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Newton's method


In numerical analysis, Newton's method (also known as the Newton–Raphson method), named after Isaac Newton and Joseph Raphson, is a method for finding successively better approximations to the roots (or zeroes) of a real-valued function.

The Newton–Raphson method in one variable is implemented as follows:

The method starts with a function f defined over the real numbers x, the function's derivative f ′, and an initial guess x0 for a root of the function f. If the function satisfies the assumptions made in the derivation of the formula and the initial guess is close, then a better approximation x1 is

Geometrically, (x1, 0) is the intersection of the x-axis and the tangent of the graph of f at (x0, f (x0)).

The process is repeated as

until a sufficiently accurate value is reached.

This algorithm is first in the class of Householder's methods, succeeded by Halley's method. The method can also be extended to complex functions and to systems of equations.

The idea of the method is as follows: one starts with an initial guess which is reasonably close to the true root, then the function is approximated by its tangent line (which can be computed using the tools of calculus), and one computes the x-intercept of this tangent line (which is easily done with elementary algebra). This x-intercept will typically be a better approximation to the function's root than the original guess, and the method can be iterated.


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