARAMETER(Big=1E5) INTEGER Cond,K,KL,KR,Max REAL A,B,C,D,Delta,YA,YB,YC EXTERNAL F K=0 KL=0 KR=0 YA=F(A) YB=F(B) D=B-A Cond=0 Max=1+INT((ALOG(D)-ALOG(Delta))/ALOG(2.0)) IF (YA*YB.GE.0) THEN Cond=1 RETURN ENDIF WHILE (Cond.EQ.0).AND.(K.LT.Max) C=(A+B)/2.0 YC=F(C) IF (YC.EQ.0) THEN A=C B=C Cond=2 ELSEIF ((YB*YC).GT.0) THEN B=C YB=YC KR=KR+1 ELSE A=C YA=YC KL=KL+1 ENDIF K=K+1 WRITE(9,1000) K,A,C,B REPEAT D=B-A IF (D.LT.Delta) THEN IF (Cond.NE.2) Cond=3

1000

IF ((ABS(YA).GT.Big).AND.(ABS(YB).GT.Big)) Cond=4 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7,4X,F15.7) END SUBROUTINE XBISEC(F,A,B,Delta,C,D,Cond,KL,KR) This subroutine uses simulated WHILE loop(s). PARAMETER(Big=1E5) INTEGER Cond,K,KL,KR,Max REAL A,B,C,D,Delta,YA,YB,YC EXTERNAL F K=0 KL=0 KR=0 YA=F(A) YB=F(B) D=B-A Cond=0 Max=1+INT((ALOG(D)-ALOG(Delta))/ALOG(2.0)) IF (YA*YB.GE.0) THEN Cond=1 RETURN ENDIF IF ((Cond.EQ.0).AND.(K.LT.Max)) THEN C=(A+B)/2.0 YC=F(C) IF (YC.EQ.0) THEN A=C B=C Cond=2 ELSEIF ((YB*YC).GT.0) THEN B=C YB=YC KR=KR+1 ELSE A=C YA=YC KL=KL+1 ENDIF K=K+1 WRITE(9,1000) K,A,C,B GOTO 10 ENDIF D=B-A IF (D.LT.Delta) THEN IF (Cond.NE.2) Cond=3 IF ((ABS(YA).GT.Big).AND.(ABS(YB).GT.Big)) Cond=4 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7,4X,F15.7) END SUBROUTINE GETPTS(A,B) INTEGER I

10

1000

10

REAL A,B DO 10 I=1,17 WRITE(9,*)' ' CONTINUE WRITE(9,*)'BISECTION METHOD IS USED TO FIND A ZERO THE FUNCTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'THAT LIES IN THE INTERVAL [A,B]' WRITE(9,*)' ' WRITE(9,*)'ENTER LEFT ENDPOINT A = ' READ(9,*) A WRITE(9,*)'ENTER RIGHT ENDPOINT B = ' READ(9,*) B WRITE(9,*)' ' RETURN END SUBROUTINE RESULT(F,A,B,Delta,C,D,Cond,KL,KR) INTEGER Cond,I,J,K,KL,KR REAL A,B,Delta,C,D EXTERNAL F DO 10 I=1,16 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE BISECTION METHOD WAS USED TO FIND A ZERO OF THE FUN +CTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'IN THE INTERVAL [',A,' ,',B,' ]' WRITE(9,*)' ' K=KL+KR IF (Cond.EQ.1) THEN WRITE(9,*)'THE VALUES F(A) AND F(B)' WRITE(9,*)'DO NOT DIFFER IN SIGN.' WRITE(9,*)' ' WRITE(9,*)'F(',A,' ) =',F(A) WRITE(9,*)'F(',B,' ) =',F(B) WRITE(9,*)' ' WRITE(9,*)'THE BISECTION METHOD CANNOT BE USED.' ELSEIF ((Cond.EQ.2).OR.(Cond.EQ.3)) THEN WRITE(9,*)'THE BISECTION METHOD TOOK ',K,' ITERATIONS.' WRITE(9,*)' ' WRITE(9,*)'THERE WERE',KR,' SQUEEZES FROM THE RIGHT' WRITE(9,*)' ' WRITE(9,*)' AND',KL,' SQUEEZES FROM THE LEFT.' WRITE(9,*)' ' WRITE(9,*)' THE ROOT IS C =',C WRITE(9,*)' ' WRITE(9,*)'THE ACCURACY IS +-',D WRITE(9,*)' ' WRITE(9,*)'FUNCTION VALUE F(',C,' ) =',F(C) WRITE(9,*)' ' IF (Cond.EQ.2) THEN WRITE(9,*)'THE FUNCTION VALUE IS EXACTLY ZERO!' ENDIF

10

ELSEIF ((Cond.EQ.0).OR.(Cond.EQ.4)) THEN WRITE(9,*)'THE CURRENT ITERATE IS C(',K,') =',C WRITE(9,*)' ' WRITE(9,*)'THE CURRENT INTERVAL WIDTH IS ',D WRITE(9,*)' ' WRITE(9,*)'THE CURRENT FUNCTION VALUE F(',C,' ) =',F(C) WRITE(9,*)' ' IF (Cond.EQ.0) THEN WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ENDIF IF (Cond.EQ.4) THEN WRITE(9,*)'SURPRISE, A POLE WAS FOUND INSTEAD OF A ZERO!' ENDIF ENDIF WRITE(9,*)' ' RETURN END

C C C 1992 C C C C C C

PROGRAM FALSEPOS NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.3 (False position or Regula Falsi Method). Section 2.2, Bracketing Methods for Locating a Root, Page PARAMETER(Delta=5E-6,Epsilon=5E-6,Max=99) INTEGER Cond,K REAL A,A1,B,B1,C,DX,YC CHARACTER ANS*1 EXTERNAL F CALL GETPTS(A,B) A1=A B1=B CALL REGULA(F,A1,B1,Delta,Epsilon,Max,C,YC,D,K,Cond) CALL RESULT(F,A,B,Delta,Epsilon,Max,C,YC,D,K,Cond) WRITE(9,*)' ' WRITE(9,*)'WANT TO TRY ANOTHER INTERVAL? ' READ(9,'(A)') ANS IF(ANS .EQ. 'Y' .OR. ANS .EQ. 'y') GOTO 10 STOP 62

10

END REAL FUNCTION F(X) F = SIN(X)/COS(X) RETURN END SUBROUTINE PRINTFN WRITE(9,*)'F(X) = SIN(X)/COS(X)' RETURN END SUBROUTINE REGULA(F,A,B,Delta,Epsilon,Max,C,YC,D,K,Cond) PARAMETER(Big=1E3) INTEGER Cond,K,Max REAL A,B,C,D,Delta,DX,Epsilon,YC EXTERNAL F K=0 YA=F(A) YB=F(B) D=B-A Cond=0 IF (YA*YB.GE.0) THEN Cond=1 RETURN ENDIF WHILE ((Cond.EQ.0).AND.(K.LT.Max)) DXA=YA*(B-A)/(YB-YA) DXB=YB*(B-A)/(YB-YA) IF ABS(DXA).LT.ABS(DXB) THEN C=A-DXA D=ABS(DXA) ELSE C=B-DXB D=ABS(DXB) ENDIF YC=F(C) IF (D.LT.Delta) Cond=3 IF (ABS(YC).LT.Epsilon) THEN A=C B=C Cond=4 ELSEIF ((YB*YC).GT.0) THEN B=C YB=YC ELSE A=C YA=YC ENDIF K=K+1 WRITE(9,1000) K,A,C,B REPEAT IF (YC.EQ.0) Cond=2 IF (D.LT.Delta).AND.(Cond.NE.2) Cond=3 IF (Cond.EQ.3).AND.(ABS(YC).LT.Epsilon) Cond=5 IF (ABS(YA).GT.Big).AND.(ABS(YB).GT.Big) Cond=6 IF (Cond.EQ.0).AND.(ABS(YC).LT.Epsilon) Cond=4

