Scribd
Upload
314 views4 pages

Newton Raphson Method

The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

Uploaded by

Manish Gulati
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
314 views4 pages

Newton Raphson Method

The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

Uploaded by

Manish Gulati
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 4

Newton Raphson Method

Sign up with Facebookor Sign up manually


Already have an account? Log in here.

Quiz

 Newton Raphson Method

Relevant For...

 Calculus >

Root Approximation

 Quantitative Finance >

Numerical Methods

Ariel Gershon, Edwin Yung, and Jimin Khim contributed

The Newton-Raphson method (also known as Newton's method) is a way to quickly find a
good approximation for the root of a real-valued function f(x)=0f(x) = 0f(x)=0. It uses the
idea that a continuous and differentiable function can be approximated by a straight line
tangent to it.

Contents

 How it Works

 Geometric Representation

 Limitations of Newton's Method


How it Works
Suppose you need to find the root of a continuous, differentiable functionf(x)f(x)f(x), and
you know the root you are looking for is near the point x=x0x = x_0x=x0. Then Newton's
method tells us that a better approximation for the root is x1=x0−f(x0)f′(x0).x_1 = x_0 -
\frac{f(x_0)}{f'(x_0)}.x1=x0−f′(x0)f(x0).This process may be repeated as many times
as necessary to get the desired accuracy. In general, for any xxx-value xnx_nxn, the next
value is given by xn+1=xn−f(xn)f′(xn).x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}.xn+1
=xn−f′(xn)f(xn).
Note: the term "near" is used loosely because it does not need a precise definition in this
context. However, x0x_0x0 should be closer to the root you need than to any other root (if
the function has multiple roots).

Geometric Representation
Here is a picture to demonstrate what Newton's method actually does:

We draw a tangent line to the graph of f(x)f(x)f(x) at the point x=xnx = x_nx=xn. This
line has slope f′(xn)f'(x_n)f′(xn) and goes through the point (xn,f(xn))\big(x_n,
f(x_n)\big)(xn,f(xn)). Therefore it has the equation y=f′(xn)(x−xn)+f(xn)y = f'(x_n)(x
- x_n) + f(x_n)y=f′(xn)(x−xn)+f(xn). Now, we find the root of this tangent line by setting
y=0y = 0y=0 and x=xn+1x=x_{n+1}x=xn+1 for our new approximation. Solving this
equation gives us our new approximation, which is xn+1=xn−f(xn)f′(xn)x_{n+1} = x_n
- \frac{f(x_n)}{f'(x_n)}xn+1=xn−f′(xn)f(xn).

Find the root of the equation x2−4x−7=0x^2 - 4x - 7 = 0x2−4x−7=0 near x=5x = 5x=5
to the nearest thousandth.
We have our x0=5x_0 = 5x0=5. In order to use Newton's method, we also need to know
the derivative of fff. In this case, f(x)=x2−4x−7f(x) = x^2 - 4x - 7f(x)=x2−4x−7, and
f′(x)=2x−4f'(x) = 2x - 4f′(x)=2x−4.

Using Newton's method, we get the following sequence of approximations:

x1=5−52−4×5−72×5−4=5−(−26)=163≈5.33333x2=163−(163)2−4(163)−72(163)−
4=163−19203=163−160=31960≈5.31667x3=31960−(31960)2−4(31960)−72(3196
0)−4=31960−1360039860≈5.31662.\begin{aligned} x_1 &= 5 - \frac{5^2 -
4\times 5 - 7}{2\times 5 - 4} = 5 - \left(\frac{-2}{6}\right) = \frac{16}{3} \approx
5.33333\\ x_2 &= \frac{16}{3} - \frac{\left(\frac{16}{3}\right)^2 -
4\left(\frac{16}{3}\right) - 7}{2\left(\frac{16}{3}\right)-4} = \frac{16}{3} -
\frac{\frac{1}{9}}{\frac{20}{3}} = \frac{16}{3} - \frac{1}{60} =
\frac{319}{60} \approx 5.31667 \\ x_3 &= \frac{319}{60} -
\frac{\left(\frac{319}{60}\right)^2 - 4\left(\frac{319}{60}\right) -
7}{2\left(\frac{319}{60}\right)-4} = \frac{319}{60} -
\frac{\frac{1}{3600}}{\frac{398}{60}} \approx 5.31662. \end{aligned}x1x2x3
=5−2×5−452−4×5−7=5−(6−2)=316≈5.33333=316−2(316)−4(316)2−4(316)−7
=316−32091=316−601=60319≈5.31667=60319−2(60319)−4(60319)2−4(60319
)−7=60319−6039836001≈5.31662.
We can stop now, because the thousandth and ten-thousandth digits of x2x_2x2 and
x3x_3x3 are the same. If we were to continue, they would remain the same because we
have gotten sufficiently close to the root:

x4=5.31662−(5.3362)2−4(5.3362)−72(5.3362)−4=5.31662.x_4 = 5.31662 -
\frac{(5.3362)^2-4(5.3362)-7}{2(5.3362)-4} = 5.31662.x4
=5.31662−2(5.3362)−4(5.3362)2−4(5.3362)−7=5.31662.
Our final answer is therefore 5.317. □ _\square □

Limitations of Newton's Method


Newton's method may not work if there are points of inflection, local maxima or minima
around x0x_0x0 or the root.
For example, suppose you need to find the root of 27x3−3x+1=027x^3 - 3x + 1 =
027x3−3x+1=0 which is near x=0x = 0x=0.
The correct answer is −0.44157265…-0.44157265\ldots−0.44157265… However,
Newton's method will give you the following:

x1=13,x2=16,x3=1,x4=0.679,x5=0.463,x6=0.3035,x7=0.114,x8=0.473,….x_1 =
\frac{1}{3}, x_2 = \frac{1}{6}, x_3 = 1, x_4 = 0.679, x_5 = 0.463, x_6 = 0.3035,
x_7 = 0.114, x_8 = 0.473, \ldots.x1=31,x2=61,x3=1,x4=0.679,x5=0.463,x6
=0.3035,x7=0.114,x8=0.473,….
This is very clearly not helpful. That's because the graph of the function around x=0x =
0x=0 looks like this:

As you can see, this graph has a local maximum, a local minimum and a point of inflection
around x=0x = 0x=0. To see why Newton's method isn't helpful here, imagine choosing a
point at random between x=−0.19x = -0.19x=−0.19 and x=0.19x = 0.19x=0.19 and
drawing a tangent line to the function at that point. That tangent line will have a negative
slope, and therefore will intersect the yyy-axis at a point that is farther away from the root.

In a situation like this, it will help to get an even closer starting point, where these critical
points will not interfere.

Cite as: Newton Raphson Method. Brilliant.org. Retrieved 09:47, July 19, 2019, from https://brilliant.org/wiki/newton-
raphson-method/

You might also like