Newton-Raphson Method Explained
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ScribdTranslationsNewton-Raphson Method Explained
Translated by
ScribdTranslationsNewton-Raphson Method
Innumerical analysisthe Newton method (also known as the method ofNewton-
Raphsonthe Newton-Fourier method) is aalgorithmto find approximations of the
zeros or rootsfrom a real function. It can also be used to find the maximum or minimum
of a function, finding the zeros of its firstderivative.
The Newton-Raphson method is an open method, in the sense that its convergence is not guaranteed.
global convergence. The only way to achieve convergence is to select an initial value.
sufficiently close to the root sought. Thus, one must begin the iteration with a value
reasonably close to zero (referred to as the starting point or assumed value). The relative
the proximity of the initial point to the root depends a lot on the nature of the function itself; if this
it presents multiple inflection points or large slopes around the root, then the
the probabilities that the algorithm diverges increase, which requires selecting a supposed value
close to the root. Once this has been done, the method linearizes the function by the line
tangentin that assumed value. The x-coordinate at the origin of that line will be, according to the method, a
better approximation of the root than the previous value. Successive iterations will be carried out until the
method has converged enough.
Formula:
There are three main ways in which the algorithm has traditionally been obtained.
Newton-Raphson:
The first of them is a simple geometric interpretation. In effect, considering the
geometric development of thesecant methodit could be thought that if the points of
if the iterations are close enough, then the secant is replaced by the tangent
to the curve at the point. Thus, if we draw the tangent at a point of iteration
curve, by extension with the secant method, the new iteration point will be taken
as the abscissa at the origin of the tangent (point of intersection of the tangent with the X axis).
This is equivalent to linearizing the function, that is, f is replaced by a line such that
contains at the point ( , ( )) and whose slope coincides with the derivative of the function at the
point, The new approach to the root, is achieved from the intersection of the
linear function with the X axis of abscissas. Mathematically:
2. An alternative way to obtain the algorithm is by developing the function f(x) inseries of
Taylor, for a point environment :
If the development is truncated from the term of degree 2, and we evaluate at :
If it is also accepted that it tends to the root, it must be fulfilled that
Then, substituting into the previous expression, we obtain the algorithm.
Finally, it should be noted that the Newton-Raphson method can be interpreted as
an iteration method offixed pointThus, given the equation , it can be
consider the following fixed point iteration method:
h(x) is chosen such that g'(r)=0 (r is the root being sought). Given that g'(r) is:
So:
Since h(x) must be unique, it is chosen in the simplest way:
Therefore, imposing subscripts:
Expression that matches that of the Newton-Raphson algorithm
Theorder of convergenceof this method is, at least,
square