1000

PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7,4X,F15.7) END SUBROUTINE XREGULA(F,A,B,Delta,Epsilon,Max,C,YC,D,K,Cond) This subroutine uses simulated WHILE loop(s). PARAMETER(Big=1E3) INTEGER Cond,K,Max REAL A,B,C,D,Delta,DX,Epsilon,YC EXTERNAL F K=0 YA=F(A) YB=F(B) D=B-A Cond=0 IF (YA*YB.GE.0) THEN Cond=1 RETURN ENDIF IF ((Cond.EQ.0).AND.(K.LT.Max)) THEN DXA=YA*(B-A)/(YB-YA) DXB=YB*(B-A)/(YB-YA) IF ABS(DXA).LT.ABS(DXB) THEN C=A-DXA D=ABS(DXA) ELSE C=B-DXB D=ABS(DXB) ENDIF YC=F(C) IF (D.LT.Delta) Cond=3 IF (ABS(YC).LT.Epsilon) THEN A=C B=C Cond=4 ELSEIF ((YB*YC).GT.0) THEN B=C YB=YC ELSE A=C YA=YC ENDIF K=K+1 WRITE(9,1000) K,A,C,B,D GOTO 10 ENDIF IF (YC.EQ.0) Cond=2 IF (D.LT.Delta) THEN IF (Cond.NE.2) Cond=3 IF ((Cond.EQ.3).AND.(ABS(YC).LT.Epsilon)) Cond=5 IF ((ABS(YA).GT.Big).AND.(ABS(YB).GT.Big)) Cond=6 ENDIF IF ((Cond.EQ.0).AND.(ABS(YC).LT.Epsilon)) Cond=4 PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7,4X,F15.7,4X,F15.7)

10

1000

END SUBROUTINE GETPTS(A,B) INTEGER I REAL A,B DO 10 I=1,17 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE FALSE POSITION METHOD WILL BE USED' WRITE(9,*)'TO FIND A ZERO THE FUNCTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'THAT LIES IN THE INTERVAL [A,B]' WRITE(9,*)' ' WRITE(9,*)'ENTER LEFT ENDPOINT A = ' READ(9,*) A WRITE(9,*)'ENTER RIGHT ENDPOINT B = ' READ(9,*) B WRITE(9,*)' ' RETURN END SUBROUTINE RESULT(F,A,B,Delta,Epsilon,Max,C,YC,D,K,Cond) INTEGER Cond,I,J,K,Max REAL A,B,C,Delta,D,Epsilon,YC EXTERNAL F DO 10 I=1,16 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE FALSE POSITION METHOD WAS USED TO FIND A ZERO' WRITE(9,*)'OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'IN THE INTERVAL [',A,' ,',B,' ]' WRITE(9,*)' ' IF (Cond.EQ.1) THEN WRITE(9,*)'THE VALUES F(A) AND F(B)' WRITE(9,*)'DO NOT DIFFER IN SIGN.' WRITE(9,*)' ' WRITE(9,*)'F(',A,' ) =',F(A) WRITE(9,*)'F(',B,' ) =',F(B) WRITE(9,*)' ' WRITE(9,*)'THE FALSE POSITION METHOD CANNOT BE USED.' ELSEIF ((Cond.GE.2).AND.(Cond.LE.5)) THEN WRITE(9,*)'THE FALSE POSITION METHOD TOOK ',K,' ITERATIONS.' WRITE(9,*)' ' WRITE(9,*)' THE ROOT IS C =',C WRITE(9,*)' ' WRITE(9,*)'THE ACCURACY IS +-',D WRITE(9,*)' ' WRITE(9,*)'FUNCTION VALUE F(',C,' ) =',F(C) WRITE(9,*)' ' IF (Cond.EQ.2) THEN WRITE(9,*)'THE FUNCTION VALUE IS EXACTLY ZERO!' ENDIF

10

10

IF ((Cond.EQ.3).OR.(Cond.EQ.5)) THEN WRITE(9,*)'THE ABSCISSA IS WITHIN TOLERANCE' ENDIF IF ((Cond.EQ.4).OR.(Cond.EQ.5)) THEN WRITE(9,*)'THE FUNCTION VALUE IS IS WITHIN TOLERANCE' ENDIF ELSEIF ((Cond.EQ.0).OR.(Cond.EQ.6)) THEN WRITE(9,*)'THE CURRENT ITERATE IS C(',K,') =',C WRITE(9,*)' ' WRITE(9,*)'CONSECUTIVE ITERATES DIFFER BY',D WRITE(9,*)' ' WRITE(9,*)'THE CURRENT FUNCTION VALUE F(',C,' ) =',F(C) WRITE(9,*)' ' IF (Cond.EQ.0) THEN WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ENDIF IF (Cond.EQ.6) THEN WRITE(9,*)'SURPRISE, A POLE WAS FOUND INSTEAD OF A ZERO!' ENDIF ENDIF WRITE(9,*)' ' RETURN END

C C C 1992 C C C C C C

PROGRAM APPROXLO NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.4 (Approximate Location of Roots). Section 2.3, Initial Approximations and Convergence Criteria, Page 70 PARAMETER(Epsilon=0.05,MN=201,MR=50) INTEGER N,M REAL A,B,R,X,Y CHARACTER ANS*1 DIMENSION X(0:MN),R(0:MR),Y(0:MN) EXTERNAL F CALL INPUT(A,B,N) CALL LOCATE(F,A,B,N,Epsilon,R,M) CALL RESULTS(F,A,B,N,R,M)

10

WRITE(9,*)' ' WRITE(9,*) 'WANT TO TRY ANOTHER INTERVAL? READ(9,'(A)') ANS IF (ANS.EQ.'Y'.OR.ANS.EQ.'y') GOTO 10 STOP END REAL FUNCTION F(X) REAL X F=SIN(X)+1 RETURN END SUBROUTINE PRINTFN WRITE(9,*)'F(X) = RETURN END SIN(X)+1'

'

SUBROUTINE LOCATE(F,A,B,N,Epsilon,R,M) PARAMETER(MN=201,MR=50) INTEGER K,M,N REAL A,B,Epsilon,H,MaxY,MinY,R,Slope,Small,X,Y DIMENSION X(0:MN),R(0:MR),Y(0:MN) EXTERNAL F H=(B-A)/N DO K=0,N X(K)=A+H*K Y(K)=F(X(K)) ENDDO MaxY=Y(0) DO K=1,N IF (MaxY.LT.Y(K)) MaxY=Y(K) ENDDO MinY=Y(0) DO K=1,N IF (MinY.GT.Y(K)) MinY=Y(K) ENDDO Small=(MaxY-MinY)*Epsilon M=0 Y(N+1)=Y(N) DO K=1,N IF ((Y(K-1)*Y(K)).LE.0) THEN M=M+1 R(M)=(X(K-1)+X(K))/2 ENDIF Slope=(Y(K)-Y(K-1))*(Y(K+1)-Y(K)) IF ((ABS(Y(K)).LT.Small).AND.(Slope.LT.0)) THEN M=M+1 R(M)=X(K) ENDIF ENDDO RETURN END C SUBROUTINE XLOCATE(F,A,B,N,Epsilon,R,M) This subroutine uses simulated WHILE loop(s). PARAMETER(MN=201,MR=50)

