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    Newton Raphson Method

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    Manish Gulati
    The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

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    Newton Raphson Method

    Uploaded by

    Manish Gulati
    141 views4 pages
    The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

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    fully explained newton Raphson method

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    The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    141 views4 pages

    Newton Raphson Method

    Uploaded by

    Manish Gulati
    The Newton-Raphson method is an iterative method used to find approximations of the roots of a real-valued function. It uses the tangent line of the function at a point to get a better approximation. The next approximation is calculated as xn+1=xn−f(xn)f'(xn). It quickly finds good approximations but may not work if there are points of inflection, maxima or minima near the initial point.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
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    Newton Raphson Method

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    Quiz

     Newton Raphson Method

    Relevant For...

     Calculus >

    Root Approximation

     Quantitative Finance >

    Numerical Methods

    Ariel Gershon, Edwin Yung, and Jimin Khim contributed

    The Newton-Raphson method (also known as Newton's method) is a way to quickly find a
    good approximation for the root of a real-valued function f(x)=0f(x) = 0f(x)=0. It uses the
    idea that a continuous and differentiable function can be approximated by a straight line
    tangent to it.

    Contents

     How it Works

     Geometric Representation

     Limitations of Newton's Method


    How it Works
    Suppose you need to find the root of a continuous, differentiable functionf(x)f(x)f(x), and
    you know the root you are looking for is near the point x=x0x = x_0x=x0. Then Newton's
    method tells us that a better approximation for the root is x1=x0−f(x0)f′(x0).x_1 = x_0 -
    \frac{f(x_0)}{f'(x_0)}.x1=x0−f′(x0)f(x0).This process may be repeated as many times
    as necessary to get the desired accuracy. In general, for any xxx-value xnx_nxn, the next
    value is given by xn+1=xn−f(xn)f′(xn).x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}.xn+1
    =xn−f′(xn)f(xn).
    Note: the term "near" is used loosely because it does not need a precise definition in this
    context. However, x0x_0x0 should be closer to the root you need than to any other root (if
    the function has multiple roots).

    Geometric Representation
    Here is a picture to demonstrate what Newton's method actually does:

    We draw a tangent line to the graph of f(x)f(x)f(x) at the point x=xnx = x_nx=xn. This
    line has slope f′(xn)f'(x_n)f′(xn) and goes through the point (xn,f(xn))\big(x_n,
    f(x_n)\big)(xn,f(xn)). Therefore it has the equation y=f′(xn)(x−xn)+f(xn)y = f'(x_n)(x
    - x_n) + f(x_n)y=f′(xn)(x−xn)+f(xn). Now, we find the root of this tangent line by setting
    y=0y = 0y=0 and x=xn+1x=x_{n+1}x=xn+1 for our new approximation. Solving this
    equation gives us our new approximation, which is xn+1=xn−f(xn)f′(xn)x_{n+1} = x_n
    - \frac{f(x_n)}{f'(x_n)}xn+1=xn−f′(xn)f(xn).

    Find the root of the equation x2−4x−7=0x^2 - 4x - 7 = 0x2−4x−7=0 near x=5x = 5x=5
    to the nearest thousandth.
    We have our x0=5x_0 = 5x0=5. In order to use Newton's method, we also need to know
    the derivative of fff. In this case, f(x)=x2−4x−7f(x) = x^2 - 4x - 7f(x)=x2−4x−7, and
    f′(x)=2x−4f'(x) = 2x - 4f′(x)=2x−4.

    Using Newton's method, we get the following sequence of approximations:

    x1=5−52−4×5−72×5−4=5−(−26)=163≈5.33333x2=163−(163)2−4(163)−72(163)−
    4=163−19203=163−160=31960≈5.31667x3=31960−(31960)2−4(31960)−72(3196
    0)−4=31960−1360039860≈5.31662.\begin{aligned} x_1 &= 5 - \frac{5^2 -
    4\times 5 - 7}{2\times 5 - 4} = 5 - \left(\frac{-2}{6}\right) = \frac{16}{3} \approx
    5.33333\\ x_2 &= \frac{16}{3} - \frac{\left(\frac{16}{3}\right)^2 -
    4\left(\frac{16}{3}\right) - 7}{2\left(\frac{16}{3}\right)-4} = \frac{16}{3} -
    \frac{\frac{1}{9}}{\frac{20}{3}} = \frac{16}{3} - \frac{1}{60} =
    \frac{319}{60} \approx 5.31667 \\ x_3 &= \frac{319}{60} -
    \frac{\left(\frac{319}{60}\right)^2 - 4\left(\frac{319}{60}\right) -
    7}{2\left(\frac{319}{60}\right)-4} = \frac{319}{60} -
    \frac{\frac{1}{3600}}{\frac{398}{60}} \approx 5.31662. \end{aligned}x1x2x3
    =5−2×5−452−4×5−7=5−(6−2)=316≈5.33333=316−2(316)−4(316)2−4(316)−7
    =316−32091=316−601=60319≈5.31667=60319−2(60319)−4(60319)2−4(60319
    )−7=60319−6039836001≈5.31662.
    We can stop now, because the thousandth and ten-thousandth digits of x2x_2x2 and
    x3x_3x3 are the same. If we were to continue, they would remain the same because we
    have gotten sufficiently close to the root:

    x4=5.31662−(5.3362)2−4(5.3362)−72(5.3362)−4=5.31662.x_4 = 5.31662 -
    \frac{(5.3362)^2-4(5.3362)-7}{2(5.3362)-4} = 5.31662.x4
    =5.31662−2(5.3362)−4(5.3362)2−4(5.3362)−7=5.31662.
    Our final answer is therefore 5.317. □ _\square □

    Limitations of Newton's Method


    Newton's method may not work if there are points of inflection, local maxima or minima
    around x0x_0x0 or the root.
    For example, suppose you need to find the root of 27x3−3x+1=027x^3 - 3x + 1 =
    027x3−3x+1=0 which is near x=0x = 0x=0.
    The correct answer is −0.44157265…-0.44157265\ldots−0.44157265… However,
    Newton's method will give you the following:

    x1=13,x2=16,x3=1,x4=0.679,x5=0.463,x6=0.3035,x7=0.114,x8=0.473,….x_1 =
    \frac{1}{3}, x_2 = \frac{1}{6}, x_3 = 1, x_4 = 0.679, x_5 = 0.463, x_6 = 0.3035,
    x_7 = 0.114, x_8 = 0.473, \ldots.x1=31,x2=61,x3=1,x4=0.679,x5=0.463,x6
    =0.3035,x7=0.114,x8=0.473,….
    This is very clearly not helpful. That's because the graph of the function around x=0x =
    0x=0 looks like this:

    As you can see, this graph has a local maximum, a local minimum and a point of inflection
    around x=0x = 0x=0. To see why Newton's method isn't helpful here, imagine choosing a
    point at random between x=−0.19x = -0.19x=−0.19 and x=0.19x = 0.19x=0.19 and
    drawing a tangent line to the function at that point. That tangent line will have a negative
    slope, and therefore will intersect the yyy-axis at a point that is farther away from the root.

    In a situation like this, it will help to get an even closer starting point, where these critical
    points will not interfere.

    Cite as: Newton Raphson Method. Brilliant.org. Retrieved 09:47, July 19, 2019, from https://brilliant.org/wiki/newton-
    raphson-method/

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