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Ders

The document explains Newton's (or Newton-Raphson) method for solving root-finding problems, detailing its formulation using Taylor polynomials and providing an example of its application. It also introduces the Secant method as an alternative that approximates the derivative, allowing for root-finding without needing the exact derivative value. Both methods are illustrated with examples using the function f(x) = x² - 6.

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Ali Ali
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21 views3 pages

Ders

The document explains Newton's (or Newton-Raphson) method for solving root-finding problems, detailing its formulation using Taylor polynomials and providing an example of its application. It also introduces the Secant method as an alternative that approximates the derivative, allowing for root-finding without needing the exact derivative value. Both methods are illustrated with examples using the function f(x) = x² - 6.

Uploaded by

Ali Ali
Copyright
© © 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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1 Newton’s (or Newton-Raphson) Method

Newton’s (or Newton-Raphson) method is one of the most powerful methods


for solving a root-finding problem.

In Newton’s method, it is assumed that f ∈ C 2 [a, b], p0 ∈ [a, b] be an


approximation to p such that f 0 (p0 ) 6= 0 and |p − p0 | is “small.” Consider first
Taylor polynomial at p0 ,

(p − p0 )2 00
f (p) = f (p0 ) + (p − p0 )f 0 (p0 ) + f (ξ (p))
2
where ξ(p) lies between p and p0 . Since f (p) = 0, this equation gives

(p − p0 )2 00
0 = f (p0 ) + (p − p0 )f 0 (p0 ) + f (ξ (p))
2
Since |p − p0 | is small, the term involving (p − p0 )2 is much smaller, so

0 ≈ f (p0 ) + (p − p0 )f 0 (p0 )

Solving for p gives


f (p0 )
p ≈ p0 − ≡ p1
f 0 (p0 )
This sets the stage for Newton’s method, which starts with an initial approxi-
∞
mation p0 and generates the sequence {pn }n=0 , by

f (pn−1 )
pn = pn−1 − for n ≥ 1
f 0 (pn−1 )

NOTE: Newton’s method cannot be continued if f 0 (pn−1 ) = 0 for some


n.

Example: If f (x) = x2 − 6 and p0 = 1.Use Newton’s method to find p3 .

Solution: From the Newton’s formula:


f (p0 )
p1 = p0 −
f 0 (p0 )
f (1)
= 1− 0
f (1)

f 0 (x) = 2x so f 0 (1) = 2. Also, f (1) = −5. Hence, we have


−5 7
p1 = 1 − = = 3.5
2 2

1
Similarly, we have f 0 ( 72 ) = 7, f ( 72 ) = 25
4 and

f (p1 )
p2 = p1 −
f 0 (p1 )
7 f(7)
= − 0 27
2 f (2)
= 2.6071

Finally,

f (p2 )
p3 = p2 −
f 0 (p2 )
f (2.6071)
= 2.6071 − 0
f (2.6071)
0.7970
= 2.6071 −
5.2142
= 2.4542

√ √
NOTE: Exact solution is x2 − 6 = 0 ⇒ x1 = − 6 and x2 = 6 ≈
2.4494897

1.1 Convergence using Newton’s Method

Theorem: Let f ∈ C 2 [a, b]. If p ∈ (a, b) is such that f (p) = 0 and


0
f (p) 6= 0, then there exists a δ > 0 such that Newton’s method generates a
∞
sequence {pn }n=1 converging to p for any initial approximation p0 ∈ [p−δ, p+δ]
(pn → p, n → ∞) .

2 The Secant Method


Newton’s method is an extremely powerful technique, but it has a major weak-
ness: the need to know the value of the derivative of f at each approximation.

Now, we will consider a slight variation. By definition,

f (x) − f (pn−1 )
f 0 (pn−1 ) = lim
x→pn−1 x − pn−1

If pn−2 is close to pn−1 , then

f (pn−2 ) − f (pn−1 ) f (pn−1 ) − f (pn−2 )


f 0 (pn−1 ) ≈ =
pn−2 − pn−1 pn−1 − pn−2

2
Using this approximation for f 0 (pn−1 ) in Newton’s formula gives

f (pn−1 )(pn−1 − pn−2 )


pn = pn−1 −
f (pn−1 ) − f (pn−2 )

This technique is called the Secant method.

Example: Let f (x) = x2 − 6 and p0 = 3 and p1 = 2. Use Secant method


to find p3 .

Solution: Succeeding approximations are generated by the formula

f (pn−1 )(pn−1 − pn−2 )


pn = pn−1 − for n ≥ 2
f (pn−1 ) − f (pn−2 )

This gives
f (p1 )(p1 − p0 )
p2 = p1 −
f (p1 ) − f (p0 )
Since f (p1 ) = f (2) = −2 and f (p0 ) = f (3) = 3, we have

−2(−1)
p2 = 2 − = 2.4
−5
Similarly, f (p2 ) = f (2.4) = −0.24 and

f (p2 )(p2 − p1 )
p3 = p2 −
f (p2 ) − f (p1 )
(−0.24) (0.4)
= 2.4 −
−0.24 + 2
0.096
= 2.4 +
1.76
= 2.4545

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