Proceedings of the 14th International Conference

on Computational and Mathematical Methods

in Science and Engineering, CMMSE 2014
37July, 2014.

Use of the vectorial Newtons method for solving

nonlinear scalar equations
Higinio Ramos1 and J. Vigo-Aguiar2
1

Escuela Politecnica Superior de Zamora, University of Salamanca. Spain

Departamento de Matem
atica Aplicada, University of Salamanca. Spain
emails: higra@usal.es, jvigo@usal.es

Abstract
In this paper we propose to solve a scalar equation by means of an associated system
of two equations. In this way the solutions of the system lying on the identity line
provide solutions of the given equation. In most cases, the associated system can not
be solved exactly. Solving this system with the vectorial Newtons method results more
efficient than the application of the scalar Newtons method to the simpler equation.
Some examples are given to illustrate the performance of the proposed strategy.
Key words: nonlinear equations, Newtons method, 2-cycles, approximate solutions
MSC 2000: 65H05

Introduction

Finding the roots of a nonlinear equation f (x) = 0 is a classical and important problem in
science and engineering. There are very few functions for which the roots can be expressed
explicitly in closed form. Thus, the solutions must be obtained approximately, relying on
numerical techniques based on iterative processes [1]. Given an initial guess for the root, x0 ,
successive approximations are obtained by means of an iteration function (IF) : X X
xn+1 = (xn ) ,

n = 0, 1, 2 . . .

which will often converge to a root of the equation, provided that some convergence
criterion is satisfied.

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Newton vectorial versus Newton scalar for solving f (x) = 0.

If there exists a real number p 1 and a nonzero constant A > 0 such that
lim

|(xn ) |
=A
|xn |p

then p is called the order of convergence, and A is the asymptotic error constant of the
method defined by . For such a method, the error |en+1 | = |xn+1 | is proportional
to |en |p = |xn |p as n . In practice, the order of convergence is often determined
by using the Schr
oeder-Traubs theorem [5] which states that being an IF with (r)
continuous in a neighborhood of , then is of order r if and only if
() = ,

0 () = . . . = (r1) () = 0 ,

(r) () 6= 0 .

Given an IF , the orbit of x0 X under is defined as the set given by the sequence
of points
n
o
orb(x0 ) = x0 , (x0 ), . . . , k (x0 ), . . .
where k (x) denotes the k-fold composition of with itself applied to x0 , that is, k (x0 ) =
((. . . (x0 ) . . .)) where is applied k times. The point x0 is called the seed of the orbit.
A point x0 is a fixed or equilibrium point of if (x0 ) = x0 . Note that the orbit of a fixed
point x0 consists on the constant sequence {x0 }.
If n (x0 ) = 0 and j (x0 ) 6= 0 for 0 < j < n then x0 is called a point with period n.
In this case the corresponding orbit is said to be a periodic orbit of period n, or a n-cycle.
All points on the orbit of x0 have the same period. Note that if x0 is a periodic point of
period n 1 then x0 is a fixed point of n , and the corresponding orbit has only n different
points. Similarly, if x0 is a periodic point of period n 1 then x0 is also fixed by kn for
any positive integer k.
A point x0 is called eventually fixed or eventually periodic if x0 itself is not fixed or
periodic, but some point on orb(x0 ) is fixed or periodic.
A fixed point x0 of is attracting if |0 (x0 )| < 1, is repelling if |0 (x0 )| > 1, and is
indifferent or neutral if |0 (x0 )| = 1 .

The Newton-Raphson method

We will consider that the function f (x) whose root need to be calculated is a scalar real one,
f : R R. Among the iteration methods, Newtons method is probably the best known
and most reliable and most used algorithm [4],[2]. There are many ways to obtain the
Newtons method. We will offer a brief outline of the geometric approach. The basic idea
behind Newtons method relies in approximating f (x) with the best linear approximation
passing for an initial guess x0 which is near the root . This best approximation is the

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Higinio Ramos, J. Vigo-Aguiar

tangent line to the graph of f (x) at (x0 , f (x0 )). Provided f 0 (x0 ) 6= 0 the intersection of this
line with the horizontal axis results in
x1 = x0

f (x0 )
.
f 0 (x0 )

This process can be continued with the new approximation xl to get x2 , and so on. In this
way, the Newtons iteration function is given by
Nf (x) = x

f (x)
.
f 0 (x)