10

20

30

40

INTEGER K,M,N REAL A,B,Epsilon,H,MaxY,MinY,R,Slope,Small,X,Y DIMENSION X(0:MN),R(0:MR),Y(0:MN) EXTERNAL F H=(B-A)/N DO 10 K=0,N X(K)=A+H*K Y(K)=F(X(K)) CONTINUE MaxY=Y(0) DO 20 K=1,N IF (MaxY.LT.Y(K)) THEN MaxY=Y(K) ENDIF CONTINUE MinY=Y(0) DO 30 K=1,N IF (MinY.GT.Y(K)) THEN MinY=Y(K) ENDIF CONTINUE Small=(MaxY-MinY)*Epsilon M=0 Y(N+1)=Y(N) DO 40 K=1,N IF ((Y(K-1)*Y(K)).LE.0) THEN M=M+1 R(M)=(X(K-1)+X(K))/2 ENDIF Slope=(Y(K)-Y(K-1))*(Y(K+1)-Y(K)) IF ((ABS(Y(K)).LT.Small).AND.(Slope.LT.0)) THEN M=M+1 R(M)=X(K) ENDIF CONTINUE RETURN END SUBROUTINE INPUT(A,B,N) INTEGER I,N REAL A,B DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)'APPROXIMATE LOCATIONS FOR THE ZEROS OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'THE INTERVAL [A,B] IS DIVIDED INTO N SUBINTERVALS' WRITE(9,*)' ' WRITE(9,*)'AND A SEARCH IS PERFORMED TO DETERMINE IF F(X)' WRITE(9,*)' ' WRITE(9,*)'CHANGES SIGN OR IS CLOSE TO ZERO ON EACH SUBINTERVAL.' WRITE(9,*)' ' WRITE(9,*)'ENTER LEFT ENDPOINT A = ' READ(9,*) A WRITE(9,*)' '

10

WRITE(9,*)'ENTER RIGHT ENDPOINT B = ' READ(9,*) B WRITE(9,*)' ' WRITE(9,*)'NUMBER OF SUBINTERVALS N = ' READ(9,*) N RETURN END SUBROUTINE RESULTS(F,A,B,N,R,M) PARAMETER(MR=50) INTEGER I,K,M,N REAL A,B,R DIMENSION R(0:MR) EXTERNAL F DO 10 I=1,17 WRITE(9,*)' ' CONTINUE H=(B-A)/N WRITE(9,*)'WE SEARCHED TO FIND APPROXIMATE LOCATIONS FOR THE ZEROS + OF' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'IN THE INTERVAL [',A,' ,',B,' ].' WRITE(9,*)' ' WRITE(9,*)'THE SEARCH WAS PERFORMED USING ',N,' SUBINTERVALS' WRITE(9,*)' ' WRITE(9,*)'OF EQUAL WIDTH H =',H WRITE(9,*)' ' WRITE(9,*)' ' IF (M.GE.0) THEN WRITE(9,*)'WE FOUND ',M,' APPROXIMATE LOCATION(S).' WRITE(9,*)' ' WRITE(9,*)'THEIR ABSCISSAS X(K) AND ORDINATES Y(K) ARE:' WRITE(9,*)' ' DO 20 K=1,M WRITE(9,*)'X(',K,') =',R(K),' Y(',K,') =',F(R(K)) CONTINUE ELSE WRITE(9,*)'NO APPROXIMATE LOCATIONS FOR ZEROS OF F(X) WERE FOUND +.' WRITE(9,*)' ' WRITE(9,*)'YOU COULD TRY ANOTHER SEARCH USING A SMALLER STEP H,' WRITE(9,*)' ' WRITE(9,*)'OR YOU COULD TRY A SEARCH IS DIFFERENT INTERVAL [A,B] +.' ENDIF RETURN END

10

20

C C C 1992 C C C C C C

PROGRAM NEWTON NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.5 (Newton-Raphson Iteration). Section 2.4, Newton-Raphson and Secant Methods, Page 84 PARAMETER(Delta=5E-6,Epsilon=5E-6,Max=100) INTEGER Cond,K REAL Dp,P,P0,P1,Y1,RelErr CHARACTER ANS*1 EXTERNAL F,F1 CALL INPUT(P0) P=P0 CALL NEWRAP(F,F1,P,Delta,Epsilon,Max,P1,Dp,Y1,Cond,K) CALL RESULT(P0,P1,Dp,Y1,Cond,K) WRITE(9,*)' ' WRITE(9,*) 'WANT TO USE A DIFFERENT STARTING VALUE? <Y/N> ' READ(9,'(A)') ANS IF (ANS.EQ.'Y'.OR.ANS.EQ.'y') GOTO 10 STOP END REAL FUNCTION F(X) F=X*X*X-3*X+2 RETURN END REAL FUNCTION F1(X) F1=3*X*X-3 RETURN END SUBROUTINE PRINTFN WRITE(9,*)'F(X) = RETURN END X*X*X-3*X+2'

10

SUBROUTINE NEWRAP(F,F1,P0,Delta,Epsilon,Max,P1,Dp,Y1,Cond,K) PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL Delta,Epsilon,Df,Dp,P0,P1,Y0,Y1,RelErr EXTERNAL F,F1 K=0 Cond=0 Y0=F(P0) P1=P0+1

1000

WHILE ((K.LE.Max).AND.(Cond.EQ.0)) Df=F1(P0) IF (Df.EQ.0) THEN Cond=1 Dp=P1-P0 P1=P0 ELSE Dp=Y0/Df P1=P0-Dp ENDIF Y1=F(P1) RelErr=ABS(Dp)/(ABS(P1)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y1).LT.Epsilon) Cond=3 IF (Cond.EQ.2).AND.(ABS(Y1).LT.Epsilon) Cond=4 P0=P1 Y0=Y1 K=K+1 WRITE(9,1000) K,P1,Y1 REPEAT PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE XNEWRAP(F,F1,P0,Delta,Epsilon,Max,P1,Dp,Y1,Cond,K) This subroutine uses simulated WHILE loop(s). PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL Delta,Epsilon,Df,Dp,P0,P1,Y0,Y1,RelErr EXTERNAL F,F1 K=0 Cond=0 Y0=F(P0) P1=P0+1 IF ((K.LE.Max).AND.(Cond.EQ.0)) THEN Df=F1(P0) IF (Df.EQ.0) THEN Cond=1 Dp=P1-P0 P1=P0 ELSE Dp=Y0/Df P1=P0-Dp ENDIF Y1=F(P1) RelErr=ABS(Dp)/(ABS(P1)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y1).LT.Epsilon) Cond=3 IF ((RelErr.LE.Delta).AND.(ABS(Y1).LT.Epsilon)) Cond=4 P0=P1 Y0=Y1 K=K+1 WRITE(9,1000) K,P1,Y1 GOTO 10 ENDIF PAUSE

