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Newtons Method

The document summarizes the Newton-Raphson method for numerically solving equations. It describes how the method uses linear approximations to iteratively improve an initial estimate of the root of an equation. It derives the basic Newton-Raphson iteration formula that takes the current estimate, the function value at that estimate, and the derivative to calculate the next improved estimate. The method is very efficient if the initial estimate is close to the true root, but can perform poorly if the initial estimate is far from the root.

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Authierlys Domingos
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36 views2 pages

Newtons Method

The document summarizes the Newton-Raphson method for numerically solving equations. It describes how the method uses linear approximations to iteratively improve an initial estimate of the root of an equation. It derives the basic Newton-Raphson iteration formula that takes the current estimate, the function value at that estimate, and the derivative to calculate the next improved estimate. The method is very efficient if the initial estimate is close to the true root, but can perform poorly if the initial estimate is far from the root.

Uploaded by

Authierlys Domingos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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The Newton-Raphson Method1 IntroductionThe Newton-

Raphson method, or Newton Method, is a powerful techniquefor


solving equations numerically. Like so much of the di erential
calculus,it is based on the simple idea of linear approximation.
The Newton Method,properly used, usually homes in on a root
with devastating eciency.The essential part of these notes is
Section 2.1, where the basic formulais derived, Section 2.2, where
the procedure is interpreted geometrically,and|of course|Section 6,
where the problems are. Peripheral but perhapsinteresting is
Section 3, where the birth of the Newton Method is described.

2 Using Linear Approximations to Solve Equa-tionsLetf(x) be a


well-behaved function, and letrbe a root of the equationf(x) = 0.
We start with an estimatex0ofr.Fromx0, we produce
animproved|we hope|estimatex1.Fromx1, we produce a new
estimatex2.Fromx2, we produce a new estimatex3. We go on until
we are `closeenough' tor|or until it becomes clear that we are
getting nowhere.The above general style of proceeding is
callediterative.Of the many it-erative root- nding procedures, the
Newton-Raphson method, with its com-bination of simplicity and
power, is the most widely used. Section 2.4 de-scribes another
iterative root- nding procedure, theSecant Method.Comment.The
initial estimate is sometimes calledx1, but most mathe-maticians
prefer to start counting at 0.Sometimes the initial estimate is
called a \guess." The Newton Methodis usually very very good
ifx0is close tor,andcanbehorridifitisnot.The \guess"x0should be
chosen with care.

2.1 The Newton-Raphson IterationLetx0be a good estimate ofrand


letr=x0+h. Sincethetruerootisr,andh=r−x0,thenumberhmeasures how far the
estimatex0is from thetruth.Sincehis `small,' we can use the linear (tangent
line) approximation toconclude that0=f(r)=f(x0+h)f(x0)+hf0(x0);and therefore,
unlessf0(x0)iscloseto0,h−f(x0)f0(x0):It follows thatr=x0+hx0−f(x0)f0(x0):Our
new improved (?) estimatex1ofris therefore given byx1=x0−f(x0)f0(x0):The
next estimatex2is obtained fromx1in exactly the same way asx1wasobtained
fromx0:x2=x1−f(x1)f0(x1):Continue in this way. Ifxnis the current estimate,
then the next estimatexn+1

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