It converges quadratically to simple zeros and linearly to multiple zeros, provided a good
approximation is at hand. Despite the existence of certain convergence theorems, generally
it is not possible to say how close the initial estimates have to be in order to assured convergence. The dynamics of the Newtons IF may be very complicated, even for apparently
simple functions. We expect that the sequence obtained through the IF will converge to the
desired root of f (x). Nevertheless, depending on the function under consideration and the
initial point selected, the orbit of this point may not always converge successfully. Some
pathological situations in the application of Newtons method follow:
1. Newtons method may fail miserably if at any stage of computation the derivative of
the function f (x) is either zero or very small. For low values of the derivative, the
Newtons iteration offshoots away from the current point of iteration and may possibly
converge to a root far away from the desired one.
2. It may fail also to converge to the desired root in case the initial point is far from this
root.
3. For certain forms of equations, Newtons method diverges. A typical example of this

situation is the function f (x) = 3 x, for which the iteration function is Nf (x) = 2x,
which results in a divergent sequence whatever the initial guess x0 6= 0 is.
4. In some cases, the iterations oscillate. This is the situation if the initial guess is in an
orbit of period n or is eventually periodic of period n.
5. The convergence of Newtons method can be slow near roots of multiplicity greater
than one. In fact, for multiple roots the Newtons method looses its quadratic convergence.
6. Finally, the most dramatic situation occurs when Newtons method exhibit chaotic
behavior, in which there are orbits that wander from here to there aimlessly.
An important result to consider here is the following theorem whose proof may be found
in [6], p. 167.

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Newton vectorial versus Newton scalar for solving f (x) = 0.

Theorem 1 (Newtons fixed point theorem). is a root of f (x) of multiplicity k if and

only if is a fixed point of the IF Nf . Moreover, such a fixed point is always attracting.

From a scalar equation to a vectorial system

Let us consider a particularization of a result in [7] p. 117.

Proposition 1. Let be f (x) : R R a differentiable function, and let O = {x1 , x2 } R
with x1 6= x2 . Ten O is a 2-cycle of the Newtons IF Nf if and only if x = x1 , y = x2 is a
solution of the system {Nf (x) = y, Nf (y) = x} .
From the above proposition and Theorem1 it is easy to get the following main result,
in which is based the proposed strategy for obtaining the roots of the equation f (x) = 0.
Proposition 2. Let be f (x) : R R a differentiable function and Nf (x) the corresponding
Newtons IF. Any solution of the system {Nf (x) = y, Nf (y) = x} is of one of the following
types
x = x1 , y = x2 with x1 6= x2 , which means that the set {x1 , x2 } is a 2-cycle
x = y = , which means that is a root of f (x) = 0.
Thus, for solving the equation f (x) = 0, we may consider to solve what we call the
associated system given by {Nf (x) = y, Nf (y) = x}. If we may ensure by some means that
the IF Nf has no periodic orbits of period 2, then to get a solution of the system will be
equivalent to get a solution of the escalar equation f (x) = 0.
The associated system may be solve by different procedures, in some cases in algebraic
way, but in general we will consider the Newtons method, which also may be used for
solving systems of equations [2], [3]. For solving a system {f1 (x, y) = 0, f2 (x, y) = 0} using
Newtons method, the strategy is the same as that used by Newtons method in solving a
single nonlinear equation: to linearize each of the equations. Using the notation F(x, y) =
(f1 (x, y), f2 (x, y))T with X = (x, y)T , the solution of the above system using the Newtons
method is given by
h
i
X(k+1) = X(k) F0 (X(k) )

F0 (X(k) )

where F0 (X(k) ) is the Jacobian matrix. To obtain the computational solution an initial
approximation vector X(0) = (x(0) , y (0) ) must be provided. Although at first sight it may
appear that solving a system would be more complicated than solving a scalar equation, we
will show different examples where it is not so.
The following result shows that under local conditions solving the associated system
leads to the solution of the equation f (x) = 0.

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Proposition 3. Let the function f (x) be defined and twice continuously differentiable on
the closed finite interval [a, b]. If the following conditions are satisfied
1. f (a)f (b) < 0
2. f 0 (x) 6= 0 ,

x [a, b]

3. f 00 (x) is either 0 or 0 for all x [a, b]

then there is a unique solution of the system {Nf (x) = y, Nf (y) = x} with Nf the Newtons
IF of f (x), being x = y = where f () = 0.
Proof. Condition i) merely states that f (a) and f (b) have different signs, and hence
that the equation f (x) = 0 has at least one root in (a, b). By virtue of condition ii) there is
only one solution, which we will call . Condition iii) states that the graph of f (x) is either
concave from above or concave from below.
There are four different situations covered by the theorem:
I) f (a) < 0 ,

f (b) > 0 ,

f 00 (x) 0

II) f (a) < 0 ,

f (b) > 0 ,

f 00 (x) 0

III) f (a) > 0 ,

f (b) < 0 ,

f 00 (x) 0

IV) f (a) > 0 ,

f (b) < 0 ,

f 00 (x) 0

but all cases may be reduced to one of them by using appropriate transformations (see [8],
p. 79). Thus, it suffices to prove the theorem in the case I). In this case the graph of f (x)
looks as given in Figure 1.
It is obvious that the set of solutions of the system {Nf (x) = y, Nf (y) = x} in [a, b] is
not empty as x = y = is a solution. Let us see that this is the unique solution. If a
solution apart from x = y = exists, say x = xk , y = yk , we may assume without loss of
generality that xk yk. We assert that either xk = or yk = . In other case we would
have three possibilities
i) xk yk <
ii) xk < < yk
iii) < xk yk
Let us see that these cases result in contradictions. For cases i) and ii) we have that
f (xk ) < 0. Expanding f (x) in Taylor series about yk and taking x = it results that
f () = f (yk ) + f 0 (yk )( yk ) +

