A detailed article on Edmond Halley's method involving the second derivative of the given function to solve f(x)=0 by iterative formula and its convergence ,compared to Newton -Raphson method. the formal derivation using Taylor series expansion is indicated. Comparison with other methods like bisection explained. Examples for finding square root and cube root are worked out in detail Iterative formula for square root and cube root using Halley's method is explicitly derived.Probles with Newton Raphson method is indicated.

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A detailed article on Edmond Halley's method involving the second derivative of the given function to solve f(x)=0 by iterative formula and its convergence ,compared to Newton -Raphson method. the formal derivation using Taylor series expansion is indicated. Comparison with other methods like bisection explained. Examples for finding square root and cube root are worked out in detail Iterative formula for square root and cube root using Halley's method is explicitly derived.Probles with Newton Raphson method is indicated.

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N K Srinivasan Ph D

Introduction

You have ,doubtless , heard of Edmond Halley, the

astronomer who discovered the comet named after

him,'Halley's comet' which visits us every 76 years.

Edmond Halley (1656-1742) was an accomplished

mathematician as well and was a close associate of Isaac

Newton, if you can call anyone as "associate" of the

lone worker Sir Isaac was. Halley was nine years younger

than Newton. He often visited Newton and discussed

astronomical problems that he would like to solve ,only

to find that Newton had already solved them!..Then

Newton would suggest new problems! For his

astronomical achievements and study with John Flamsteed,

Halley became the second "Astronomer -Royal " after

Flamsteed and also Director of Greenwich Observatory.

This article is about an important math cntribution from

Halley, in the foot steps of Newton.

Solving the equation f(x) = 0

We come across many such equations which cannot be

solved easily with a formula or easy factorization.

Take for example the simple equation:

f(x) = x

2

- 2 = 0

The solution gives the square root of 2, which is an

irrational number.

We solve them numerically. Several numerical methods

exist,for example ,'bisection method' and 'secant

method'. In both , we start with two values of x, close

to the root and then iterative method or repetitive

method, leads to the root ,closer and closer. These are

sometimes called 'bracketing methods' in which we

bracket the root with two nearby values. These methods

are so slow that several iterations are required to

reach a value with sufficient accuracy, say ,to four

decimal places.

Newton - Raphson method

Isaac Newton invented a powerful method using his

'fluxions' or calculus which leads to an iterative

formula ;but this method converges fast to the root [if

it does] in a few iterations.

The iterative formula is as follows:

x

n+1 =

X

n

- f(x)/f(x') -------------(1)

[We shall derive this formula shortly.]

Let us apply this to the equation : x

2

- 2 = 0

f(x) = x

2

- 2

The first derivative: f'(x) = 2x

For simplicity, let us write the iterative formula as

follows:

x' = x - (x

2

-2)/ 2x

Simplifying , we get the simple formula for finding

square roots:

x' = (1/2) [ x + 2/x]

Let us work out this with initial value of x = 1.

First iteration: x' = (1/2) [ 1+2 ] = 1.5

Second iteration: x' = (1/2) [1.5 + 2/1.5]

x' = (1/2) [2.8333] = 1.416665

Third iteration: x' = (1/2) [1.4166 + 2/1.4166]

= (1/2) [1.4166 + 1.41183]

= 1.4142155

We shall stop with three iterations; note that we

already have the square root of 2 with four decimal

accuracy .

Joseph Raphson (1678- 1715) is credited with modifying

the Newton formula as we use today.

There are several features of this N-R method we must

study before we move on to Halley's method:

1 I have mentioned that the formula converges fast to

the root, 'if it does'. Why? because the first

derivative is in the denominator and if it is close to

zero, the second term would be large and the value of x'

would be far from the root or the root may oscillate

between two values away from the root.

The caveat is that the initial value or seed should be

close to the root and f'(x) must not be close to zero.

2 The iterative formula is the same as the formula given

by Heron of Alexandria for square roots. The root is an

arithmatic average of x and N/x where N is the given

number. It works in the following manner: if x is an

underestimate of the square root, N/x will be an

overestimate of the root.So the average is the next best

value..you repeat again.

3 N- R method uses the first derivative and constructs

the tangent to the curve at the initial value of x;

f'(x) is the tangent at that point. We find the point

where the tangent cuts the x -axis.

4 Order of convergence:

How rapidly we reach the root? The numerical analysts

derive an expression for the error in each iteration and

find that this method ---N-R method , has the second

order of convergence; in simple terms this means that if

we get two decimal place accuracy, we will get 4 decimal

place accuracy in the next iteration and 6th decimal

place accuracy in the third iteration.

