Newton-Raphson Method

Newton-Raphson Method
f(x)

f(xi)
x f x 
i, i
xi 1 = xi -
f(xi )
f (xi )

f(xi-1)


xi+2 xi+1 xi X

Figure 1 Geometrical illustration of the Newton-Raphson method.

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 Derivation
f(x)

AB
f(xi) B tan(  
AC

f ( xi )
f ' ( xi ) 
xi  xi 1
C  A X f ( xi )
xi 1  xi 
f ( xi )
xi+1 xi

Figure 2 Derivation of the Newton-Raphson method.

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 Algorithm for Newton-
Raphson Method

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 Step 1

Evaluate f (x )

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 Step 2

Use an initial guess of the root, xi , to estimate the new

value of the root, xi 1 , as
f  xi 
xi 1 = xi -
f  xi 

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 Step 3

Find the absolute relative approximate error a as

xi 1- xi
a =  100
xi 1

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 Step 4
Compare the absolute relative approximate error
with the pre-specified relative error tolerance s.

Go to Step 2 using new

Yes
estimate of the root.
Is a s ?

No Stop the algorithm

Also, check if the number of iterations has exceeded

the maximum number of iterations allowed. If so,
one needs to terminate the algorithm and notify the
user.
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 Example 1
You are working for a floating ball controller that makes
floats for commodes. The floating ball has a specific
gravity of 0.6 and has a radius of 5.5 cm. You are asked
to find the depth to which the ball is submerged when
floating in water.

Figure 3 Floating ball problem.

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 Example 1 Cont.

The equation that gives the depth x in meters

to which the ball is submerged under water is
given by

f x   x3-0.165x 2+3.993 10- 4

Figure 3 Floating ball problem.

Use the Newton’s method of finding roots of equations to find

a) the depth ‘x’ to which the ball is submerged under water. Conduct three
iterations to estimate the root of the above equation.
b) The absolute relative approximate error at the end of each iteration, and
c) The number of significant digits at least correct at the end of each
iteration.
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 Example 1 Cont.
Solution
To aid in the understanding
of how this method works to
find the root of an equation,
the graph of f(x) is shown to
the right,
where
f x   x3-0.165x 2+3.993 10- 4
Figure 4 Graph of the function f(x)

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 Example 1 Cont.
Solve for f ' x 

f x   x3-0.165x 2+3.993 10- 4

f ' x   3x 2-0.33x
Let us assume the initial guess of the root of f x  0
is x0  0.05m . This is a reasonable guess (discuss why
x  0 and x  0.11m are not good choices) as the
extreme values of the depth x would be 0 and the
diameter (0.11 m) of the ball.

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 Example 1 Cont.
Iteration 1
The estimate of the root is

f  x0 
x1  x0 
f '  x0 

 0.05 
0.05  0.1650.05  3.993  10  4
3 2

30.05  0.330.05
2

1.118  10  4
 0.05 
 9  10 3
 0.05   0.01242 
 0.06242

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 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 1
is
x1  x0
a   100
x1
0.06242  0.05
  100
0.06242
 19.90%
The number of significant digits at least correct is 0, as you need an
absolute relative approximate error of 5% or less for at least one
significant digits to be correct in your result.

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 Example 1 Cont.
Iteration 2
The estimate of the root is
f  x1 
x2  x1 
f '  x1 

 0.06242 
0.06242   0.1650.06242   3.993  10  4
3 2

30.06242   0.330.06242 
2

 3.97781 10 7
 0.06242 
 8.90973  10 3

 0.06242  4.4646  10 5 
 0.06238

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 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 2
is
x2  x1
a  100
x2
0.06238  0.06242
 100
0.06238
 0.0716%

2 m
The maximum value of m for which a  0.5 10 is 2.844.
Hence, the number of significant digits at least correct in the
answer is 2.

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 Example 1 Cont.
Iteration 3
The estimate of the root is
f  x2 
x3  x2 
f '  x2 

 0.06238 
0.06238  0.1650.06238  3.993  10  4
3 2

30.06238  0.330.06238
2

4.44  10 11
 0.06238 
 8.91171 10 3
 
 0.06238   4.9822  10 9
 0.06238

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 Example 1 Cont.
The absolute relative approximate error a at the end of Iteration 3
is
x2  x1
a  100
x2
0.06238  0.06238
  100
0.06238
 0%

The number of significant digits at least correct is 4, as only 4

significant digits are carried through all the calculations.

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 Advantages and Drawbacks
of Newton Raphson Method

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 Advantages
 Converges fast (quadratic convergence), if
it converges.
 Requires only one guess

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 Drawbacks
1. Divergence at inflection points
Selection of the initial guess or an iteration value of the root that
is close to the inflection point of the function f x  may start
diverging away from the root in there Newton-Raphson method.

For example, to find the root of the equation f x   x  1  0.512  0 .

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xi 1  xi 
x
3
i 
3
 1  0.512
3xi  1
2

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 Drawbacks – Division by Zero
2. Division by zero
For the equation
f x   x3  0.03x 2  2.4 106  0
the Newton-Raphson method
reduces to
xi3  0.03xi2  2.4 10 6
xi 1  xi 
3xi2  0.06 xi

For x0  0 or x0  0.02 , the Pitfall of division by zero or near

denominator will equal zero. a zero number

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