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1 00
f (k )( yk )2 f (xk ) + f 0 (xk )( xk )
2

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Newton vectorial versus Newton scalar for solving f (x) = 0.

Figure 1:
or
0 f (xk ) + f 0 (xk )( xk )
from which we have that

f (xk )
= yk
f 0 (xk )
which is a contradiction with the hypothesis that xk < . Thus, cases i) and ii) are not
possible.
For case iii) we have that f (xk ) > 0, f 0 (xk ) > 0 and thus it results that
< xk

yk = x k

f (xk )
< xk
f 0 (xk )

which contradicts the hypothesis xk yk .

Hence, either xk = or yk = . If xk = then it follows that
yk = x k

f (xk )
f ()
= 0
= ,
0
f (xk )
f ()

and xk = yk = as stated. Similarly, if yk = then we have

x k = yk

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f (yk )
f ()
= 0
= ,
0
f (yk )
f ()

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Higinio Ramos, J. Vigo-Aguiar

which results in xk = yk = . Thus the proof of the proposition is complete.

Application examples

In order to test the efficiency of the strategy proposed here we are going to evaluate the
number of iterations required to reach a specified level of convergence for different problems. We have considered the command FindRoot in the Mathematica program, taking the
options Method->"Newton" and WorkingPrecision->30.
In Table 1 appear the functions considered together with the roots we want to approximate.

Function

2
f1 (x) = 3 x ex

Root
0

f2 (x) = ex +7x30 1
 2
20
f3 (x) = ex + x 20

1.627818561918557849123154131

f4 (x) = x3 + log(x) + 0.15 cos(50x)

0.717519716444759257246717966

1.704885352466915992721311334

Table 1: List of functions and the corresponding roots to be approximated.

4.1

Example 1

The function f1 (x) has only the root = 0. For x 6= 0 the Newtons IF results in Nf1 (x) =
2(3x3 +x)
. For any initial guess x0 6= 0 the iteration with this function results in a divergent
6x2 1
sequence, and the Newtons method is not capable to get an approximation to the solution.
On the other hand, the associated system {Nf1 (x) = y, Nf1 (y) = x} reads
(

)




2 3x3 + x
2 3y 3 + y
= y,
=x .
6x2 1
6y 2 1

Solving this system using the command Solve in the Mathematica program we obtain that
the unique real solution is x = y = 0, which is the root of f1 (x) = 0. This proves that the
IF Nf1 (x) does not have any 2-cycle. Solving the above system using the Newtons method
with initial guess (x0 , y0 )T = (2, 2)T we obtain after 9 iterations the approximate solution
with the required precision.

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Newton vectorial versus Newton scalar for solving f (x) = 0.

4.2

Example 2

The function f2 (x) has two roots, as may be seen in Figure 2. We are interested in the
positive root, 1 , and the negative one could be approximated similarly. The Newtons IF
is
6
ex 7x+30 1
Nf2 (x) = x +
6x5 + 7
and is located under the diagonal y = x and for x tends asymptotically to this
diagonal. Thus, from any initial guess x0 >> 1 the convergence of the iterative sequence
produced by Nf2 (x) will be very slow. Looking at the graph of the function f2 (x) in Figure 2
we see that if x0 < 1 the tangent line is almost horizontal and the next iteration will be far
away from the root, and if x0 > 1 the tangent line is very steep and then Newtons sequence
will approach very slowly towards the root. The Newtons method works acceptably only
if the initial guess is very close to the root. In Table 2 appear the data corresponding to

3.0

f2 HxL
Nf2 HxL

2.5

2.0
-2

-1

2
1.5

-1

-2

1.0

1.5

2.0

2.5

3.0

Figure 2: Graphs of the functions f2 (x) (left) and Nf2 (x) (right).
the approximation of the root by using the scalar Newtons method applied to f2 (x) and
the vectorial one applied to the associated system: initial guesses, computational time (in
seconds) and number of iterations.
It can also be seen from Table 2 that a less number of iterations are required to reach
the root with the proposed method than those required with Newtons method, except if
the initial guess is very close to the root.

