Scribd
Upload
49 views4 pages

Newton Raphson Method

Uploaded by

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

Newton Raphson Method

Uploaded by

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

NEWTON’S (OR NEWTON-RAPHSON) METHOD

Newton’s (or the Newton-Raphson) method is one of the most powerful and well-
known numerical methods for solving a root-finding problem. There are many ways
of introducing Newton’s method.
If we only want an algorithm, we can consider the technique graphically, as is
often done in calculus. Another possibility is to derive Newton’s method as a
technique to obtain faster convergence than offered by other types of functional
iterations. A third means of introducing Newton’s method, which is discussed next,
is based on Taylor polynomials. We will see there that this particular derivation
produces not only the method, but also a bound for the error of the approximation.

Algorithm

Suppose that f ∈ C2[a, b]. Let p0 ∈ [a, b] be an approximation to p such that 𝑓 ′ (𝑝0 ) ≠
0 and | p - p0| is “small.” Consider the first Taylor polynomial for f (x) expanded
about p0 and evaluated at x = p.
𝑓 ′′ (𝜉(𝑝))
𝑓(𝑝) = 𝑓(𝑝0 ) + 𝑓 ′ (𝑝0 )(𝑝 − 𝑝0 ) + (𝑝 − 𝑝0 )2 ,
2!
Where 𝜉(𝑝) lies between p and p0 . Since 𝑓(𝑝) = 0, this equation gives
𝑓 ′′ (𝜉(𝑝))
0 = 𝑓(𝑝0 ) + 𝑓 ′ (𝑝0 )(𝑝
− 𝑝0 ) + (𝑝 − 𝑝0 )2
2!
Newton’s method is derived by assuming that since | p − p0| is small, the term
involving (p − p0)2 is much smaller, so
0 ≈ 𝑓(𝑝0 ) + 𝑓 ′ (𝑝0 )(𝑝 − 𝑝0 )
Solving for p gives
𝑓(𝑝0 )
𝑝 ≈ 𝑝0 − ≡ 𝑝1
𝑓 ′ (𝑝0 )
This sets the stage for Newton’s method, which starts with an initial approximation
𝑝0 and generates the sequence {𝑝𝑛 }∞
𝑛=0 by
𝑓(𝑝𝑛−1 )
𝑝𝑛 = 𝑝𝑛−1 − , for n ≥ 1.
𝑓′ (𝑝𝑛−1 )
Geometric Meaning

Example
Use Newton’s method to approximate a root of
𝑓(𝑥) = cos 𝑥 − 𝑥 = 0 with 𝑝0 = 𝜋⁄4.

Solution. Putting 𝑓(𝑥) = cos 𝑥 − 𝑥 and 𝑓 ′ (𝑥) = −sin 𝑥 − 1


in Newton’s formula for n =1, we get
𝑓(𝑝0 )
𝑝1 = 𝑝0 − =0.739536
𝑓′ (𝑝0 )

𝑓(𝑝1 )
For n =2, 𝑝2 = 𝑝1 − =0.739085
𝑓′ (𝑝1 )

𝑓(𝑝2 )
and 𝑝3 = 𝑝2 − =0.739085.
𝑓′ (𝑝2 )

Which gives 𝑝2 = 𝑝3 upto 7 decimal places, as required solution of f(x).


* For 𝑝1 in calculator take 𝑝0 = 𝑥 and write function as
(cos 𝑥 − 𝑥)
𝑥−
(− sin 𝑥 − 1)
and for 𝑝2 𝑡𝑎𝑘𝑒 𝑥 = 0.739536 in the same function.
For 𝑝3 𝑡𝑎𝑘𝑒 𝑥 = 0.739085 and so on.

Advantage/Disadvantage
In a practical application, an initial approximation is selected and successive
approximations are generated by Newton’s method. These will generally either
converge quickly to the root, or it will be clear that convergence is unlikely.

Word Problem 1
The sum of two numbers is 20. If each number is added to its square root, the
product of the two sums is 155.55. Determine the two numbers to within 10−4 .

Word Problem 2
The accumulated value of a savings account based on regular periodic payments
can be determined from the annuity due equation,

In this equation, A is the amount in the account, P is the amount regularly


deposited, and i is the rate of interest per period for the n deposit periods. An
engineer would like to have a savings account valued at $750,000 upon retirement
in 20 years and can afford to put $1500 per month toward this goal. What is the
minimal interest rate at which this amount can be invested, assuming that the
interest is compounded monthly?

Practice
Q2. Let 𝑓(𝑥) = −𝑥 3 − cos 𝑥 and 𝑝0 = −1. Use Newton’s method to find 𝑝2 .
Could 𝑝0 = 0 be used?
Solution: Putting 𝑓(𝑥) = −𝑥 3 − cos 𝑥 and 𝑓 ′ (𝑥) = −3𝑥 2 + sin 𝑥
𝑓(𝑝𝑛−1 )
in Newton’s formula 𝑝𝑛 = 𝑝𝑛−1 −
𝑓′ (𝑝𝑛−1 )

𝑓(𝑝0 )
for n=1, we get 𝑝1 = 𝑝0 − = −0.88033
𝑓′ (𝑝0 )

𝑓(𝑝1 )
For n=2, 𝑝2 = 𝑝1 − = −0.86568.
𝑓′ (𝑝1 )

We cannot use 𝑝0 = 0 as 𝑓 ′ (0) = 0 gives 𝑝1 undefined.


Q5(a) Use Newton’s method to find solution accurate to within 10−5 for
(i) 𝑓(𝑥) = 𝑥 3 − 2𝑥 2 − 5 in [1, 4] and
(ii) 𝑓(𝑥) = 𝑥 3 + 3𝑥 2 − 1 in [-3, -2].
Ans. (i) We can take any point within the interval as 𝑝0 , usually we take mid
point. Here for 𝑝0 = 2, we have the solution 𝑝5 = 2.69065 .
(ii) For 𝑝0 = −2.5, we have the solution 𝑝3 = −2.87939.
Q6(c) Use Newton-Raphson method to find solution accurate within 10−3 for the
equation:
2𝑥 cos(2𝑥) − (𝑥 − 2)2 = 0 𝑓𝑜𝑟 2 ≤ 𝑥 ≤ 3.

You might also like