Chapter 4
Differential Calculus and Its Uses





4.3 Solving Nonlinear Equations
      by Linearization: Newton's Method

4.3.2 Newton's Method

Here's our plan for finding a root r of the equation f ( t ) = 0 : We start close to t = r , say, at t = t 0 . We find the slope of the graph at the point ( t 0 , f ( t 0 ) ) as f ( t 0 ) . Our next guess will be the number t 1 at which a line of slope f ( t 0 ) crosses the horizontal axis. That number won't necessarily be the solution of f ( t ) = 0 that we seek, but it will usually be much closer than t 0 was. Then we start over, replacing t 0 by t 1 . The key to the success of this idea is the "much closer" that we achieve at each step, which usually makes it unnecessary to do more than a few steps.

In our example, f ( t ) = e 3 t - t 2 , so f ( t ) = 3 e 3 t - 2 t . We start at the point ( - 0.479 , 0.008 ) , so our slope (see Figure 3) is

f ( - 0.479 ) = 3 e 3 ( - 0.479 ) - 2 ( - 0.479 ) = 1.670918828.
Figure 3   First approximation step

Now our calculation proceeds very much as before. Again we equate two expressions for the slope: the value, `1.670918828`, of the derivative and the slope of the line from the upper right point ( - 0.479 , 0.008 ) to the point ( t 1 , 0 ) of intersection with the `t`-axis. Equating these two slope calculations, we find

1.670918828 = 0.008 - 0 - 0.479 - t 1 .

When we clear the fraction and solve for t 1, we get

t 1 = - 0.479 - 0.008 1.670918828 = - 0.48378778... .

This is a little better than before — the error is about `0.00012` — but it's still not correct to `10` places. On the other hand, if we start again from t 1 and calculate the next guess t 2 , we get

t 2 = t 1 - f ( t 1 ) f ( t 1 )
  = - 0.4837... - 0.00020008... 1.67032768...
  = - 0.4839075714.

Now we're getting somewhere. The error, when we compare this answer with that from a calculator's or computer's Root function, is about 4 × 10 - 10 , so we're already at `9`-place accuracy, with just two steps.

Let's outline the calculation in general. The slope of the graph of `f` at t = t 0 is f ( t 0 ) . The point ( t 1 , 0 ) is also on the line through ( t 0 , y 0 ) with the same slope. Thus, the slope also has the form "rise over run" or

( 0 - y 0 ) ( t 1 - t 0 ) ,

where y 0 represents f ( t 0 ) . Now we set our two expressions for slope equal:

f ( t 0 ) = - y 0 t 1 - t 0 .

And we solve for t 1 :

t 1 - t 0 = y 0 f ( t 0 ) ,
t 1 = t 0 - y 0 f ( t 0 ) .

This equation tells us how to get from t 0 to t 1 : Subtract the ratio of the function value at t 0 to the slope at t 0 . Look at Figure 4, and explain the calculation to yourself in these terms: The run is the rise divided by the slope. Be sure you understand where the minus sign comes from.

Figure 4   First two steps in Newton's Method for solving f ( t ) = 0

Now we get t 2 from t 1 in exactly the same way. Then t 3 from t 2 , and so on. In fact, what we have here is an iterative formula for generating the numbers t 1 , t 2 , t 3 , ... from the starting point t 0 :

t n + 1 = t n - f ( t n ) f ( t n ) .

This formula is generally known as Newton's Method for solving equations.

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