10

1000

RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE INPUT(P0) INTEGER I REAL P0 DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE NEWTON-RAPHSON METHOD IS USED' WRITE(9,*)' ' WRITE(9,*)'TO FIND A ZERO OF THE FUNCTION: ' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'ONE INITIAL APPROXIMATION P0 IS NEEDED.' WRITE(9,*)' ' WRITE(9,*)'ENTER P0 = ' READ(9,*) P0 WRITE(9,*)' ' RETURN END SUBROUTINE RESULT(P0,P1,Dp,Y1,Cond,K) INTEGER Cond,I,K REAL P0,P1,Dp,Y1 DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE NEWTON-RAPHSON METHOD WAS USED TO FIND A ZERO OF' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'STARTING WITH THE APPROXIMATION P0 =',P0 WRITE(9,*)' ' WRITE(9,*)'AFTER ',K,' ITERATIONS AN APPROXIMATION FOR THE ZERO IS +:' WRITE(9,*)' ' WRITE(9,*)' P =',P1 WRITE(9,*)' ' WRITE(9,*)' DP =',ABS(Dp),' IS THE ESTIMATED ACCURACY FOR P.' WRITE(9,*)' ' WRITE(9,*)' F(',P1,' ) =',Y1 WRITE(9,*)' ' IF (Y1.EQ.0) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE IS EXACTLY ZERO!' WRITE(9,*)' ' ENDIF IF (Cond.EQ.0) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE' WRITE(9,*)' ' WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ELSEIF (Cond.EQ.1) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE ' WRITE(9,*)' ' WRITE(9,*)'DIVISION BY ZERO WAS ENCOUNTERED.'

10

10

ELSEIF (Cond.EQ.2) THEN WRITE(9,*)'THE APPROXIMATION P IS' WRITE(9,*)' ' WRITE(9,*)'WITHIN THE DESIRED TOLERANCE.' ELSEIF (Cond.EQ.3) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE F(P)' WRITE(9,*)' ' WRITE(9,*)'IS WITHIN THE DESIRED TOLERANCE.' ELSEIF (Cond.EQ.4) THEN WRITE(9,*)'THE APPROXIMATION P AND THE FUNCTION VALUE ' WRITE(9,*)' ' WRITE(9,*)'F(P) ARE BOTH WITHIN THE DESIRED TOLERANCES.' ENDIF WRITE(9,*)' ' RETURN END

C C C 1992 C C C C C C

PROGRAM SECMET NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.6 (Secant Method). Section 2.4, Newton-Raphson and Secant Methods, Page 85 PARAMETER(Delta=5E-6,Epsilon=5E-6,Max=100) INTEGER Cond,K REAL Dp,P0,P1,P2,Q0,Q1,RelErr CHARACTER ANS*1 EXTERNAL F CONTINUE CALL INPUTS(P0,P1) Q0=P0 Q1=P1 CALL SECANT(F,Q0,Q1,Delta,Epsilon,Max,P2,Dp,Cond,K) CALL RESULT(P0,P1,P2,Dp,Cond,K) WRITE(9,*)' ' WRITE(9,*) 'WANT TO TRY A ANOTHER STARTING VALUE? ' READ(9,'(A)') ANS IF (ANS.EQ.'Y'.OR.ANS.EQ.'y') GOTO 10 STOP

10

END REAL FUNCTION F(X) REAL X F=X*X*X-3*X+2 RETURN END SUBROUTINE PRINTFN WRITE(9,*)'F(X) = RETURN END X*X*X-3*X+2'

1000

SUBROUTINE SECANT(F,P0,P1,Delta,Epsilon,Max,P2,Dp,Cond,K) PARAMETER(Small=1E-10) INTEGER Cond,K REAL Delta,Epsilon,Df,Dp,P0,P1,P2,Y0,Y1,Y2,RelErr EXTERNAL F K=0 Cond=0 Y0=F(P0) Y1=F(P1) WHILE ((K.LT.Max).AND.(Cond.EQ.0)) Df=(Y1-Y0)/(P1-P0) IF (Df.EQ.0) THEN Cond=1 Dp=P1-P0 P2=P1 ELSE Dp=Y1/Df P2=P1-Dp ENDIF Y2=F(P2) RelErr=ABS(Dp)/(ABS(P2)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y2).LT.Epsilon) Cond=3 IF (Cond.EQ.2).AND.(ABS(Y2).LT.Epsilon) Cond=4 P0=P1 P1=P2 Y0=Y1 Y1=Y2 K=K+1 WRITE(9,1000) K,P1,Y1 REPEAT PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE XSECANT(F,P0,P1,Delta,Epsilon,Max,P2,Dp,Cond,K) This subroutine uses simulated WHILE loop(s). PARAMETER(Small=1E-10) INTEGER Cond,K REAL Delta,Epsilon,Df,Dp,P0,P1,P2,Y0,Y1,Y2,RelErr EXTERNAL F K=0 Cond=0

10

1000

Y0=F(P0) Y1=F(P1) IF ((K.LT.Max).AND.(Cond.EQ.0)) THEN Df=(Y1-Y0)/(P1-P0) IF (Df.EQ.0) THEN Cond=1 Dp=P1-P0 P2=P1 ELSE Dp=Y1/Df P2=P1-Dp ENDIF Y2=F(P2) RelErr=ABS(Dp)/(ABS(P2)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y2).LT.Epsilon) Cond=3 IF ((RelErr.LE.Delta).AND.(ABS(Y2).LT.Epsilon)) Cond=4 P0=P1 P1=P2 Y0=Y1 Y1=Y2 K=K+1 WRITE(9,1000) K,P1,Y1 GOTO 10 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE INPUTS(P0,P1) INTEGER I REAL P0,P1 DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)'THE SECANT METHOD IS USED TO FIND A ZERO OF THE FUNCTIO +N:' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'TWO INITIAL APPROXIMATIONS P0, P1 ARE NEEDED.' WRITE(9,*)' ' WRITE(9,*)'ENTER P0 = ' READ(9,*) P0 WRITE(9,*)'ENTER P1 = ' READ(9,*) P1 WRITE(9,*)' ' RETURN END SUBROUTINE RESULT(P0,P1,P2,Dp,Cond,K) INTEGER Cond,I,K REAL Dp,P0,P1,P2,Y2 DO 10 I=1,14 WRITE(9,*)' ' CONTINUE

10

10

Y2=F(P2) WRITE(9,*)'THE SECANT METHOD WAS USED TO FIND A ZERO OF THE FUNCTI +ON' WRITE(9,*)' ' CALL PRINTFN WRITE(9,*)' ' WRITE(9,*)'STARTING WITH THE TWO APPROXIMATIONS:' WRITE(9,*)' ' WRITE(9,*)'P0 =',P0,' AND P1 =',P1 WRITE(9,*)' ' WRITE(9,*)'AFTER ',K,' ITERATIONS AN APPROXIMATE VALUE FOR THE ZER +O IS:' WRITE(9,*)' ' WRITE(9,*)' P =',P2 WRITE(9,*)' ' WRITE(9,*)' DP =',ABS(Dp),' IS THE ESTIMATED ACCURACY FOR P.' WRITE(9,*)' ' WRITE(9,*)' F(',P2,' ) = ',Y2 WRITE(9,*)' ' IF (Y2.EQ.0) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE IS EXACTLY ZERO!' WRITE(9,*)' ' ENDIF IF (Cond.EQ.0) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE' WRITE(9,*)' ' WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ELSEIF (Cond.EQ.1) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE ' WRITE(9,*)' ' WRITE(9,*)'DIVISION BY ZERO WAS ENCOUNTERED.' ELSEIF (Cond.EQ.2) THEN WRITE(9,*)'THE APPROXIMATION P IS' WRITE(9,*)' ' WRITE(9,*)'WITHIN THE DESIRED TOLERANCE.' ELSEIF (Cond.EQ.3) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE F(P)' WRITE(9,*)' ' WRITE(9,*)'IS WITHIN THE DESIRED TOLERANCE.' ELSEIF (Cond.EQ.4) THEN WRITE(9,*)'THE APPROXIMATION P AND THE FUNCTION VALUE ' WRITE(9,*)' ' WRITE(9,*)'F(P) ARE BOTH WITHIN THE DESIRED TOLERANCES.' ENDIF RETURN END