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Newton Scalar

x0 /(x0 , y0 )

Time

Iter

1.016

4104

0.015

56

1.6

0.015

15

1.5
Newton Vectorial

Overflow

(1.0, 2.0)

0.046

31

(1.0, 4.0)

0.046

30

(0.5, 6.0)

0.016

36

(0.0, 10.0)

0.062

38

Table 2: Data corresponding to the function f2 (x).

We note that in this case there are no cycles of period 2 either. With the help of
the program Mathematica we have plot the graphs of the implicit curves in the associated
system
(
)
6
6
ex 7x+30 1
ey 7y+30 1
+ x = y,
+y =x
6x5 + 7
6y 5 + 7
near the roots, which appear in Figure 3. We see that there are only two intersection
points between the curves, which are on the diagonal y = x, meaning that these are
the two roots of the equation f2 (x) = 0 (1 = 1.627818561918557849123154131 , 2 =
1.872516561317824507097057829).

4.3

Example 3

The function f3 (x) has two roots, being f3 (x) > 0 out of these roots. We are interested
in the positive one. The negative zero could be approximated similarly. The Newtons
iteration function is
2
ex + x 20


Nf3 (x)x
20 2ex2 x + 1
which tends asymptotically to the graph of y = x for x . The behavior of the iterations
is similar to that of the above problem. In Table 3 appear the data corresponding to the
approximation of the root by using the scalar Newtons method applied to f3 (x) and the

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Newton vectorial versus Newton scalar for solving f (x) = 0.

-1.80

1.80
1.75

-1.85
-1.90

1.70
1.65
1.60

-1.95
-2.00
-2.00 -1.95 -1.90 -1.85 -1.80

1.55
1.50
1.501.551.601.651.701.751.80

Figure 3: Detailed graphs of the implicit curves in the associated system to f2 (x), near the
roots.

vectorial one applied to the associated system. For this problem there are no 2-cycles, and
the graphs of the implicit curves in the associated system intersect only on the two roots
(1 = 1.704885352466915992721311334 , 2 = 1.754947637178101198447348684).
We observe that te proposed strategy is more efficient than solving f (x) = 0 with Newtons method. Although the Newtons method for systems needs to consider the jacobians,
there are so few iterations, even in a wide interval, that the computational time is much
less than the time needed for the escalar Newtons method.

4.4

Example 4

The final example corresponds to a function that has only one real root. Due to the
oscillatory character of the function, there are a lot of 2-cycles of the Newtons IF Nf4 (x).
In Figure 4 we can see the intersections of the graphs of the two implicit curves of the
associated system on the rectangle [0.6, 0.8] [0.6, 0.8]. There is only one intersection over
the diagonal which corresponds to the unique root = 0.717519716444759257246717966,
the other intersections correspond to different 2-cycles. Some of the 2-cycles are shown in
Figure 5.

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Newton Scalar

Newton Vectorial

x0 /(x0 , y0 )

Time

Iter

10

0.828

2517

0.312

836

0.218

588

0.234

570

(1.0, 2.0)

0.015

(1.0, 4.0)

0.015

(0.5, 6.0)

0.015

11

(0.0, 10.0)

0.015

11

Table 3: Data corresponding to the function f3 (x).

References
[1] J. M. Ortega,W. C. Rheinboldt, Iterative Solution of Nonlinear Equations in Banach Spaces, Academic Press, NewYork, 1970.
[2] P. Deuflhard, Newton Methods for Nonlinear Problems. Affine Invari- ance and
Adaptive Algorithms, Springer, Berlin, 2011.
[3] I. K. Argyros, Convergence and Applications of Newton-type Iterations, Springer,
New York, 2008.
[4] C. T. Kelley, Solving Nonlinear Equations with Newtons Method, SIAM, Philadelphia, 2003.
[5] J. F. Traub, Iterative Methods for the Solution of Equations, Chelsea Publishing Company, New York, 1997.
[6] R. Devaney, A First Course In Chaotic Dynamical Systems, Boston, Addison-Wesley,
1992.
[7] S. Plaza, V. Vergara, Existence of attracting periodic orbits for the Newtons
method, Sci. Ser. A: Math. Sci. 7 (2001) 3136.

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0.80

0.75

0.70

0.65

0.60
0.60

0.65

0.70

0.75

0.80

Figure 4: Plot showing the intersections of the graphs of the implicit curves in the associated
system to f4 (x), near the root.
[8] P. Henrici, Elements of Numerical Analysis, John Wiley and Sons, New York, 1964.

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0.3

0.3

0.3

0.2

0.2

0.2

0.1

0.1

0.1

0.6

0.7

0.8

0.9

0.6

0.7

0.8

0.9

0.6

-0.1

-0.1

-0.1

-0.2

-0.2

-0.2

-0.3

-0.3

-0.3

0.7

0.8

0.9

Figure 5: Graphical representation of different 2-cycles of the iteration function Nf4 (x) near
the root.

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