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Pure · Numerical methods

Chapter 1 · 3

The idea

The Newton–Raphson method

A fast iteration that uses the tangent — x_(n+1) = x_n − f(x_n)/f'(x_n) — its geometric meaning, why it converges so quickly, and the cases where it fails (a horizontal tangent or a poor starting value).

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Pure · Numerical methods

The Newton–Raphson method

A fast iteration that uses the tangent — x_(n+1) = x_n − f(x_n)/f'(x_n) — its geometric meaning, why it converges so quickly, and the cases where it fails (a horizontal tangent or a poor starting value).

Why it works

Follow the tangent down

The iteration x=g(x)x = g(x) works, but slowly, and only for the right rearrangement. The Newton–Raphson method is a cleverer choice of step that homes in on a root astonishingly fast, using the tangent to the curve.

Start at a guess xnx_n. Draw the tangent to y=f(x)y = f(x) at the point (xn,f(xn))(x_n, f(x_n)). Unless the curve is doing something awkward, that tangent crosses the xx-axis much closer to the root than xnx_n was — so take the crossing as your next estimate xn+1x_{n+1}, and repeat.

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