4.8.8Numerical Methods

Newton-Raphson method — derivation, quadratic convergence

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1. The setup (WHAT we're solving)

We have a current estimate xnx_n which is close-ish to rr. We want a rule to produce a better estimate xn+1x_{n+1}.


2. Derivation from first principles

HOW we build the iteration — two equivalent routes.

Route A: The tangent line (geometric)

At the point (xn,f(xn))(x_n, f(x_n)), the tangent line has slope f(xn)f'(x_n): yf(xn)=f(xn)(xxn)y - f(x_n) = f'(x_n)\,(x - x_n)

We ask: where does this tangent cross the x-axis? Set y=0y=0 and call that crossing xn+1x_{n+1}:

0f(xn)=f(xn)(xn+1xn)0 - f(x_n) = f'(x_n)\,(x_{n+1}-x_n)

Why this step? The tangent is a stand-in for the curve. The curve's root is hard; the tangent's root is trivial — it's a line.

Solve for xn+1x_{n+1} (assuming f(xn)0f'(x_n)\neq 0):

xn+1xn=f(xn)f(xn)x_{n+1}-x_n = -\frac{f(x_n)}{f'(x_n)}

Route B: Taylor series (analytic — and the key to convergence)

Expand ff around xnx_n and demand the linear approximation vanish at xn+1x_{n+1}: f(xn+1)f(xn)+f(xn)(xn+1xn)=0f(x_{n+1}) \approx f(x_n) + f'(x_n)(x_{n+1}-x_n) = 0

Why this step? We truncate Taylor after the linear term. The leftover quadratic term 12f(xn)()2\tfrac12 f''(x_n)(\cdot)^2 is the error we ignore — and that ignored term is exactly what gives quadratic convergence later.

Solving gives the same boxed formula. ✅

Figure — Newton-Raphson method — derivation, quadratic convergence

3. Quadratic convergence (WHY it's so fast)

Let the error be en=xnre_n = x_n - r. We want to relate en+1e_{n+1} to ene_n.

Taylor-expand f(r)f(r) around xnx_n (note f(r)=0f(r)=0 exactly): 0=f(r)=f(xn)+f(xn)(rxn)+12f(ξ)(rxn)20 = f(r) = f(x_n) + f'(x_n)(r-x_n) + \tfrac12 f''(\xi)(r-x_n)^2 for some ξ\xi between rr and xnx_n (Taylor remainder).

Why this step? This is an exact equation (remainder form), not an approximation. It lets us track the true error.

Since rxn=enr-x_n = -e_n: 0=f(xn)f(xn)en+12f(ξ)en20 = f(x_n) - f'(x_n)\,e_n + \tfrac12 f''(\xi)\,e_n^2

Divide by f(xn)f'(x_n) and rearrange: f(xn)f(xn)=enf(ξ)2f(xn)en2\frac{f(x_n)}{f'(x_n)} = e_n - \frac{f''(\xi)}{2f'(x_n)}e_n^2

Now substitute the iteration xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \frac{f(x_n)}{f'(x_n)}: xn+1=xnen+f(ξ)2f(xn)en2x_{n+1} = x_n - e_n + \frac{f''(\xi)}{2f'(x_n)}e_n^2

But xnen=rx_n - e_n = r, so xn+1r=f(ξ)2f(xn)en2x_{n+1} - r = \dfrac{f''(\xi)}{2f'(x_n)}e_n^2:

Conditions for this to hold: f(r)0f'(r)\neq 0 (simple root), ff'' continuous, and starting guess "close enough" to rr. If f(r)=0f'(r)=0 (a multiple root), convergence drops to merely linear.


