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Newton Raphson Method

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40 views4 pages

Newton Raphson Method

Uploaded by

muhammad.786685
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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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))
''
' 2
f ( p )=f ( p0 ) + f ( p 0 ) ( p− p0 ) + ( p− p0 ) ,
2!
Where ξ ( p) lies between p and p0 . Since f ( p )=0, this equation gives
f ( ξ ( p) )
''
' 2
0=f ( p0 ) + f ( p 0 ) ( p− p0 ) + ( p− p0 )
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 ( p 0 ) +f ( p0 ) ( p− p 0)
Solving for p gives
f ( p0)
p ≈ p 0− ≡ 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 ( p n−1)
pn= p n−1− , for n ≥ 1.
f ' ( pn−1)
Geometric Meaning

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

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


in Newton’s formula for n =1, we get
f ( p 0)
p1= p0 − ' =0.739536
f ( p0 )

f ( p1 )
For n =2, p2= p1− ' =0.739085
f (p 1)

f ( p 2)
and p3= p2 − ' =0.739085.
f (p 2)

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 )=−x3 −cos x and p0=−1. Use Newton’s method to find p2. Could p0=0 be
used?
Solution: Putting f ( x )=−x3 −cos x and f ' ( x )=−3 x 2 +sin x
f ( p n−1)
in Newton’s formula pn= p n−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 (p 1)

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 3−2 x 2−5 in [1, 4] and
(ii) f ( x )=x 3 +3 x 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:
2
2 x cos ( 2 x )−( x−2 ) =0 for 2 ≤ x ≤ 3.

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