The Newton-Raphson Method1 IntroductionThe Newton-
Raphson method, or Newton Method, is a powerful techniquefor
solving equations numerically. Like so much of the di erential calculus,it is based on the simple idea of linear approximation. The Newton Method,properly used, usually homes in on a root with devastating eciency.The essential part of these notes is Section 2.1, where the basic formulais derived, Section 2.2, where the procedure is interpreted geometrically,and|of course|Section 6, where the problems are. Peripheral but perhapsinteresting is Section 3, where the birth of the Newton Method is described.
2 Using Linear Approximations to Solve Equa-tionsLetf(x) be a
well-behaved function, and letrbe a root of the equationf(x) = 0. We start with an estimatex0ofr.Fromx0, we produce animproved|we hope|estimatex1.Fromx1, we produce a new estimatex2.Fromx2, we produce a new estimatex3. We go on until we are `closeenough' tor|or until it becomes clear that we are getting nowhere.The above general style of proceeding is callediterative.Of the many it-erative root- nding procedures, the Newton-Raphson method, with its com-bination of simplicity and power, is the most widely used. Section 2.4 de-scribes another iterative root- nding procedure, theSecant Method.Comment.The initial estimate is sometimes calledx1, but most mathe-maticians prefer to start counting at 0.Sometimes the initial estimate is called a \guess." The Newton Methodis usually very very good ifx0is close tor,andcanbehorridifitisnot.The \guess"x0should be chosen with care.
2.1 The Newton-Raphson IterationLetx0be a good estimate ofrand
letr=x0+h. Sincethetruerootisr,andh=r−x0,thenumberhmeasures how far the estimatex0is from thetruth.Sincehis `small,' we can use the linear (tangent line) approximation toconclude that0=f(r)=f(x0+h)f(x0)+hf0(x0);and therefore, unlessf0(x0)iscloseto0,h−f(x0)f0(x0):It follows thatr=x0+hx0−f(x0)f0(x0):Our new improved (?) estimatex1ofris therefore given byx1=x0−f(x0)f0(x0):The next estimatex2is obtained fromx1in exactly the same way asx1wasobtained fromx0:x2=x1−f(x1)f0(x1):Continue in this way. Ifxnis the current estimate, then the next estimatexn+1
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