Newton's Method

In numerical analysis, Newton's method (also known as the Newton–Raphson method), named after Isaac Newton and Joseph Raphson, is a method for finding successively better approximations to the roots (or zeroes) of a real-valued function.

The algorithm is first in the class of Householder's methods, succeeded by Halley's method. The method can also be extended to complex functions and to systems of equations.

The Newton-Raphson method in one variable is implemented as follows:

Given a function ƒ defined over the reals x, and its derivative ƒ ', we begin with a first guess x0 for a root of the function f. Provided the function satisfies all the assumptions made in the derivation of the formula, a better approximation x1 is

Geometrically, (x1, 0) is the intersection with the x-axis of a line tangent to f at (x0, f (x0)).

The process is repeated as

until a sufficiently accurate value is reached.

Read more about Newton's Method:  Description, History, Practical Considerations, Analysis, Failure Analysis

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