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Newton's Method

The document discusses Newton's Method for approximating the zeros or roots of a function. It provides the iteration formula for Newton's Method and examples of applying it to find zeros of functions. The conditions for when Newton's Method converges and fails to converge are also discussed. Specifically, Newton's Method can fail if the initial guess results in division by zero, if the sequence of approximations does not converge, or if it converges to the wrong zero.

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Matthew
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2K views

Newton's Method

The document discusses Newton's Method for approximating the zeros or roots of a function. It provides the iteration formula for Newton's Method and examples of applying it to find zeros of functions. The conditions for when Newton's Method converges and fails to converge are also discussed. Specifically, Newton's Method can fail if the initial guess results in division by zero, if the sequence of approximations does not converge, or if it converges to the wrong zero.

Uploaded by

Matthew
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Newton’s Method

Suppose we want to solve x 4 + x − cos x = 0

Question: How can we solve for x without graphing ?

Cannot solve algebraically (no closed form solution), must use numerical
techniques:
I Bisection Method
I Secant Method
I False Position Method
I Newton’s Method "

Section 3.8 MATH 173


Newton’s Method

Newton’s Method for Approximating the Zeros(Roots) of a Function

Let c be a root of a function, ie f (c) = 0.

1. Initial estimate (guess) x1 , that is close to c.

2. Determine new approximation

f (xn )
xn+1 = xn −
f 0 (xn )

3. If |xn − xn+1 | < ε (within the desired accuracy), let xn+1 serve as the final
approximation. Otherwise, return to step 2 and calculate a new approximation.

Section 3.8 MATH 173


Example 1: Using Newton’s Method

Calculate three iterations of Newton’s Method to Approximate a zero of


f (x) = x 2 − 2. Use x1 = 1 as the initial guess.

f 0 (x) = 2x

xn2 − 2
Iteration Formula: xn+1 = xn −
2xn

f (xn ) f (xn )
n xn f (xn ) f 0 (xn ) xn − |xn − xn+1 |
f 0 (xn ) f 0 (xn )
1 1.000000 -1.000000 2.000000 -0.500000 1.500000 0.5
2 1.500000 0.2500000 3.000000 0.083333 1.416667 0.083333
3 1.416667 0.006945 2.833334 0.002451 1.414216 0.002451

Section 3.8 MATH 173


Example 2: Using Newton’s Method

Use Newton’s Method to approximate the zeros of f (x) = e x + x. Continue the


iteration until two successive approximations differ by less than 0.0001.

f 0 (x) = e x + 1

e xn + xn
Iteration Formula: xn+1 = xn −
e xn + 1

f (xn ) f (xn )
n xn f (xn ) f 0 (xn ) xn − |xn − xn+1 |
f 0 (xn ) f 0 (xn )
1 -0.60000 -0.05119 1.54881 -0.03305 -0.56695 0.03305
2 -0.56695 0.00030 1.56725 0.00019 -0.56714 0.00019
3 -0.56714 0.00000 1.56714 0.00000 -0.56714 0

Section 3.8 MATH 173


Conditions Where Newton’s Method Fails

From the previous examples, the approximations approach a limit


x1 , x2 , x3 , . . . , xn , . . . ⇒ c
 
f (xn )
lim xn − = c (Sequence Converges)
n→∞ f 0 (xn )

If the limit is c, then c is a zero of f .


However, Newton’s Method does not always guarantee convergence.
I Newton’s Method involves division by f 0 (xn ).
I Possible division by zero
I Choose a different initial guess, x1 .
I Another way Newton’s Method can fail is shown in the next example.
I The sequence x1 , x2 , x3 , . . . does not converge.
I Converges to the wrong value (some functions have more than one zero).
I Choose your initial value close to the zero you sought.

Section 3.8 MATH 173


Example 3: An Example in Which Newton’s Method Fails

The function f (x) = x 1/3 is not differentiable at x = 0. Show that Newton’s


Method fails to converge using x1 = 0.1.

f 0 (x) = 31 x −2/3

1/3
xn
Iteration Formula: xn+1 = xn − 1 −2/3
= −2xn
x
3 n

f (xn ) f (xn )
n xn f (xn ) f 0 (xn ) xn − |xn − xn+1 |
f 0 (xn ) f 0 (xn )
1 0.10000 0.46416 1.54720 0.30000 -0.20000 0.30000
2 -0.20000 -0.58480 0.97467 -0.60000 0.40000 0.60000
3 0.40000 0.73681 0.61401 1.20000 -0.80000 1.20000
4 -0.80000 -0.92832 0.38680 -2.40000 1.60000 2.40000

Section 3.8 MATH 173


Example 3: An Example in Which Newton’s Method Fails

Section 3.8 MATH 173


Condition for Convergence

Condition (sufficient) for convergence of Newton’s Method to a zero of f


f (x)f 00 (x)

[f 0 (x)]2 < 1 (1)

on an open interval containing zero.

From Example 1: f (x) = x 2 − 2, f 0 (x) = 2x, f 00 (x) = 2

f (x)f 00 (x) (x 2 − 2)(2) 1



= − 1 < 1.

=
[f 0 (x)]2 4x 2 2 x2

√ √
6 6
∴ Any initial guess chosen from (−∞, − 3
) ∪( 3
, +∞) guarantees
convergence.

Section 3.8 MATH 173


Condition for Convergence

1 −2/3 00 2
From Example 3: f (x) = x 1/3 , f 0 (x) = x , f (x) = − x −5/3
3 9

f (x)f 00 (x) x 1/3 (−2/9)(x −5/3 )



[f 0 (x)]2 (1/9)(x −4/3 ) = 2.
=

∴ Cannot conclude that Newton’s Method will converge.

Section 3.8 MATH 173

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