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3.8 Newton Method

The document introduces Newton's Method, an iterative process for finding successively better approximations of the roots or zeros of a function. It demonstrates how Newton's Method can be used to find numerical solutions to equations where an exact algebraic solution is not available, converging rapidly to high-precision approximations. Examples shown include using Newton's Method to find the solution to equations for calculating the square root of 2 and solving a trigonometric equation.
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0% found this document useful (0 votes)
121 views4 pages

3.8 Newton Method

The document introduces Newton's Method, an iterative process for finding successively better approximations of the roots or zeros of a function. It demonstrates how Newton's Method can be used to find numerical solutions to equations where an exact algebraic solution is not available, converging rapidly to high-precision approximations. Examples shown include using Newton's Method to find the solution to equations for calculating the square root of 2 and solving a trigonometric equation.
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Math 132 Newton’s Method Stewart §3.

Roots of equations. We frequently need to solve equations for which there is


no neat algebraic solution, such as:

f (x) = x3 + x − 1 = 0 .

In this case, the best we can ask is an approximate solution, accurate to a specified
number of decimal places, and this is all we need for any practical purpose.
We can start with a computer graph of y = f (x), which is just a display of
many plotted points (x, f (x)):

A solution of f (x) = 0 is an x-intercept of the graph, and we see one,∗ call it


x = a, close to x = 0.5; that is, our first estimate is a ≈ 0.5. Computing:

f (0.5) = −0.375 < 0, f (0.6) = −0.184 < 0, f (0.7) = 0.043 > 0,

the Intermediate Value Theorem (§1.8) guarantees a solution 0.6 < a < 0.7;
thus we can improve our estimate to a ≈ 0.6. We could add a decimal place by
checking f (0.61), f (0.62), . . . , f (0.69) to see where the values change from negative
to positive, but this is clearly very tedious and inefficient.
Newton’s Method is an amazingly efficient way to refine an approximate solu-
tion to get more and more accurate ones, until the required accuracy is reached.
Let us call our first estimate x1 = 0.5. We are seeking the true solution x = a, the
x-intercept of y = f (x). As in §2.9, let us approximate y = f (x) by its tangent
line at our initial point at (x1 , f (x1 )), namely y = f (x1 ) + f 0 (x1 )(x−x1 ):
Notes by Peter Magyar [email protected]

How do we know there is no other solution x = b? If there were, Rolle’s Theorem (§3.2) says
that there would be some x = c ∈ (a, b) with f 0 (c) = 0, namely a hill or valley of y = f (x). But
f 0 (x) = 3x2 + 1 = 0 clearly has no solutions, so y = f (x) has no hills or valleys, and there cannot
exist another solution x = b.
You can see how the tangent line (in red) is very close to the graph near x = x1 , and
fairly close even near the true solution x = a. We cannot solve for the x-intercept
of y = f (x), but we can find the x-intercept of the line, denoted x = x2 :

f (x1 )
f (x1 ) + f 0 (x1 )(x−x1 ) = 0 =⇒ x = x2 = x1 − .
f 0 (x1 )

This solution x2 is not exactly a, but it is closer than the initial estimate x1 .
Now we can iterate (green line), repeating the same computation starting with
x2 instead of x1 . The result is:
f (x2 )
x3 = x2 − ,
f 0 (x2 )

which is much closer to a; then x4 = x3 − ff0(x 3)


(x3 ) ; and repeating the same way we
get the following spreadsheet, computing to 3 decimal places:

n xn f (xn ) f 0 (xn ) xn+1


1 0.500 −0.375 1.750 0.714
2 0.714 0.079 2.531 0.683
3 0.683 0.002 2.400 0.682
4 0.682 0.000 2.397 0.682
5 0.682 0.000 2.397 0.682

The xn’s will continue as real numbers to converge closer and closer to a, but
since we do not see any difference in our 3 decimal places after x4 , there is no
point in continuing. We already have our answer within the specified accuracy:

a ≈ 0.682 accurate to 3 decimal places.

In the table, f (x4 ) ≈ 0.000 is indeed an approximate solution to f (x) = 0.

Newton’s Method. We wish to solve an equation f (x) = 0, with the true


solution x = a fairly close to an intial estimate a ≈ x1 , and the final approximation
a ≈ xn accurate to a specified number of decimal places.
1. Using a calcuator, spreadsheet, or computer algebra system, compute x2 , x3 , . . .
according to the formula:

f (xn )
xn+1 = xn − ,
f 0 (xn )

computing with at least the specified accuracy (number of decimal places).

2. Stop once xn ≈ xn+1 are the same up to the given accuracy. The final
approximation is a ≈ xn .

Trigonometric equation: Let us solve, to 3 decimal places, the equation:

cos(x) = x .

(As always in Calculus, we assume x is in radians: see §2.5 end.)

Looking at the graph, we see that there is a unique solution somewhere around
x1 = 1. This seems different from the previous case, since we seek the intersection
of two graphs rather than the x-intercept of a single graph; but we can simply
rewrite the equation as f (x) = x − cos(x) = 0. Newton’s Method gives:

xn − cos(xn )
xn+1 = xn − ,
1 + sin(xn )

x1 x2 x3 x4
1.000 0.750 0.739 0.739
That is, the solution is a ≈ 0.739 to 3 places.

Numerical roots. √The number 2 is a “known value”: a calculator can imme-
diately tell us that 2 = 1.41421356 . . . . But just how does the calculator know
this? Newton’s Method,
√ that’s how!
By definition, 2 is the solution of x2 = 2, or f (x) = x2 − 2 = 0. Starting
2 −2
with x1 = 1, the Method gives xn+1 = xn − x2x n
n
and:

x1 1.00000000
x2 1.50000000
x3 1.41666667
x4 1.41421569
x5 1.41421356
x6 1.41421356
Here we see the power of the Method: with just a couple of dozen +, −, ×, ÷
calculator operations, it converged from 0 places to 8 places of accuracy.
We could also do the Method with√fractions rather than decimals to get very
accurate fractional approximations of 2:

x1 1
x2 3/2
x3 17/12
x3 577/408

Already x3 = 17 17 2
12 is a very good approximation, since ( 12√ ) = 289 1
144 = 2 144 , very
close to 2. However, no fraction or finite decimal can give 2 exactly: it is known
to be an irrational number.

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