C C C 1992 C C C C C 96 C

PROGRAM STEFACC NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.7 (Steffensen's Acceleration). Section 2.5, Aitken's Process & Steffensen's & Muller's Methods, Page PARAMETER(Delta=5E-6,Epsilon=5E-6,Max=99) INTEGER Cond,K REAL Dp,P0,P3 CHARACTER ANS*1 EXTERNAL F,F1 CALL INPUT(P0) CALL STEFFEN(F,F1,P0,Delta,Epsilon,Max,P3,Dp,Cond,K) CALL RESULTS(P0,P3,Dp,Cond,K) WRITE(9,*)' ' WRITE(9,*)'WANT TO TRY ANOTHER STARTING VALUE ? ' READ(9,'(A)') ANS IF (ANS.EQ.'Y' .OR. ANS.EQ.'y') GOTO 10 STOP END REAL FUNCTION F(X) REAL X F=X*X*X-3*X+2 RETURN END REAL FUNCTION F1(X) REAL X F1=3*X*X-3 RETURN END SUBROUTINE PRINTFUN WRITE(9,*)'F(X) = X*X*X-3*X+2' RETURN END SUBROUTINE STEFFEN(F,F1,P0,Delta,Epsilon,Max,P3,Dp,Cond,K) PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL D1,D2,Delta,DF0,DF1,Dp,Epsilon,P0,P1,P2,P3,Pold,RelErr,Y3 EXTERNAL F,F1 Pold=P0 K=0 Cond=0 P3=P0 P2=P0+1

10

1000

P1=P0+2 WHILE ((K.LT.Max).AND.(Cond.EQ.0)) P0=P3 DF0=F1(P0) IF (DF0.NE.0) THEN P1=P0 - F(P0)/DF0 ELSE Cond=1 Dp=P3-P2 P3=P0 ENDIF DF1=F1(P1) IF (DF1.EQ.0) THEN Cond=1 Dp=P1-P0 P3=P1 ELSE P2=P1 - F(P1)/DF1 D1=(P1-P0)*(P1-P0) D2=P2-2*P1+P0 IF (D2.EQ.0) THEN Cond=1 Dp=P2-P1 P3=P2 ELSE P3=P0-D1/D2 Dp=P3-P2 ENDIF Y3=F(P3) RelErr=ABS(Dp)/(ABS(P3)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y3).LT.Epsilon) Cond=3 IF (Cond.EQ.2).AND.(ABS(Y3).LT.Epsilon) Cond=4 ENDIF K=K+1 WRITE(9,1000) K,P3,P3 REPEAT P0=Pold PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE XSTEFFEN(F,F1,P0,Delta,Epsilon,Max,P3,Dp,Cond,K) This subroutine uses simulated WHILE loop(s). PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL D1,D2,Delta,DF0,DF1,Dp,Epsilon,P0,P1,P2,P3,Pold,RelErr,Y3 EXTERNAL F,F1 Pold=P0 K=0 Cond=0 P3=P0 P2=P0+1 P1=P0+2 IF ((K.LT.Max).AND.(Cond.EQ.0)) THEN P0=P3

10

1000

DF0=F1(P0) IF (DF0.NE.0) THEN P1=P0 - F(P0)/DF0 ELSE Cond=1 Dp=P3-P2 P3=P0 ENDIF DF1=F1(P1) IF (DF1.EQ.0) THEN Cond=1 Dp=P1-P0 P3=P1 ELSE P2=P1 - F(P1)/DF1 D1=(P1-P0)*(P1-P0) D2=P2-2*P1+P0 IF (D2.EQ.0) THEN Cond=1 Dp=P2-P1 P3=P2 ELSE P3=P0-D1/D2 Dp=P3-P2 ENDIF Y3=F(P3) RelErr=ABS(Dp)/(ABS(P3)+Small) IF (RelErr.LT.Delta) Cond=2 IF (ABS(Y3).LT.Epsilon) Cond=3 IF (RelErr.LT.Delta).AND.(ABS(Y3).LT.Epsilon) Cond=4 ENDIF K=K+1 WRITE(9,1000) K,P3,P3 GOTO 10 ENDIF P0=Pold PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE INPUT(P0) INTEGER I REAL P0 DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)' ' WRITE(9,*)'STEFFENSEN`S ACCELERATION OF THE NEWTON-RAPHSON' WRITE(9,*)' ' WRITE(9,*)'METHOD IS USED TO FIND A ZERO OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ' WRITE(9,*)'ONE INITIAL APPROXIMATION P0 IS NEEDED.' WRITE(9,*)' ' WRITE(9,*)'ENTER P0 = '

10

READ(9,*) P0 WRITE(9,*)' ' RETURN END SUBROUTINE RESULTS(P0,P3,Dp,Cond,K) INTEGER Cond,I,K REAL P0,P3,Dp DO 10 I=1,15 WRITE(9,*)' ' CONTINUE WRITE(9,*)'STEFFENSEN`S ACCELERATION OF THE NEWTON-RAPHSON' WRITE(9,*)' ' WRITE(9,*)'METHOD WAS USED TO FIND A ZERO OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ' WRITE(9,*)'STARTING WITH THE APPROXIMATION P0 =',P0 WRITE(9,*)' ' WRITE(9,*)'AFTER ',K,' ITERATIONS AN APPROXIMATE VALUE OF THE ZERO + IS' WRITE(9,*)' ' WRITE(9,*)' P =',P3 WRITE(9,*)' ' WRITE(9,*)' DP =',ABS(Dp),' IS AN ESTIMATE OF THE ACCURACY.' WRITE(9,*)' ' WRITE(9,*)' F(',P3,' ) =',F(P3) WRITE(9,*)' ' IF (F(P3).EQ.0) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE IS EXACTLY ZERO!' WRITE(9,*)' ' ENDIF IF (Cond.EQ.0) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE' WRITE(9,*)' ' WRITE(9,*)'THE MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ELSEIF (Cond.EQ.1) THEN WRITE(9,*)'CONVERGENCE IS DOUBTFUL. DIVISION BY ZERO WAS ENCOUNT +ERED.' ELSEIF (Cond.EQ.2) THEN WRITE(9,*)'THE APPROXIMATION P IS WITHIN THE DESIRED TOLERANCE.' ELSEIF (Cond.EQ.3) THEN WRITE(9,*)'THE FUNCTION VALUE F(P) IS WITHIN THE DESIRED TOLERAN +CE.' ELSEIF (Cond.EQ.4) THEN WRITE(9,*)'THE APPROXIMATION P AND THE FUNCTION VALUE ' WRITE(9,*)'F(P) ARE BOTH WITHIN THE DESIRED TOLERANCES.' ENDIF RETURN END

