Root Finding Using
Newton Raphson Method
Introduction
 History of Newton Raphson’s Method
 The Method
 Example
 Advantages
 Drawbacks
 Summary
 referance
History
 Discovered by Isaac Newton and published in
his Method of Fluxions, 1736
 Joseph Raphson described the method in
Analysis Aequationum in 1690
 Method of Fluxions was written earlier in
1671
 Today it is used in a wide variety of subjects,
including Computer Vision and Artificial
Intelligence
The Method: How does it work?
Formula for finding root:
)(
)(
1
1
12
xf
xf
xx


Example
0)cos()(  xxxf
1sin
cos
1



n
nn
nn
x
xx
xx
Example: Cont’
 As the method iterates,
the x sequences start
getting closer and
closer to the root
73908513.0
73908513.0
73911289.0
75036387.0
5
4
3
2




x
x
x
x
Example 1 Cont.
  423
1099331650 -
.+x.-xxf 
To aid in the understanding of how this
method works to find the root of an
equation, the graph of f(x) is shown to
the right,
where
Solution
Figure 4 Graph of the function f(x)
Example 1 Cont.
 
  x-xxf
.+x.-xxf -
33.03'
1099331650
2
423


Let us assume the initial guess of the root of is . This
is a reasonable guess (discuss why
and are not good choices) as the extreme values of the
depth x would be 0 and the diameter (0.11 m) of the ball.
  0xf m05.00 x
0x m11.0x
Solve for
 xf '
Example 1 Cont.
 
 
   
   
 
06242.0
01242.00.05
109
10118.1
0.05
05.033.005.03
10.993305.0165.005.0
05.0
'
3
4
2
423
0
0
01












xf
xf
xx
Iteration 1
The estimate of the root is
Advantages
Converges fast(quadratic
convergences),if it converges
Requires only one guess
Failure of the method to
converge to the root
It is important to review the proof of quadratic convergence of Newton's Method
before implementing it. Specifically, one should review the assumptions made in
the proof. For situations where the method fails to converge, it is because the
assumptions made in this proof are not met.
Overshoot
If the first derivative is not well behaved in the neighborhood of a particular root, the
method may overshoot, and diverge from that root.
Stationary point
If a stationary point of the function is encountered, the derivative is zero and the
method will terminate due to division by zero.
Poor initial estimate
A large error in the initial estimate can contribute to non-convergence of the
algorithm.
Mitigation of non-convergence
In a robust implementation of Newton's method, it is common to place limits on the
number of iterations, bound the solution to an interval known to contain the root,
and combine the method with a more robust root finding method.
Slow convergence for roots of multiplicity > 1
If the root being sought has multiplicity greater than one, the
convergence rate is merely linear (errors reduced by a
constant factor at each step) unless special steps are taken.
When there are two or more roots that are close together
then it may take many iterations before the iterates get close
enough to one of them for the quadratic convergence to be
apparent. However, if the multiplicity m of the root is known,
one can use the following modified algorithm that preserves
the quadratic convergence rate:
[1]
Summary
 The Newton-Raphson method is an
alternative to solve roots for equations
 It uses a correction factor
 Used in computer programs today to solve
extremely complicated equations
Reference
 Calculus, Fourth Edition, James Steward,
 The New Turing Omnibus, AK Dewdney,
 www.wikepidia.com
Newton raphson method

Newton raphson method

  • 1.
  • 2.
    Introduction  History ofNewton Raphson’s Method  The Method  Example  Advantages  Drawbacks  Summary  referance
  • 3.
    History  Discovered byIsaac Newton and published in his Method of Fluxions, 1736  Joseph Raphson described the method in Analysis Aequationum in 1690  Method of Fluxions was written earlier in 1671  Today it is used in a wide variety of subjects, including Computer Vision and Artificial Intelligence
  • 4.
    The Method: Howdoes it work?
  • 5.
    Formula for findingroot: )( )( 1 1 12 xf xf xx  
  • 6.
  • 7.
    Example: Cont’  Asthe method iterates, the x sequences start getting closer and closer to the root 73908513.0 73908513.0 73911289.0 75036387.0 5 4 3 2     x x x x
  • 8.
    Example 1 Cont.  423 1099331650 - .+x.-xxf  To aid in the understanding of how this method works to find the root of an equation, the graph of f(x) is shown to the right, where Solution Figure 4 Graph of the function f(x)
  • 9.
    Example 1 Cont.    x-xxf .+x.-xxf - 33.03' 1099331650 2 423   Let us assume the initial guess of the root of is . This is a reasonable guess (discuss why and are not good choices) as the extreme values of the depth x would be 0 and the diameter (0.11 m) of the ball.   0xf m05.00 x 0x m11.0x Solve for  xf '
  • 10.
    Example 1 Cont.              06242.0 01242.00.05 109 10118.1 0.05 05.033.005.03 10.993305.0165.005.0 05.0 ' 3 4 2 423 0 0 01             xf xf xx Iteration 1 The estimate of the root is
  • 11.
  • 12.
    Failure of themethod to converge to the root It is important to review the proof of quadratic convergence of Newton's Method before implementing it. Specifically, one should review the assumptions made in the proof. For situations where the method fails to converge, it is because the assumptions made in this proof are not met. Overshoot If the first derivative is not well behaved in the neighborhood of a particular root, the method may overshoot, and diverge from that root. Stationary point If a stationary point of the function is encountered, the derivative is zero and the method will terminate due to division by zero. Poor initial estimate A large error in the initial estimate can contribute to non-convergence of the algorithm. Mitigation of non-convergence In a robust implementation of Newton's method, it is common to place limits on the number of iterations, bound the solution to an interval known to contain the root, and combine the method with a more robust root finding method.
  • 13.
    Slow convergence forroots of multiplicity > 1 If the root being sought has multiplicity greater than one, the convergence rate is merely linear (errors reduced by a constant factor at each step) unless special steps are taken. When there are two or more roots that are close together then it may take many iterations before the iterates get close enough to one of them for the quadratic convergence to be apparent. However, if the multiplicity m of the root is known, one can use the following modified algorithm that preserves the quadratic convergence rate: [1]
  • 14.
    Summary  The Newton-Raphsonmethod is an alternative to solve roots for equations  It uses a correction factor  Used in computer programs today to solve extremely complicated equations
  • 15.
    Reference  Calculus, FourthEdition, James Steward,  The New Turing Omnibus, AK Dewdney,  www.wikepidia.com