Newton’s method
E803455
Newton’s method is an iterative numerical technique used to find successively better approximations to the roots of a real-valued function.
Observed surface forms (1)
| Surface form | Occurrences |
|---|---|
| Newton method | 1 |
Statements (47)
| Predicate | Object |
|---|---|
| instanceOf |
numerical method
ⓘ
optimization method ⓘ root-finding algorithm ⓘ |
| advantage |
fast local convergence
ⓘ
high accuracy near root ⓘ |
| alsoKnownAs | Newton–Raphson method NERFINISHED ⓘ |
| appliesTo | differentiable functions ⓘ |
| assumes | nonzero derivative near root ⓘ |
| category | open root-finding method ⓘ |
| convergenceDependsOn |
quality of initial guess
ⓘ
smoothness of the function ⓘ |
| convergenceType | quadratic convergence near a simple root ⓘ |
| disadvantage |
can converge to an unintended root
ⓘ
can oscillate between points ⓘ may diverge for poor initial guesses ⓘ requires derivative information ⓘ |
| generalizedTo |
multivariate functions
ⓘ
systems of nonlinear equations ⓘ |
| geometricInterpretation | intersection of tangent line with x-axis ⓘ |
| historicalOrigin |
developed by Isaac Newton in the 17th century
ⓘ
independently developed by Joseph Raphson ⓘ |
| implementedIn | scientific computing libraries ⓘ |
| mayFailIf |
derivative at iterate is very small
ⓘ
derivative at iterate is zero ⓘ function is not differentiable at iterate ⓘ initial guess is far from any root ⓘ |
| multivariateUpdateFormula | x_{n+1} = x_n - J_f(x_n)^{-1} f(x_n) ⓘ |
| namedAfter |
Isaac Newton
NERFINISHED
ⓘ
Joseph Raphson NERFINISHED ⓘ |
| relatedTo |
fixed-point iteration
ⓘ
gradient-based optimization ⓘ secant method ⓘ |
| requires |
derivative evaluation
ⓘ
function evaluation ⓘ |
| requiresInitialValue | initial guess x_0 ⓘ |
| stoppingCriterion |
small change between successive iterates
ⓘ
small function value at iterate ⓘ |
| updateFormula | x_{n+1} = x_n - f(x_n)/f'(x_n) ⓘ |
| usedFor |
finding roots of real-valued functions
ⓘ
finding zeros of differentiable functions ⓘ solving nonlinear equations ⓘ |
| usedIn |
computer graphics
ⓘ
engineering computations ⓘ machine learning optimization ⓘ numerical analysis ⓘ scientific computing ⓘ |
| uses | Jacobian matrix for systems ⓘ |
Referenced by (2)
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this entity surface form:
Newton method