Week 12.3E Newtons Method
Week 12.3E Newtons Method
1 Introduction
Definition 1. Newton’s Method is an attempt to approximate the value of a solution of
equations in the following from:
f (x) = 0, where f is a differentiable function.
Newton’s Metod generates a sequence of approximations
x1 , x2 , . . . , xn , . . .
where x1 is an initial guess for a root, and the terms that follows are given by the recursive
formula
f (xn
xn+1 = xn − ′
f (xn )
Remark.
• If the sequence of numbers xn converge to a number r, then r is a root of the equation
f (x) = 0.
• xn is called the n-th approximation.
• Newton’s Method is not always guaranteed to work, but for most cases it will work provided
we made a suitable choice for x1 .
• Newton’s Method only provide one approximated value of one solution.
1
cut the x-axis, is our second approximation x2 . That is, with the assumption that f ′ (x1 ) ̸= 0,
f (x1 )
0 − f (x1 ) = f ′ (x1 )(x2 − x1 ) =⇒ x2 = x1 −
f ′ (x1 )
This x2 is closer than
x1 to the x-intercept We repeat this process with x2 : determine the tangent
line at x2 , f (x2 ) and let x3 be the x-intercept of that line:
The formula for x3 is like the previous formula for x2 , but just with x1 replaced by x2 . More
generally, the (n + 1)-th approximation of an x-intercept is
f (xn )
xn+1 = xn − , with f ′ (xn ) ̸= 0
f ′ (xn )
2 Examples
Example 2. Consider the equation
x3 + x − 1 = 0
Use x1 = 1 as a first approximation for a root of the equation and calculate the third approximation
x3 with Newton’s Method.
For interest sake, x33 + x3 − 1 = 0.00894 . . ., which seems very close to a solution.
Remark. Notice that f (0) = −1 < 0 and f (1) = 1 > 0. Thus, according to the Intermediate
Value Theorem, there exists an r ∈ (0, 1) such that f (r) = 0. That explains our initial choice of
x1 = 1. What would happen if we choose x1 = 0?
2
Example 3. Consider the equation
x3 − 5x = 0
Solution: Since
x6 − 2 = 0
We thus set f (x) = x6 − 2. Further, f ′ (x) = 6x5 . The formula for xn+1 is thus
x6n − 2
xn+1 = xn −
6x5n
3
Remark. For interest sake, there are many methods to determine roots of equations. For example,
to solve
f (x) = x6 − 2 = 0
we could have choose a1 = 1 and b1 = 2. Since f (a2 ) < 0 and f (b1 ) > 0, according to the
Intermediate Value Theorem, there exists a root in [a1 , b1 ]. Let m = (a1 + b1 )/2 be the mean of a1
and b1 . If f (m) < 0, let a2 = m and b2 = b1 , else let a2 = a1 and b2 = m. We thus get an interval
[ab , b2 ] with half the length of [a1 , b1 ] in which the root lies. By repeating
√ this process until an and
bn differs with less that 10−8 , we will also get an approximation of 6 2 to eight decimal accurate.
But here we have to repeat the process almost 30 times, instead of just 6 times with Newton’s
Method! Though, an advantage of this inefficient method, is that it will always give a solution,
provided the function is continuous.
Example 5. Determine the root of the following equation to six decimal places.
cos x = x
cos x − x = 0
We thus let
x ≈ 0.739085