Newton Raphson Method

Rafael Sabino COT 4210 October 5th, 2004

Introduction
 History of Newton Raphsons Method  The Method  Example  Practical Considerations  Summary

History
 Discovered by Isaac Newton and published in

his Method of Fluxions, 1736  Joseph Raphson described the method in Analysis Aequationum in 1690  Method of Fluxions was written earlier in 1671  Today it is used in a wide variety of subjects, including Computer Vision and Artificial Intelligence

Why is it useful?
 Suppose a dealer would like to sell you a car,

for $18,000 dollars or for payments of $375 per month  What is the monthly interest rate they are charging you?

48 x(1  x)  (1  x)  1 ! 0

60

60

The Method: How does it work?

Correction Term
 Correction Term:  The term used to get an estimate closer to root r:

y2  f ( x1 ) ! f d1 )( x2  x1 ) (x

f ( x1 ) x2 ! x1  f d1 ) (x

Correction Term: Continued

 If the sequence of xs

becomes closer and closer to r as n becomes large, then:

xn ! r lim
x pg

Algorithm
 The limit describes the

algorithm
 In actual use, the

Newton-Raphson method is also used with certain special tests

input guess, limit r n guess for j n 1 to limit r n r - f(r)/f d (r)

In Three Dimensions
x2 n x1  f ( x1 , y1 ) / f x ( x1 , y1 )
y2 n y1  f ( x1 , y1 ) / f y ( x1 , y1 )

r2 ! ( x2 , y2 )

Practical Considerations
 Guess work  It may never converge  Algorithm problems

Example
f ( x) ! cos( x)  x ! 0

cos xn  xn xn 1 ! xn   sin xn  1

Example: Cont
 As the method iterates,

the x sequences start getting closer and closer to the root

x2 } 0.75036387 x3 } 0.73911289 x4 } 0.73908513 x5 } 0.73908513

Summary
 The Newton-Raphson method is an

alternative to solve roots for equations  It uses a correction factor  Used in computer programs today to solve extremely complicated equations

Reference
 Calculus, Fourth Edition, James Steward,

1999  The New Turing Omnibus, AK Dewdney, 1993  www.somath.com