10

C C C 1992 C C C C C 97 C

PROGRAM MULMETH NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.8 (Muller's Method). Section 2.5, Aitken's Process & Steffensen's & Muller's Methods, Page PARAMETER(Delta=5E-6,Epsilon=5E-6,Max=99) INTEGER Cond,K REAL P0,P1,P2,P3,Q0,Q1,Q2,Z CHARACTER ANS*1 EXTERNAL F CALL INPUTS(P0,P1,P2) Q0=P0 Q1=P1 Q2=P2 CALL MULLER(F,Q0,Q1,Q2,Delta,Epsilon,Max,P3,Z,K,Cond) CALL RESULT(P0,P1,P2,P3,Z,K,Cond) WRITE(9,*) WRITE(9,*) 'WANT TO TRY NEW STARTING VALUES ? ' READ(9,'(A)') ANS IF (ANS.EQ.'Y' .OR. ANS.EQ.'y') GOTO 10 STOP END REAL FUNCTION F(X) REAL X F=X*X*X-3*X+2 RETURN END SUBROUTINE PRINTFUN WRITE(9,*)'F(X) = X*X*X-3*X+2' RETURN END SUBROUTINE MULLER(F,P0,P1,P2,Delta,Epsilon,Max,P3,Z,K,Cond) PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL A,B,C,Det,Delta,Disc,Epsilon,H0,H1,E0,E1 REAL P0,P1,P2,P3,Y0,Y1,Y2,RelErr,U,V,Z EXTERNAL F K=0 Cond=0 Y0=F(P0); Y1=F(P1); Y2=F(P2)

10

1000

WHILE ((K.LT.Max).AND.(Cond.EQ.0)) H0=P0-P2 H1=P1-P2 C=Y2 E0=Y0-C E1=Y1-C Det=H0*H1*(H0-H1) A=(E0*H1-H0*E1)/Det B=(H0*H0*E1-H1*H1*E0)/Det IF ((B*B).GT.(4*A*C)) THEN Disc=SQRT(B*B-4*A*C) ELSE DISC=0 ENDIF IF (B.LT.0) Disc=-Disc Z=-2*C/(B+Disc) P3=P2+Z IF (ABS(P3-P1).LT.ABS(P3-P0)) THEN U=P1; P1=P0; P0=U V=Y1; Y1=Y0; Y0=V ENDIF IF (ABS(P3-P2).LT.ABS(P3-P1)) THEN U=P2; P2=P1; P1=U V=Y2; Y2=Y1; Y1=V ENDIF P2=P3; Y2=F(P2) RelErr=ABS(Z)/(ABS(P2)+Small) IF (RelErr.LT.Delta).AND.(ABS(Y2).LT.Epsilon) Cond=1 K=K+1 WRITE(9,1000) K,P2,Y2 REPEAT PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE XMULLER(F,P0,P1,P2,Delta,Epsilon,Max,P3,Z,K,Cond) This subroutine uses simulated WHILE loop(s). PARAMETER(Small=1E-20) INTEGER Cond,K,Max REAL A,B,C,Det,Delta,Disc,Epsilon,H0,H1,E0,E1 REAL P0,P1,P2,P3,Y0,Y1,Y2,RelErr,U,V,Z EXTERNAL F K=0 Cond=0 Y0=F(P0) Y1=F(P1) Y2=F(P2) IF ((K.LT.Max).AND.(Cond.EQ.0)) THEN H0=P0-P2 H1=P1-P2 C=Y2 E0=Y0-C E1=Y1-C Det=H0*H1*(H0-H1) A=(E0*H1-H0*E1)/Det B=(H0*H0*E1-H1*H1*E0)/Det

10

1000

IF ((B*B).GT.(4*A*C)) THEN Disc=SQRT(B*B-4*A*C) ELSE DISC=0 ENDIF IF (B.LT.0) Disc=-Disc Z=-2*C/(B+Disc) P3=P2+Z IF (ABS(P3-P1).LT.ABS(P3-P0)) THEN U=P1; P1=P0; P0=U V=Y1; Y1=Y0; Y0=V ENDIF IF (ABS(P3-P2).LT.ABS(P3-P1)) THEN U=P2; P2=P1; P1=U V=Y2; Y2=Y1; Y1=V ENDIF P2=P3 Y2=F(P2) RelErr=ABS(Z)/(ABS(P2)+Small) IF (RelErr.LT.Delta).AND.(ABS(Y2).LT.Epsilon) Cond=1 K=K+1 WRITE(9,1000) K,P2,Y2 GOTO 10 ENDIF PAUSE RETURN FORMAT(I2,4X,F15.7,4X,F15.7) END SUBROUTINE INPUTS(P0,P1,P2) INTEGER I REAL P0,P1,P2 DO 10 I=1,18 WRITE(9,*)' ' CONTINUE WRITE(9,*)'MULLER`S METHOD IS USED TO FIND A ZERO OF THE FUNCTION' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ' WRITE(9,*)'THREE INITIAL APPROXIMATIONS P0, P1 AND P2 ARE NEEDED.' WRITE(9,*)' ' WRITE(9,*)'ENTER P0 = ' READ(9,*) P0 WRITE(9,*)'ENTER P1 = ' READ(9,*) P1 WRITE(9,*)'ENTER P2 = ' READ(9,*) P2 WRITE(9,*)' ' RETURN END SUBROUTINE RESULT(P0,P1,P2,P3,Z,K,Cond) INTEGER Cond,I,K REAL P0,P1,P2,P3,Y3,Z Y3=F(P3) DO 10 I=1,15 WRITE(9,*)' '

10

10

CONTINUE WRITE(9,*)'MULLER`S METHOD WAS USED TO FIND A ZERO OF THE FUNCTION +' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ' WRITE(9,*)'THE THREE INITIAL APPROXIMATIONS WERE:' WRITE(9,*)' ' WRITE(9,*)'P0 =',P0,' P1 =',P1,' P2 =',P2 WRITE(9,*)' ' WRITE(9,*)'AFTER ',K,' ITERATIONS AN APPROXIMATE VALUE FOR A ZERO +IS:' WRITE(9,*)' ' WRITE(9,*)' P =',P3 WRITE(9,*)' ' WRITE(9,*)' F(',P3,' ) = ',Y3 WRITE(9,*)' ' WRITE(9,*)' ',ABS(Z),' IS THE ESTIMATED ACCURACY' WRITE(9,*)' ' IF (Y3.EQ.0) THEN WRITE(9,*)'THE COMPUTED FUNCTION VALUE IS EXACTLY ZERO!' WRITE(9,*)' ' ENDIF IF (Cond.EQ.1) THEN WRITE(9,*)'THE ZERO WAS FOUND AND IS' WRITE(9,*)'WITHIN THE DESIRED TOLERANCES.' ELSE WRITE(9,*)'CONVERGENCE IS DOUBTFUL BECAUSE THE' WRITE(9,*)'MAXIMUM NUMBER OF ITERATIONS WAS EXCEEDED.' ENDIF RETURN END

C C C 1992 C C C C C C

PROGRAM NLSEIDEL NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text: NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.9 (Nonlinear Seidel Iteration). Section 2.6, Iteration for Nonlinear Systems, Page 108

