May 2, 2016
5
Student ID: 1411352
6
Student ID: 1411103
Doan Tran Nguyen Tung 7 Nguyen Quan Ba Hong 8
Newton-Raphson
(Students method
at Faculty of Math and Computer
May 2, 2016
Science. 1Ho
/ 24
Chi
Outline
1 Introduction
3 Selected examples
5 Improvements
Figure 2: Figure 2.
f (x + h) = 0 ≈ f (x) + hf 0 (x)
giving
h = − ff0(x)
(x)
f (x)
x+h=x− f 0 (x)
√x , if x 6= 0
(
f (x) = |x|
0, if x = 0
If follows that
a, if n odd
xn =
−a, if n even
Example 2.
Take f : R → R, x 7→ x2 − x + 1 and x0 = 1. As f 0 (x) = 2x − 1,
x1 = 1 − ff0(1)
(1) = 1 − 1
1 = 0 and x 2 = 0 − f (0)
0
f (0) = 0 − 1
−1 = 1. It follows
that
1, if n is even
xn =
0, if n is odd
Thus {xn } does not converge.
Doan Tran Nguyen Tung 35 Nguyen Quan BaNewton-Raphson
Hong 36 (Students
method
at Faculty of Math and
May
Computer
2, 2016 Science.
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24 C
Nothing be perfect!
Target
Newton’s method may also be used to find a root of a system of two or
more non linear equations
f (x, y) = 0
g (x, y) = 0
f (x + h, y + k) = f (x, y) + h ∂f ∂f 2 + k2
∂x + k ∂y + O h
∂g ∂g
g (x + h, y + k) = g (x, y) + h ∂x + k ∂y + O h2 + k 2
and if we keep only the first order terms, we are looking for a couple
(h, k) such as
Doan Tran Nguyen Tung 43 Nguyen Quan BaNewton-Raphson
Hong 44 (Students
method
at Faculty of Math and
May
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2, 2016 Science.
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24 C
f (x + h, y + k) = 0 ≈ f (x, y) + h ∂f
∂x + k ∂f
∂y
∂g ∂g
g (x + h, y + k) = 0 ≈ g (x, y) + h ∂x + k ∂y
hence it’s equivalent to the linear system
!
∂f ∂f
∂x ∂y h f (x, y)
∂g ∂g =−
∂x ∂y
k g (x, y)
equivalent to
h f (x, y)
J (x, y) =−
k g (x, y)
This suggest to define the new process
xn+1 xn f (x ,
n ny )
= − J −1 (xn , yn )
yn+1 yn g (xn , yn )
under certain conditions (which are not so easy to check and this is
again the main disadvantage of the method), it’s possible to show that
this process converges to a root of the system. The convergence
remains quadratic.
Doan Tran Nguyen Tung 45 Nguyen Quan BaNewton-Raphson
Hong 46 (Students
method
at Faculty of Math and
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Computer
2, 2016 Science.
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24 C
Example. N-R for system of equations
Example
We are looking for a root near (x0 = −0.6, y0 = 0.6) of the following
system
f (x, y) = x3 − 3xy 2 − 1
g (x, y) = 3x2 y − y 3
x1 = −0.40000000000000000000, y1 = 0.86296296296296296296
x2 = −0.50478978186242263605, y2 = 0.85646430512069295697
x3 = −0.49988539803643124722, y3 = 0.86603764032215486664
x4 = −0.50000000406150565266, y4 = 0.86602539113638168322
x5 = −0.49999999999999983928, y5 = 0.86602540378443871965
...
and for some values of (x0 , y0 ) the convergence of the process may be
tricky!
Doan Tran Nguyen Tung 49 Nguyen Quan BaNewton-Raphson
Hong 50 (Students
method
at Faculty of Math and
May
Computer
2, 2016 Science.
22 /Ho
24 C
Final generalization of this text
or
f (x) = 0
The Newton-Raphson method becomes