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Sec 7-3 PDF
Sec 7-3 PDF
f (x; y ) = 0
g (x; y ) = 0 (1)
Example: Consider solving the system
f (x; y ) x2 + 4 y 2 9 =0
(2)
g (x; y ) 18y 14x2 + 45 = 0
A graph of z = f (x; y ) is given in Figure 1, along with
the curve for f (x; y ) = 0.
p(x; y ) f ( x0 ; y 0 ) (3)
+(x x0)fx(x0; y0) + (y y 0 ) f y ( x0 ; y 0 ) ;
@f (x; y ) @f (x; y )
fx(x; y ) = ; fy (x; y ) = ;
@x @y
the partial derivatives of f with respect to x and y , re-
spectively.
f (x; y ) p(x; y )
For functions of two variables, p(x; y ) is the linear Taylor
polynomial approximation to f (x; y ).
NEWTON’S METHOD
f (x; y ) = 0
g (x; y ) = 0
Let (x0; y0) ( ; ) be an initial guess at the solution.
f ( x0 ; y 0 ) = 4; f x ( x 0 ; y 0 ) = 2; f y ( x0 ; y 0 ) = 8
At (1; 1; 4) the tangent plane to the surface z =
f (x; y ) has the equation
f (x; y ) = 0
g (x; y ) = 0
is the intersection of the zero curves of z = f (x; y ) and
z = g (x; y ).
p(x; y ) = 0
q (x; y ) = 0
by (x1; y1).
Example. Return to the equations
f (x; y ) x2 + 4 y 2 9 =0
g (x; y ) 18y 14x2 + 45 = 0
with (x0; y0) = (1; 1).
Figure 4: f = g = 0 and p = q = 0
Calculating (x1; y1). To …nd the intersection of the zero
curves of the tangent planes, we must solve the linear
system
f (x; y ) = 0
g (x; y ) = 0
Many numerical methods for solving nonlinear systems
are variations on Newton’s method.
Example. Consider again the system
f (x; y ) x2 + 4 y 2 9 =0
g (x; y ) 18y 14x2 + 45 = 0
Newton’s method (4) becomes
" #" # " #
2 xk 8 yk x;k x2k + 4yk2 9
=
28xk 18 y;k 18yk 14x2k + 45
" # " # " #
xk+1 xk x;k
= +
yk+1 yk y;k
(5)
Choose (x0; y0) = (1; 1). The resulting Newton iter-
ates are given in Table 1, along with
Error = k ( xk ; y k ) k maxfj xk j ; j yk jg
Table 1: Newton iterates for the system (5)
k xk yk
0 1 :0 1 :0
1 1:170212765957447 1:457446808510638
2 1:202158829506705 1:376760321923060
3 1:203165807091535 1:374083486949713
4 1:203166963346410 1:374080534243534
5 1:203166963347774 1:374080534239942
k Error
0 3:74E 1
1 8:34E 2
2 2:68E 3
3 2:95E 6
4 3:59E 12
5 2:22E 16
F ( x) = 0 (7)
A solution of this equation will be denoted by .
Newton’s method becomes
F 0(x(k)) (k) = F (x(k))
(8)
x(k+1) = x(k) + (k)
for k = 0; 1; : : : .
F ( x) = 0
Its solution is denoted by 2 Rn .
Newton’s method is
F 0(x(k)) (k) = F (x(k))
(11)
x(k+1) = x(k) + (k) ; k = 0 ; 1; : : :
Alternatively, as before,
h i 1
x(k+1) = x(k) F 0(x(k)) F (x(k));
k = 0 ; 1; : : :
(12)
This formula is often used in theoretical discussions of
Newton’s method for nonlinear systems. But (11) is used
for practical computations, since it is usually less expen-
sive to solve a linear system than to …nd the inverse of
the coe¢ cient matrix.
(k)
x(k) max i xi
1 i n
Newton’s method is quadratically convergent.