Newton Raphson Method

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Quiz

 Newton Raphson Method

Relevant For...

 Calculus >

Root Approximation

 Quantitative Finance >

Numerical Methods

Ariel Gershon, Edwin Yung, and Jimin Khim contributed

The Newton-Raphson method (also known as Newton's method) is a way to quickly find a
good approximation for the root of a real-valued function f(x)=0f(x) = 0f(x)=0. It uses the
idea that a continuous and differentiable function can be approximated by a straight line
tangent to it.

Contents

 How it Works

 Geometric Representation

 Limitations of Newton's Method

How it Works
Suppose you need to find the root of a continuous, differentiable functionf(x)f(x)f(x), and
you know the root you are looking for is near the point x=x0x = x_0x=x0. Then Newton's
method tells us that a better approximation for the root is x1=x0−f(x0)f′(x0).x_1 = x_0 -
\frac{f(x_0)}{f'(x_0)}.x1=x0−f′(x0)f(x0).This process may be repeated as many times
as necessary to get the desired accuracy. In general, for any xxx-value xnx_nxn, the next
value is given by xn+1=xn−f(xn)f′(xn).x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}.xn+1
=xn−f′(xn)f(xn).
Note: the term "near" is used loosely because it does not need a precise definition in this
context. However, x0x_0x0 should be closer to the root you need than to any other root (if
the function has multiple roots).

Geometric Representation
Here is a picture to demonstrate what Newton's method actually does:

We draw a tangent line to the graph of f(x)f(x)f(x) at the point x=xnx = x_nx=xn. This
line has slope f′(xn)f'(x_n)f′(xn) and goes through the point (xn,f(xn))\big(x_n,
f(x_n)\big)(xn,f(xn)). Therefore it has the equation y=f′(xn)(x−xn)+f(xn)y = f'(x_n)(x
- x_n) + f(x_n)y=f′(xn)(x−xn)+f(xn). Now, we find the root of this tangent line by setting
y=0y = 0y=0 and x=xn+1x=x_{n+1}x=xn+1 for our new approximation. Solving this
equation gives us our new approximation, which is xn+1=xn−f(xn)f′(xn)x_{n+1} = x_n
- \frac{f(x_n)}{f'(x_n)}xn+1=xn−f′(xn)f(xn).

Find the root of the equation x2−4x−7=0x^2 - 4x - 7 = 0x2−4x−7=0 near x=5x = 5x=5
to the nearest thousandth.
We have our x0=5x_0 = 5x0=5. In order to use Newton's method, we also need to know
the derivative of fff. In this case, f(x)=x2−4x−7f(x) = x^2 - 4x - 7f(x)=x2−4x−7, and
f′(x)=2x−4f'(x) = 2x - 4f′(x)=2x−4.

Using Newton's method, we get the following sequence of approximations:

x1=5−52−4×5−72×5−4=5−(−26)=163≈5.33333x2=163−(163)2−4(163)−72(163)−
4=163−19203=163−160=31960≈5.31667x3=31960−(31960)2−4(31960)−72(3196
0)−4=31960−1360039860≈5.31662.\begin{aligned} x_1 &= 5 - \frac{5^2 -
4\times 5 - 7}{2\times 5 - 4} = 5 - \left(\frac{-2}{6}\right) = \frac{16}{3} \approx
5.33333\\ x_2 &= \frac{16}{3} - \frac{\left(\frac{16}{3}\right)^2 -
4\left(\frac{16}{3}\right) - 7}{2\left(\frac{16}{3}\right)-4} = \frac{16}{3} -
\frac{\frac{1}{9}}{\frac{20}{3}} = \frac{16}{3} - \frac{1}{60} =
\frac{319}{60} \approx 5.31667 \\ x_3 &= \frac{319}{60} -
\frac{\left(\frac{319}{60}\right)^2 - 4\left(\frac{319}{60}\right) -
7}{2\left(\frac{319}{60}\right)-4} = \frac{319}{60} -
\frac{\frac{1}{3600}}{\frac{398}{60}} \approx 5.31662. \end{aligned}x1x2x3
=5−2×5−452−4×5−7=5−(6−2)=316≈5.33333=316−2(316)−4(316)2−4(316)−7
=316−32091=316−601=60319≈5.31667=60319−2(60319)−4(60319)2−4(60319
)−7=60319−6039836001≈5.31662.
We can stop now, because the thousandth and ten-thousandth digits of x2x_2x2 and
x3x_3x3 are the same. If we were to continue, they would remain the same because we
have gotten sufficiently close to the root:

x4=5.31662−(5.3362)2−4(5.3362)−72(5.3362)−4=5.31662.x_4 = 5.31662 -
\frac{(5.3362)^2-4(5.3362)-7}{2(5.3362)-4} = 5.31662.x4
=5.31662−2(5.3362)−4(5.3362)2−4(5.3362)−7=5.31662.
Our final answer is therefore 5.317. □ _\square □

Limitations of Newton's Method

Newton's method may not work if there are points of inflection, local maxima or minima
around x0x_0x0 or the root.
For example, suppose you need to find the root of 27x3−3x+1=027x^3 - 3x + 1 =
027x3−3x+1=0 which is near x=0x = 0x=0.
The correct answer is −0.44157265…-0.44157265\ldots−0.44157265… However,
Newton's method will give you the following:

x1=13,x2=16,x3=1,x4=0.679,x5=0.463,x6=0.3035,x7=0.114,x8=0.473,….x_1 =
\frac{1}{3}, x_2 = \frac{1}{6}, x_3 = 1, x_4 = 0.679, x_5 = 0.463, x_6 = 0.3035,
x_7 = 0.114, x_8 = 0.473, \ldots.x1=31,x2=61,x3=1,x4=0.679,x5=0.463,x6
=0.3035,x7=0.114,x8=0.473,….
This is very clearly not helpful. That's because the graph of the function around x=0x =
0x=0 looks like this:

As you can see, this graph has a local maximum, a local minimum and a point of inflection
around x=0x = 0x=0. To see why Newton's method isn't helpful here, imagine choosing a
point at random between x=−0.19x = -0.19x=−0.19 and x=0.19x = 0.19x=0.19 and
drawing a tangent line to the function at that point. That tangent line will have a negative
slope, and therefore will intersect the yyy-axis at a point that is farther away from the root.

In a situation like this, it will help to get an even closer starting point, where these critical
points will not interfere.

Cite as: Newton Raphson Method. Brilliant.org. Retrieved 09:47, July 19, 2019, from https://brilliant.org/wiki/newton-
raphson-method/