ADVANCED MATHEMATICS FOR M.E.
NUMERICAL METHODS FOR ROOT FINDING PROBLEMS
Topic 2: Newton-Raphson Method
Background
Recall that the equation of a straight line is given by the
equation
𝒚 = 𝒎𝒙 + 𝒏 (1)
where m is called the slope of the line. (This means that all
points (x , y ) on the line satisfy the equation above.)
If we know the slope m and one point (x0, y0) on the line,
equation (1) becomes
𝒚 − 𝒚𝟎 = 𝒎 (𝒙 − 𝒙𝟎 (2)
Idea behind Newton-Raphson Method
Assume we need to find a root of the equation f (x ) = 0.
Consider the graph of the function f (x ) and an initial
estimate of the root, x0. To improve this estimate, take the
tangent to the graph of f (x ) through the point (x0, f (x0) and
let x1 be the point where this line crosses the horizontal
axis.
ADVANCED MATHEMATICS FOR M.E.
According to eq. (2) above, this point is given by
𝒇(𝒙𝟎 )
𝒙𝟏 = 𝒙𝟎 −
𝒇′(𝒙𝟎 )
where f ′(x0) is the derivative of f at x0. Then take x1 as the
next approximation and continue the procedure. The
general iteration will be given by
𝒇(𝒙𝒏 )
𝒙𝒏+𝟏 = 𝒙𝒏 −
𝒇′(𝒙𝒏 )
and so on.
Example:
Exercise 1: Find a root of the equation
𝒙𝟔 − 𝒙 − 𝟏 = 𝟎
(Note that the true root is 𝛼 = 1.134724138.)
We already know that this equation has a root between 1 and 2
so we take x0 = 1.5 as our first approximation.
For each iteration we calculate the value 𝒙𝒏 − 𝒙𝒏−𝟏 which, as
we shall see later, is a good approximation to the absolute error
𝜶 − 𝒙𝒏 − 𝟏 .
ADVANCED MATHEMATICS FOR M.E.
The iterations for Newton’s algorithm are shown in the table below
Error analysis
Let 𝛼 be the root of f (x ) = 0 we are trying to approximate. Then,
Taylor’s formula gives
𝟏
𝒇 𝜶 = 𝒇 𝒙𝒏 + 𝜶 − 𝒙𝒏 𝒇 𝒙𝒏 + (𝜶 − 𝒙𝒏 )𝟐 𝒇′′ (𝒄𝒏 )
( ) ( ) ( ) ′( )
𝟐
where cn is an unknown point between a and xn. This eventually
leads to
′′ ( )
𝟐
−𝒇 𝒄𝒏
𝜶 − 𝒙𝒏+𝟏 ( )
= 𝜶 − 𝒙𝒏 [ ′
𝟐𝒇 (𝒙𝒏 )
which means that the error in xn+1 is proportional to the square of
the error in xn.
Hence, if the initial estimate was good enough, the error is
expected to decrease very fast and the algorithm converges to the
root.
To give an actual error estimation, write Taylor’s formula again
ADVANCED MATHEMATICS FOR M.E.
𝒇(𝜶) = 𝒇(𝒙𝒏 ) + (𝜶 − 𝒙𝒏 )𝒇′ (𝒄𝒏 )
where cn is an unknown point between a and xn, so
−𝒇(𝒙𝒏 ) = 𝒇(𝒙𝒏 )
𝜶 − 𝒙𝒏 = ′ ≈ ′
𝒇 (𝒄𝒏 ) 𝒇 (𝒙𝒏 )
So
𝜶 − 𝒙𝒏 ≈ 𝒙𝒏+𝟏 − 𝒙𝒏
which is usually quite accurate.
Advantages and Disadvantages of Newton’s
Method
• The error decreases rapidly with each iteration
• Newton’s method is very fast. (Compare with bisection
method!)
• Unfortunately, for bad choices of x0 (the initial guess) the
method can fail to converge! Therefore the choice of x0 is
VERY IMPORTANT!
• Each iteration of Newton’s method requires two function
evaluations, while the bisection method requires only one.
Note: A good strategy for avoiding failure to converge would be to
use the bisection method for a few steps (to give an initial estimate
and make sure the sequence of guesses is going in the right
direction) folowed by Newton’s method, which should converge
very fast at this point.
ADVANCED MATHEMATICS FOR M.E.
Activity Task For You:
Example:
Consider the function 𝑓 (𝑥 ) = 𝑡𝑎𝑛(𝜋𝑥 ) − 𝑥 − 6. Use the
Newton method to evaluate a root of this function, with the
following initial approximations: 0.48, 0.4 and 0.01.
ADVANCED MATHEMATICS FOR M.E.
Lecture Worksheet 7
Using Newton Raphson Method, get the
roots of the following equations. Show your
solution via excel
1. 𝑓 (𝑥 ) = 𝑥 3 + 2𝑥 2 − 3𝑥 − 1 (𝑥𝑖 = 2)
2. 𝑓 (𝑥 ) = 𝑒 𝑥 − 𝑐𝑜𝑠𝑥 − 2 (𝑥𝑖 = 3)
2
𝑥
3. 𝑓 (𝑥 ) = 𝑒 3 − 𝑥 2 − 1 (𝑥𝑖 = 5)