4. Worked examples


5. Common mistakes (Steel-manned)


6. Active recall

Recall Quick self-test (hide and answer)
  1. State the iteration formula and what each part means geometrically.
  2. Derive it from the tangent line.
  3. Why is convergence quadratic? Which assumption is essential?
  4. What happens at a multiple root? At f(xn)=0f'(x_n)=0?
Newton-Raphson iteration formula
xn+1=xnf(xn)f(xn)x_{n+1} = x_n - \dfrac{f(x_n)}{f'(x_n)}
Geometric meaning of the iteration
xn+1x_{n+1} is where the tangent at (xn,f(xn))(x_n,f(x_n)) crosses the x-axis
Error recurrence for Newton-Raphson
en+1=f(ξ)2f(xn)en2e_{n+1} = \dfrac{f''(\xi)}{2f'(x_n)}e_n^2 (so en+1Cen2|e_{n+1}|\approx C|e_n|^2)
Order of convergence (simple root)
Quadratic — number of correct digits roughly doubles each step
Essential condition for quadratic convergence
f(r)0f'(r)\neq 0 (simple root), ff'' continuous, good starting guess
What kills quadratic convergence
A multiple root (f(r)=0f'(r)=0) drops it to linear
What happens if f(xn)=0f'(x_n)=0
Horizontal tangent → xn+1x_{n+1} diverges to infinity; iteration breaks
Newton iteration for a\sqrt a from f=x2af=x^2-a
xn+1=12(xn+axn)x_{n+1}=\tfrac12\left(x_n+\dfrac{a}{x_n}\right) (Babylonian average)
Newton iteration for 1/a1/a (division-free)
xn+1=xn(2axn)x_{n+1}=x_n(2-a x_n)
Two derivations of the formula
Tangent-line geometry, and truncating Taylor at the linear term

Recall Feynman: explain to a 12-year-old

Imagine you're skiing down a hill blindfolded trying to reach the very bottom of the valley (where height = 0). You can feel which way the slope tilts under your skis. So you point straight down that slope and slide in a perfectly straight line until you'd hit "ground level," and stop there. You're now much closer to the bottom. Feel the new slope, slide again. Each slide gets you way, way closer — like halving then quartering then... your distance shrinks super fast. The "slope under your skis" is ff', the "how high you still are" is ff, and sliding to ground level is the subtraction f/ff/f'.


Connections

  • Bisection Method — guaranteed but only linear; pair with Newton for robust hybrids (Brent's Method).
  • Secant Method — Newton without ff'; uses a finite-difference slope, convergence order 1.618\approx 1.618.
  • Taylor Series — the engine behind both the formula and the error analysis.
  • Fixed-Point Iteration — Newton is fixed-point iteration with g(x)=xffg(x)=x-\frac{f}{f'}, chosen so g(r)=0g'(r)=0.
  • Order of Convergence — defines what "quadratic" formally means.
  • Multiple Roots — where the method slows down.

Concept Map

approximate curve by

geometric route A

truncate linear term, analytic route B

formula

requires

ignored quadratic term

track true error e_n

gives

explains

means

Solve f x =0 too hard

Tangent line at x_n

Newton-Raphson iteration

Taylor expand f around x_n

x_n+1 = x_n − f/f prime

f prime x_n not equal 0

Source of fast error

Exact Taylor remainder at root r

Error recurrence

e_n+1 = C · e_n squared

Quadratic convergence, error squares each step

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, Newton-Raphson ka core idea bahut simple hai: humein f(x)=0f(x)=0 solve karna hai, lekin equation tedhi-medhi hai. Toh hum cheating karte hain — kisi guess point pe curve ki jagah uski tangent line (seedhi line) le lete hain. Line ka root nikalna trivial hai, bas dekho line x-axis ko kahan kaatti hai. Wahi humara next, behtar guess ban jaata hai. Formula yaad rakho: naya = purana − height/slope, yaani xn+1=xnf(xn)f(xn)x_{n+1}=x_n-\frac{f(x_n)}{f'(x_n)}.

Iski sabse killer baat hai quadratic convergence. Matlab error har step pe square ho ke chhota hota hai: en+1Cen2e_{n+1}\approx C\,e_n^2. Practically iska matlab — har iteration pe correct digits double ho jaate hain! Agar abhi 3 sahi digit hain, next step pe 6, phir 12. Isiliye calculators aur computers internally yahi method use karte hain (jaise 2\sqrt2 ya division nikalne ke liye).

Lekin do warnings: pehla, agar f(xn)=0f'(x_n)=0 ho gaya (flat tangent), toh line x-axis ko kabhi nahi kaategi aur tumhara guess infinity pe ud jaayega — toh slope check karte raho. Doosra, agar root multiple hai (yaani f(r)=0f'(r)=0 at the root), toh quadratic speed mar jaati hai aur sirf linear convergence milti hai. Aur haan, starting guess accha hona chahiye — galat jagah se start karoge toh method diverge ya oscillate kar sakta hai. Isliye pehle curve ka rough sketch ya bracketing kar lo, phir Newton chalao.

Test yourself — Numerical Methods

Connections