10

PARAMETER(Max=199,Tol=1E-6) INTEGER Count REAL P0,Q0,Pold,Qold,Pnew,Qnew,Sep CHARACTER Ans*1 EXTERNAL G1,G2 CALL INPUTS(P0,Q0,Pold,Qold) CALL ITERATE(G1,G2,Pold,Qold,Pnew,Qnew,Tol,Max,Sep,Count) CALL RESULTS(P0,Q0,Pold,Qold,Pnew,Qnew,Tol,Sep,Count) WRITE(9,*)' ' WRITE(9,*)'Want to try a different starting point ? <Y/N> ' READ(9,'(A)') Ans IF (Ans.EQ.'Y' .OR. Ans.EQ.'y') GOTO 10 END REAL FUNCTION G1(X,Y) REAL X,Y G1=(X*X - Y + 0.5)/2 RETURN END REAL FUNCTION G2(X,Y) REAL X,Y G2=(- X*X - 4*Y*Y + 8*Y + 4)/8 RETURN END SUBROUTINE PRINTFUN WRITE(9,*)' ' WRITE(9,*)' G (X,Y) = (X*X - Y + 0.5)/2' WRITE(9,*)' 1' WRITE(9,*)' ' WRITE(9,*)' G (X,Y) = (- X*X - 4*Y*Y + 8*Y + 4)/8' WRITE(9,*)' 2' WRITE(9,*)' ' RETURN END SUBROUTINE ITERATE(G1,G2,Pold,Qold,Pnew,Qnew,Tol,Max,Sep,Count) PARAMETER(Big=1E9) INTEGER Count,K,Max REAL P0,Pnew,Pold,Q0,Qnew,Qold,Sep,Tol EXTERNAL G1,G2 Sep=1 K=0 Pnew=Pold Qnew=Qold WHILE (K.LT.Max).AND.(Sep.GT.Tol).AND. & (ABS(Pnew).LT.Big).AND.(ABS(Qnew).LT.Big) Pold=Pnew Qold=Qnew K=K+1 Pnew=G1(Pold,Qold) Qnew=G2(Pnew,Qold) Sep=ABS(Pnew-Pold)+ABS(Qnew-Qold) WRITE(9,1000) K,Pnew,Qnew REPEAT Count=K

1000

FORMAT(I2,4X,5F18.7) PAUSE RETURN END SUBROUTINE XITERATE(G1,G2,Pold,Qold,Pnew,Qnew,Tol,Max,Sep,Count) This subroutine uses simulated WHILE loop(s). PARAMETER(Big=1E10) INTEGER Count,K,Max REAL P0,Pnew,Pold,Q0,Qnew,Qold,Sep,Tol EXTERNAL G1,G2 Sep=1 K=0 Pnew=Pold Qnew=Qold WRITE(9,999) K,Pnew,Qold IF (K.LT.Max.AND.Sep.GT.Tol) THEN Pold=Pnew Qold=Qnew K=K+1 Pnew=G1(Pold,Qold) Qnew=G2(Pnew,Qold) Sep=ABS(Pnew-Pold)+ABS(Qnew-Qold) WRITE(9,999) K,Pnew,Qold IF (ABS(Pnew).GT.Big).OR.(ABS(Qnew).GT.Big) GOTO 20 GOTO 10 ENDIF CONTINUE Count=K FORMAT(I2,4X,5F18.7) PAUSE RETURN END SUBROUTINE INPUTS(P0,Q0,Pold,Qold) INTEGER I REAL P0,Q0,Pold,Qold DO 10 I=1,10 WRITE(9,*)' ' CONTINUE WRITE(9,*)' Seidel iteration is used to find the fixed' WRITE(9,*)' ' WRITE(9,*)' point (P,Q) of the non-linear system' WRITE(9,*)' ' WRITE(9,*)' P = G (P,Q), Q = G (P,Q). The functions are:' WRITE(9,*)' 1 2' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ENTER the initial starting point (P ,Q )' WRITE(9,*)' 0 0 ' WRITE(9,*)' ' WRITE(9,*)' P(0) = ' READ(9,*) Pold P0=Pold WRITE(9,*)' ' WRITE(9,*)' Q(0) = ' READ(9,*) Qold

10

20 999

10

Q0=Qold RETURN END SUBROUTINE RESULTS(P0,Q0,Pold,Qold,Pnew,Qnew,Tol,Sep,Count) INTEGER Count,K REAL P0,Pnew,Pold,Q0,Qnew,Qold,Sep,Tol K=Count WRITE(9,*)' ' WRITE(9,*)' ' WRITE(9,*)'Seidel iteration was used to find the fixed point of th +e' WRITE(9,*)' ' WRITE(9,*)'non-linear system P = G (P,Q), Q = G (P,Q) where:' WRITE(9,*)' 1 2' CALL PRINTFUN WRITE(9,*)'starting with P =',P0,' and Q =',Q0 WRITE(9,*)' 0 0' WRITE(9,*)' ' IF (Sep.LT.Tol) THEN WRITE(9,*)'after ',Count,' iterations Seidel`s method was' WRITE(9,*)' ' WRITE(9,*)'successful and found a solution point (P,Q).' WRITE(9,*)' ' WRITE(9,*)' P =',Pnew,' Q =',Qnew WRITE(9,*)' ' WRITE(9,*)' DP =',Pnew-Pold,' DQ =',Qnew-Qol +d ELSE WRITE(9,*)'Seidel iteration did NOT converge.' WRITE(9,*)' ' WRITE(9,*)'The status after ',Count,' iterations is:' WRITE(9,*)' ' WRITE(9,*)' P(',K,') =',Pnew,' Q(',K,') =',Qnew WRITE(9,*)' ' WRITE(9,*)' DP =',Pnew-Pold,' DQ =',Qnew-Qol +d ENDIF RETURN END

C C

PROGRAM NEW2DIM NUMERICAL METHODS: FORTRAN Programs, (c) John H. Mathews 1994 To accompany the text:

C 1992 C C C C C C

NUMERICAL METHODS for Mathematics, Science and Engineering, 2nd Ed, Prentice Hall, Englewood Cliffs, New Jersey, 07632, U.S.A. This free software is complements of the author. Algorithm 2.10 (Newton-Raphson Method in 2-Dimensions). Section 2.7, Newton's Method for Systems, Page 116 PARAMETER(Max=99,Delta=1E-6,Epsilon=1E-6) INTEGER Cond,K REAL D,Pstart,P0,P1,F1 DIMENSION F1(1:2),Pstart(1:2),P0(1:2),P1(1:2) DIMENSION D(1:2,1:2) CHARACTER Ans*1 CALL INPUTS(Pstart,P0) CALL NEWTON(P0,P1,F1,D,Cond,K,Delta,Epsilon,Max) CALL RESULTS(Pstart,P0,P1,F1,Cond,K) WRITE(9,*)' ' WRITE(9,*)'Want to try a different starting point ? <Y/N> ' READ(9,'(A)') Ans IF (Ans.EQ.'Y' .OR. Ans.EQ.'y') GOTO 10 END SUBROUTINE FUN(P,F) REAL F,P,X,Y DIMENSION F(1:2),P(1:2) X=P(1) Y=P(2) F(1)=X*X-2*X-Y+0.5 F(2)=X*X+4*Y*Y-4 RETURN END SUBROUTINE JACOBIAN(P,D) REAL D,P,X,Y DIMENSION D(1:2,1:2),P(1:2) X=P(1) Y=P(2) D(1,1)=2*X-2 D(1,2)=-1 D(2,1)=2*X D(2,2)=8*Y RETURN END SUBROUTINE PRINTFUN WRITE(9,*)' ' WRITE(9,*)' 0 = F (X,Y) = X*X - 2*X - Y + 0.5' WRITE(9,*)' 1' WRITE(9,*)' ' WRITE(9,*)' 0 = F (X,Y) = X*X + 4*Y*Y - 4' WRITE(9,*)' 2' WRITE(9,*)' ' RETURN END SUBROUTINE NEWTON(P0,P1,F1,D,Cond,K,Delta,Epsilon,Max)

