Numerical Methods

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Newton’s Method

Module 05 Newton’s Method

There are various ways in finding the roots of a function. Among these
methods are the quadratic formula, bracketing method and the open method.
Newton’s method is among the methods under the open methods.
At the end of this module, you will be able to:
1. Understand Newton’s method for finding the root of a single nonlinear
equation
2. Understand and appreciate the concept convergence when using
Newton’s method.
3. Apply Newton’s method to find the root of a function.

Roots in the context of a problem, is like finding where the root or the
reason of the problem. For example, where in most cases that x represents
the input and y the output, what is the value of x that will make the y or the
function of x equal to zero? The values of the input that will make the output
equal to zero – a factor important and considered in design.

Newton’s Method
The concept of Newton’s method also known as the Newton-Raphson iteration is that,
suppose at point xi of the function, there is a tangent at that point. The point where the
tangent crosses the x axis is the approximate of the root.

Figure 1. Graph of f(x) = x + cos(x). The tangent(also the f ’(x)) touched the function at the initial value of xi.
The tangent projected which crossed the x-axis is the next approximation of the root.

Course Module
This method uses the first few terms of the Taylor series of a function f(x) in the vicinity of
a suspected root. Newton's method is sometimes also known as Newton's iteration,
although in this work the latter term is reserved to the application of Newton's method for
computing square roots.

For f(x) a polynomial, Newton's method is essentially the same as Horner's method.
The Taylor series of f(x) about the point x=x0+epsilon is given by

Eq 1

Keeping terms only to first order,

Eq 2
is the equation of the tangent line to the curve.

An initial point x0 that provides safe convergence of Newton's method is called an

approximate zero.

Bisection method, false position methods are among the so called bracketing
methods. Using these methods, two points are given as interval and after
performing several tests, the points given suggests that the roots are within
the given interval or bracket. Performing the method repeatedly would give a
value to the true value of the root and are said to be convergent.
Another set of methods are the open methods. These methods sometimes
tend to diverge since there is no guarantee that the initial values could be
near the true value and performing the method repeatedly might give a value
farther from the true value of the root. However, when open methods
converge, they are much faster than the bracketing methods.
Although the Newton-Raphson method is often very efficient, there are
several problems where it could perform poorly, such as in multiple roots.
(Chapra and Canale, 2010)

In an effort to find the best algorithm for finding a zero of a given function,
various hybrid methods have been developed.

A tangent which is also the slope represents the first derivative of the function.
Geometrically, it could be represented by
𝑟𝑖𝑠𝑒 ∆𝑦 𝑑𝑦
Eq 3 Slope = = ∆𝑥 = 𝑑𝑥
𝑟𝑢𝑛
 Numerical Methods
3
Newton’s Method

(𝑓(𝑥)−0)
𝑓 ′ (𝑥) = (𝑥𝑖 −𝑥𝑖+1 )

𝑓(𝑥)
Eq 4 𝑓 ′ (𝑥) = (𝑥𝑖 −𝑥𝑖+1 )

Since the goal is to find the approximated root, 𝑥𝑖+1 , rearranging the equation will give us
the Newton-Raphson formula:
𝑓(𝑥𝑖 )
Eq 5 𝑥𝑖+1 = 𝑥𝑖 − 𝑓′(𝑥𝑖 )

Newton’s Method requires that the function is differentiable also known as a “smooth”
function. If the derivatives of the functions are hard to compute, other methods could be
used for root finding.

In order for the Newton’s method to converge, the initial value must be near
to the root. So depending on the physique of the problem, a good guess
should be something that would almost give a near to zero answer and that
iteration could improve this.

Example
Estimate the root using Newton’s method the function:

f(x) = x + cos(x) for x1 = 1

For a function f(x) with specified initial value 𝑥𝑖 , the procedure is as

follows:

1. Find f(𝑥𝑖 )
2. Find f ’(𝑥𝑖 ).
3. Substitute the previously acquired values to using the Newton- Raphson
𝑓(𝑥 )
𝑥𝑖+1 = 𝑥𝑖 − 𝑓′(𝑥𝑖 )
𝑖
4. Repeat process until f(𝑥𝑖 ) = 0

Solution:
Using the Newton’s formula, at i = 1, 𝑥1 = 1 , f(𝑥𝑖 ) = 1.5043 , f’(𝑥1 ) = 1 − sin(𝑥1 ) =
0.1585 . Substituting to Newton- Raphson formula in Eq 3 we get, 𝑥𝑖+1 = 𝑥2 = −8.71622.

Course Module
 The goal is for f(x) = 0, to do this, repeat the process until the f(x) ≈ 0. Refer to the table
below for the values where i referred to the number of iteration.

i x f(x)

-8.71622 1.5403
1

-2.97605 -9.47552
2
0.425764 -3.96238
3
-

-1.85111 1.33649
4
-

-0.76605 -2.12777
5
-0.739241 -0.0453952
6
-0.739085 -2.614E-4
7
-0.739085 2.E-7
8

Note: when using trigonometric functions, make sure that the values are converted into
radians.

Notice that after 8th iteration, the f(xi) ≈ 0.

Before trying any methods for root finding, try it first with the most common
such as the quadratic formula. These methods could give the true value of
even complex roots even with without using iterative methods.
Roots of transcendental functions which are functions which cannot be
expressed in finite number of terms can easily be computed in Newton’s
Method.

The number of iterations depends on the specifications of the output. For this method, it
could be after certain number of iterations that the method will terminate or when the
desired output which is defined as when f(x)≈ 0. It could also be after a minimum
threshold of error is met.

References and Supplementary Materials

Books and Journals
Chapra, Steven C.; Applied numerical methods with MATLAB for engineers and scientists.
Steven C. Chapra. McGraw-Hill; 3rd ed.
 Numerical Methods
5
Newton’s Method

Chapra, Steven C.; Numerical methods for engineers . Steven C. Chapra, Raymond P.
Canale. McGraw-Hill; 6th ed
Cheney, E Ward (2013). Numerical Mathematics and Computing Cengage Learning; 7th
ed.

Online Supplementary Reading Materials

Weisstein, Eric W. "Newton's Method." From MathWorld--A Wolfram Web Resource.

http://mathworld.wolfram.com/NewtonsMethod.html . Date Accessed: Aug 17, 2017.

Online Instructional Videos

Course Module