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How is this technique conducted
The Newton-Raphson formula consists geometrically
of extending the tangent line at a current point until it
crosses zero, then setting the next guess to the abscissa
of that zero crossing.
This technique derives from the Taylor series
expansion of a function near a point
Ex)
The iterative technique
Why is Newton-Raphson so powerful? The answer is
its rate of convergence:
Within a small distance of x, the function and its
derivative are approximately
Courtesy of Wikipedia
Advantages of Newton-Raphson
One of the fastest convergences to the root
Converges on the root quadraticly
Near a root, the number of significant digits
approximately doubles with each step.
This leads to the ability of the Newton-Raphson Method
to “polish” a root from another convergence technique
Easy to convert to multiple dimensions
Can be used to “polish” a root found by other methods
Disadvantages of Newton-Raphson
Must find the derivative
Poor global convergence properties
Dependent on initial guess
May be too far from local root
May encounter a zero derivative
May loop indefinitely
Examples of Disadvantages
Figure 9.4.2 Figure 9.4.3
On the left, we have Newton’s Method finding Newton's Method has entered an
a local maxima, in such cases the method will infinite cycle. Better initial guesses
shoot off into negative infinity may be able to alleviate this problem
Unfortunate Scenarios
f ' ( x) 2 x
Example: Solving Equations
cos( x) x 3
f ( x) cos( x) x 3
f ' ( x) sin( x) 3x 2
Notes on Efficiency
For
efficiency the user provides the routine that
evaluates both f(x) and its first derivative at the point x.
The Newton-Raphson formula can also be applied using
a numerical difference to approximate the true local
derivative but this is not recommended.
You are doing two function evaluations per step, so at best
the super-linear order of convergence will be only
If you take dx too small, you will be wiped out by round
off, while if you take it too large, your order of convergence
will be only linear, no better than using the initial
evaluation for all subsequent steps