10

1000

INTEGER Cond,K,Max REAL D,Delta,Det,DP,Epsilon,F0,F1,FnZero,P0,P1,Small,RelErr DIMENSION DP(1:2),F0(1:2),F1(1:2),Pstart(1:2) DIMENSION P0(1:2),P1(1:2),D(1:2,1:2) Small=Delta K=0 Cond=0 CALL FUN(P0,F0) P1(1)=P0(1) P1(2)=P0(2) F1(1)=F0(1) F1(2)=F0(2) WRITE(9,1000) K,( P1(J), J=1,2 ) WHILE (K.LT.Max.AND.Cond.EQ.0) P0(1)=P1(1) P0(2)=P1(2) F0(1)=F1(1) F0(2)=F1(2) K=K+1 CALL JACOBIAN(P0,D) Det=D(1,1)*D(2,2)-D(1,2)*D(2,1) IF (Det.EQ.0) THEN DP(1)=0 DP(2)=0 Cond=1 ELSE DP(1)=(F0(1)*D(2,2)-F0(2)*D(1,2))/Det DP(2)=(F0(2)*D(1,1)-F0(1)*D(2,1))/Det ENDIF P1(1)=P0(1)-DP(1) P1(2)=P0(2)-DP(2) CALL FUN(P1,F1) RelErr=(ABS(DP(1))+ABS(DP(2)))/(ABS(P1(1))+ABS(P1(2))+Small) FnZero=ABS(F1(1))+ABS(F1(2)) IF (RelErr.LT.Delta.AND.FnZero.LT.Epsilon) THEN IF (Cond.NE.1) Cond=2 ENDIF WRITE(9,1000) K, ( P1(J), J=1,2 ) REPEAT FORMAT(I2,4X,5F15.7) PAUSE RETURN END SUBROUTINE XNEWTON(P0,P1,F1,D,Cond,K,Delta,Epsilon,Max) This subroutine uses simulated WHILE loop(s). INTEGER Cond,K,Max REAL D,Delta,Det,DP,Epsilon,F0,F1,FnZero,P0,P1,Small,RelErr DIMENSION DP(1:2),F0(1:2),F1(1:2),Pstart(1:2) DIMENSION P0(1:2),P1(1:2),D(1:2,1:2) Small=Delta K=0 Cond=0 CALL FUN(P0,F0) P1(1)=P0(1) P1(2)=P0(2) F1(1)=F0(1)

10

1000

F1(2)=F0(2) WRITE(9,1000) K,( P1(J), J=1,2 ) IF (K.LT.Max.AND.Cond.EQ.0) THEN P0(1)=P1(1) P0(2)=P1(2) F0(1)=F1(1) F0(2)=F1(2) K=K+1 CALL JACOBIAN(P0,D) Det=D(1,1)*D(2,2)-D(1,2)*D(2,1) IF (Det.EQ.0) THEN DP(1)=0 DP(2)=0 Cond=1 ELSE DP(1)=(F0(1)*D(2,2)-F0(2)*D(1,2))/Det DP(2)=(F0(2)*D(1,1)-F0(1)*D(2,1))/Det ENDIF P1(1)=P0(1)-DP(1) P1(2)=P0(2)-DP(2) CALL FUN(P1,F1) RelErr=(ABS(DP(1))+ABS(DP(2)))/(ABS(P1(1))+ABS(P1(2))+Small) FnZero=ABS(F1(1))+ABS(F1(2)) IF (RelErr.LT.Delta.AND.FnZero.LT.Epsilon) THEN IF (Cond.NE.1) Cond=2 ENDIF WRITE(9,1000) K, ( P1(J), J=1,2 ) GOTO 10 ENDIF FORMAT(I2,4X,5F15.7) PAUSE RETURN END SUBROUTINE INPUTS(Pstart,P0) REAL Pstart,P0 DIMENSION Pstart(1:2),P0(1:2) DO 10 I=1,10 WRITE(9,*)' ' CONTINUE WRITE(9,*)' Newton-Raphson iteration is used to find a' WRITE(9,*)' ' WRITE(9,*)' solution point (P,Q) of the non-linear system' WRITE(9,*)' ' WRITE(9,*)' 0 = F (X,Y)' WRITE(9,*)' 1' WRITE(9,*)' ' WRITE(9,*)' 0 = F (X,Y) The current system of equations is:' WRITE(9,*)' 2' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)' ENTER the initial starting point (P ,Q )' WRITE(9,*)' 0 0 ' WRITE(9,*)' ' WRITE(9,*)' P(0) = ' READ(9,*) P0(1) Pstart(1)=P0(1)

10

WRITE(9,*)' ' WRITE(9,*)' Q(0) = ' READ(9,*) P0(2) Pstart(2)=P0(2) RETURN END SUBROUTINE RESULTS(Pstart,P0,P1,F1,Cond,K) INTEGER Cond,K REAL F1,P0,P1 DIMENSION F1(1:2),Pstart(1:2),P0(1:2),P1(1:2) K=Count WRITE(9,*)' ' WRITE(9,*)' ' WRITE(9,*)'Newton-Raphson iteration was used to solve the non-line +ar system' WRITE(9,*)' ' CALL PRINTFUN WRITE(9,*)'starting with P =',Pstart(1),' and Q =',Pstart(2) WRITE(9,*)' 0 0' WRITE(9,*)' ' WRITE(9,*)'It took ',K,' iterations to compute the solution point +(P,Q).' WRITE(9,*)' ' IF (Cond.EQ.0) THEN WRITE(9,*)'However, the maximum number of iterations was exceede +d.' ELSEIF (Cond.EQ.1) THEN WRITE(9,*)'However, division by zero was encountered.' ELSEIF (Cond.EQ.2) THEN WRITE(9,*)'The solution is within the desired tolerances.' ENDIF WRITE(9,*)' ' IF (Cond.EQ.0.OR.Cond.EQ.1) THEN WRITE(9,*)' P(',K,') =',P1(1),' , Q(',K,') =',P1(2) ELSEIF (Cond.EQ.2) THEN WRITE(9,*)' P =',P1(1),' , Q =',P1(2) ENDIF WRITE(9,*)' ' WRITE(9,*)' |DP| =',ABS(P1(1)-P0(1)),' , |DQ| =',ABS(P +1(2)-P0(2)) WRITE(9,*)' ' WRITE(9,*)' F (P,Q) =',F1(1) WRITE(9,*)' 1' WRITE(9,*)' F (P,Q) =',F1(2) WRITE(9,*)' 2' RETURN END

http://www.netlib.org/textbook/mathews/chap2.f