More about Newton's Method


Newton's method finds an approximate solution to the equation f(x) = 0, using the concept of the rate of change.

The rate of change r of the values of the function f(x), relative to the variable x, when x changes from x0 to x1, is

Equation01.jpg

This rate of change r can be used to look for a value x1 such that f(x1) = 0, by solving for x1 the equation

Equation02.jpg

We set f(x1) = 0, so

Equation02.jpg

We solve this equation for x1:

Equation03.jpg

Equation04.jpg

Equation05.jpg

So the solution is

Equation06.jpg

We can compute f(x0) for any chosen x0; but how to find r?
When the difference x1 - x0 is rather small (close to 0), then r can be estimated by the value of the derivative of f(x) for x = x0.

r is approximately equal to f'(x0)

This gives us a formula, which we can compute, that returns an approximate value of the solution of our equation, f(x) = 0:

Equation07.jpg

How good this approximation is depends on our choice of x0. But the nice thing is that when we get a good approximation once, we can improve it by iterating the whole process,

Equation07.jpg

Equation07.jpg

and so on.


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