1 / 11

Newton-Raphson Method

Newton-Raphson Method. Kim Day Jessie Twigger Christian Zelenka. How is this technique conducted.

walda
Download Presentation

Newton-Raphson Method

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. Newton-Raphson Method Kim Day Jessie Twigger Christian Zelenka

  2. How is this technique conducted • The Newton-Raphson formula consists geometrically of extending the tangent line at a current point until it crosses zero, then setting the next guess to the abscissa of that zero crossing. • This technique derives from the Taylor series expansion of a function near a point • Ex)

  3. The iterative technique • Why is Newton-Raphson so powerful? The answer is its rate of convergence: • Within a small distance of x, the function and its derivative are approximately • So by the Newton-Raphson formula

  4. Example for Clarity Courtesy of Wikipedia

  5. Advantages of Newton-Raphson • One of the fastest convergences to the root • Converges on the root quadraticly • Near a root, the number of significant digits approximately doubles with each step. • This leads to the ability of the Newton-Raphson Method to “polish” a root from another convergence technique • Easy to convert to multiple dimensions • Can be used to “polish” a root found by other methods

  6. Disadvantages of Newton-Raphson • Must find the derivative • Poor global convergence properties • Dependent on initial guess • May be too far from local root • May encounter a zero derivative • May loop indefinitely

  7. Examples of Disadvantages Figure 9.4.3 Figure 9.4.2 On the left, we have Newton’s Method finding a local maxima, in such cases the method will shoot off into negative infinity Newton's Method has entered an infinite cycle. Better initial guesses may be able to alleviate this problem

  8. Unfortunate Scenarios • Newton’s method will obviously not converge in those scenarios where no • root is present. • Thus functions with discontinuity at zero are impossible to analyze.

  9. Example: Square Root of a Number

  10. Example: Solving Equations

  11. Notes on Efficiency • For efficiency the user provides the routine that evaluates both f(x) and its first derivative at the point x. • The Newton-Raphson formula can also be applied using a numerical difference to approximate the true local derivative but this is not recommended. • You are doing two function evaluations per step, so at best the super-linear order of convergence will be only • If you take dx too small, you will be wiped out by round off, while if you take it too large, your order of convergence will be only linear, no better than using the initial evaluation for all subsequent steps

More Related