Newton–Raphson Method

Newton’s Method
 Also known as the Newton–Raphson method
 Named after Isaac Newton 
 Formulated by Newton in 1669

 Later Raphson applied this idea to polynomials in 1690

Newton’s Method
 Iterative procedure used to find the roots of a differential
function.
 Root-finding algorithm (algorithm for
finding zeroes) which produces successively
better approximations to the roots (or zeroes) of a real-
valued  nonlinear univariate function of f (x) on the
interval [a, b]
Newton’s Method
 At any given point xt ,
 Approximate the function by a Taylor series for
∆x = xt+1 − xt about xt ,
Newton’s Method

The iteration procedure starts from an initial guess x0 and continues until a
certain criterion is met.
Newton’s Method- Example
 Compute √5
 Compute xx = ex , x ∈ [0,∞)
Newton’s Method - Multivariate
 Convert a scalar x into a vector x
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