To compare with other methods: bisection may give first

order and secant method 1.62 order of convergence.

Taylor series expansion for f(x):

Newton - Raphson method and Halley's method are based on

Taylor series expansion for a function f(x) near x = a:

f(x) = f(a) + f'(a)/1! [x-a] + f" (a)/ 2! [x-a]

2

+ ----

where f"(x) is the second derivative.

This is an infinite series expansion, developed by Brook

Taylor in 1715.

Note that if (x-a) is small, only the first two terms

are required in most cases of this series.

We can derive the N-R formula easily as follows:

Let a be the initial root: x

0

.

Then, taking only the first derivative term in the

expansion,

f(x) = f(x

0

) + f'(x

0

)[x - x

0

] = 0

rearranging: x = x

0

- f(x

0

)/f'(x

0

)

This is the N-R iterative formula.

Note that the Taylor expansion was not formulated when

Newton and Raphson developed this method.

Edmond Halley further expanded the N-R method using the

second term in the Taylor series, including the second

derivative of the function: f"(x).

His formula , in a convenient form ,is as follows:

x' = x - f(x)/f'(x) [ 1 - (f(x)f"(x))/ 2 (f'(x))

2

]

-1

-----------------------

(2)

The term in the square bracket can be treated as a

'correction term' for N-R formula for each

iteration.This term includes the second derivative.

Example: Let us apply this to the equation:

f(x )= x

2

-2 =0

f'(x) = 2x

f"(x) = 2

The square bracket term : [ 1 - (x

2

-2)2/8x

2

]

-1

Taking initial root x =1, we get:

x' = 1- (-1)/2 [ 1- (-2)/8]

-1

=

1 + (1/2) /1.25 = 1 + 0.5/1.25 = 1.4

The next iteration : x' = 1.4 - (-0.04)/2.8

[ 1- (-0.04)2/15.68]

-1

= 1.4 + 0.014285/ [1.005102]

= 1.41392

The calculator value is: sqrt(2) = 1.414213

The error is: 1.414213 -1.41392 = 0.00029 !

Halley's iterative formula for square roots

We can write the formula in a compact form for any

number n :

x' = (x

3

+ 3 n x )/(3x

2

+ n) -------------(4)

Applying this formula,taking x = 1.41392,

the next iteration gives:

x' = ( 2.82666 + 8.48352)/(5.9975+2)

= 1.41421442

The error is: -8.5x 10

-7 !!

Order of convergence

The order of convergence, the numerical analysts say, is

that the order for Halley's method is three. Therefore

the additional computation involved in Halley's method

seems justified!.

Halley's method is the fastest iterative method for the

problem: f(x) =0.

Note that Halley's formula inherits the limitation of

Newton's method that it may not work if f'(x) is close

to zero.

For both N-R method and Halley's method , we may have to

use other root finding methods like bisection method as

a starter--- to get an initial root close to the actual

value. Bisection method ,though slow in convergence

rate, is sure to work.

Halley's method for finding cube root

We can derive a compact formula for finding the cube

root of a number n:

f(x) = x

3

-n = 0

f'(x) = 3x

2

x' = ( x

4 +

2nx)/(2x

3

+n) --------------- (5)

Example f(x) = x

3

- 9 = 0

Let the initial value of cube root be 2.

x' = ( 2

4

+2(9)(2))/ (16 +9)

= 52/ 25 = 2.08

x' = (18.7177 + 37.44)/(17.9978 + 9)

= 56.1577/26.9978

= 2.080084

The calculator gives: x= 2.0800823

The error is : 1.7 x 10

-6

!

N - R method for cube roots

We can derive the cube root formula as follows:

x' = x - (x

3

-n)/3x

2

Simpifying, we get: x' = (1/3)[2x +n/x

2

]

For x

3

-9 =0 and intial root of x = 2;

x' = (1/3) [ 4 + 9/4] = 6.25/3 = 2.083

x' = (1/3) [ 4.166 + 9/4.3389] = 2.080086

The error is : 0.000004 !

To sum up:

Halley's method uses second derivative of the function

and has third order of convergence. It is much faster

that Newton-Raphson method with second order of

convergence .

[It can be compared to other methods such as Muller

method which use parabolic interpolation and involves

lot of computation and has convergence rate of 1.84 .]

It is to be emphasized that many text books do not

mention Halley's method at all at the present time.

With a computer program, Halley's method can be easily

implemented and could replace Newton-Raphson method.

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