Numerical Analysis

Roots of Nonlinear Equations

Topic: Newton-Raphson Method
Newton-Raphson Method
• This method is one of the most widely used methods to solve
equations also known as the Newton-Raphson.
• The idea for the method comes from a Taylor series expansion,
where you know the function and its’ first derivative.
f(xk+1 ) = f(xk) + (xk+1 - xk)*f ‘(xk) + ...

• The goal of the calculations is to find a f(x)=0, so set f(xk+1 ) = 0 and

rearrange the equation. [ f ‘(xk) is the first derivative of f(x). ]
0 = f(xk) + (xk+1 - xk)*f ‘(xk)
xk+1 = xk - [ f(xk) / f ‘(xk) ]
Newton-Raphson Method
• The method uses the slope f(x)
of the line to project to the
x axis and find the root.
f(xi)
• The method converges on [x f ( x )]
i, i

the solution quickly.

f(xi-1)
f(x i )
xi +1 = x i -
f ′(xi )
θ
x
xi+ 2 xi+ 1 xi
Derivation
f(x) AB
tan(α ) =
AC

f(xi) B
f ( xi )
f ' ( xi ) =
xi − xi +1

α A f ( xi )
C
x xi +1 = xi −
xi+1 xi f ' ( xi )
Algorithm for Newton-Raphson
Method
Step 1
Evaluate df/dx = f′ (x) symbolically: that is find an analytical
expression for the first derivative of the function with
respect to x.
 Newton-Raphson Method: Step 2
Calculate the next estimate of the root

f(xi )
xi +1 = xi -
f'(xi )

Find the absolute relative approximate error

xi +1- xi
∈a = x 100
xi +1
Step 3
• Find if the absolute relative approximate error is
greater than the pre-specified relative error tolerance.

• If so, go back to step 2, else stop the algorithm.

• Also check if the number of iterations has exceeded

the maximum number of iterations.
Newton-Raphson Method: Example
• You are working for ‘DOWN THE TOILET COMPANY’ that makes floats for
ABC commodes. The ball has a specific gravity of 0.6 and has a radius
of 5.5 cm. You are asked to find the distance to which the ball will get
submerged when floating in water.
Newton-Raphson Method: Example
1
Solution:
The equation that gives the depth ‘x’ to which the ball is
submerged under water is given by

f ( x ) = x 3-0.165 x 2+3.993 x10 - 4

f ( x ) = 3 x 2 -0.33 x

Use the Newton’s method of

finding roots of equations to find
the depth ‘x’ to which the ball is
submerged under water. Conduct
three iterations to estimate the
root of the above equation.
Graph of function f(x)

f ( x ) = x 3-0.165 x 2
+3.993 x10 - 4
Iteration #1
x0 = 0.02
f ( x0 )
x1 = x0 −
f ' ( x0 )
3.413x 10 −4
x1 = 0.02 −
− 5.4 x10 −3
= 0.08320
∈a = 75 .96 %
Iteration #2
x1 = 0.08320
f ( x1 )
x2 = x1 −
f ' ( x1 )
− 1.670 x10 −4
x2 = 0.08320 −
− 6.689 x10 −3
= 0.05824
∈a = 42.86%
Iteration #3
x2 = 0.05824
f ( x2 )
x3 = x2 −
f ' ( x2 )
3.717 x10 −5
= 0.05284 −
− 9.043 x10 −3
= 0.06235
∈a = 6.592 %
Newton’s Method: computer algo
Do while |x2 - x1| >= tolerance value 1
or |f(x2)|>= tolerance value 2
or f’(x1) ~= 0

Set x2 = x1 - f(x1)/f’(x1)

Set x1 = x2;

END loop
Example 2:
• Let us solve the following
problem:
x5 + x3 + 4x2 - 3x – 2 = 0
Then f(x) = x5 + x3 + 4x2 - 3x – 2
df/dx = 5x4 + 3x2 + 8x - 3
• Let us first draw a graph and
see where are the roots;
• The roots are between (-1.7,-
1.3), (-1,0), & (0.5,1.5)
• Then let us write a computer
program in MATLAB that
will compute the root using
Newton-Raphson method.
Computer Program in MATLAB
% A program that Uses Newton-Raphson method
% to find the roots of x = x^3 +x^2 -3x -3
% Input: x0 = initial guess;
% n = number of iterations; default: n = 10;
% Output: x = estimate of the root;
n = 10; x0 = -2.0
x = x0; % Initial Guess

fprintf(' k f(x) dfdx x(k+1)\n');

for k=1:n
f = x^5 + x^3 + 4*x^2 - 3*x - 2;
dfdx = 5*x^4 + 3*x^2 + 8*x - 3;
x = x - f/dfdx;
fprintf('%3d %12.3e %12.3e %18.15f\n',k-1,f,dfdx,x);
end
Newton’s Method
Result of the computer program: x0 = -2.0 and iterations n = 10.

k f(x) dfdx x(k+1)

0 -2.000e+001 7.300e+001 -1.726027
1 -5.367e+000 3.651e+001 -1.579022
2 -1.043e+000 2.293e+001 -1.533545
3 -8.054e-002 1.944e+001 -1.529401
4 -6.276e-004 1.914e+001 -1.529368
5 -3.911e-008 1.914e+001 -1.529368
6 -2.665e-015 1.914e+001 -1.529368
7 3.553e-015 1.914e+001 -1.529368
8 -2.665e-015 1.914e+001 -1.529368
9 3.553e-015 1.914e+001 -1.529368

The root value is x = -1.529368 and it was obtained after 4 iterations.

Advantages

• Converges fast, if it converges

• Requires only one guess
Drawbacks (continued)
1.00E-05
f(x)
7.50E-06

5.00E-06

2.50E-06

0.00E+00
-0.03 -0.02 -0.01 0 0.01 0.02 0.03
-2.50E-06
0.02
-5.00E-06

f ( x ) = x 3 − 0.03x 2 + 2.4x10−6 = 0
-7.50E-06

-1.00E-05

Division by
zero
Drawbacks (continued)
1.5
f(x)
1

0.5

x
0
-2
-0.0630690 0.54990 2 4
4.462 6
7.539828 10

-0.5

-1

-1.5

f ( x ) = Sin x = 0

Root Jumping
 Drawbacks (continued)
6
f(x)
5

4
f ( x) = x2 + 2 = 0
3
3

2
2

11
4
x
0
-2 -1 0 1 2 3
-1.75 -0.3040 0.5 3.142
-1

Oscillations near Local Maxima or Minima

Example 3:
• Let us solve the following
problem:
x3 - 4x2 + x – 10 = 0
Then f(x) = x3 - 4x2 + x – 10
df/dx = 3x2 -8 x + 1
• Let us first draw a graph and
see where are the roots;
• The roots are between (3,6).
• Then let us write a computer
program in MATLAB that
will compute the root using
Newton-Raphson method.
Example 3: Computer Program
% A program that Uses Newton-Raphson method
% to find the roots of x = x^3 +x^2 -3x -3
% Input: x0 = initial guess;
% n = number of iterations; default: n = 10;
% Output: x = estimate of the root;
n = 10; x0 = 3.0
x = x0; % Initial Guess

fprintf(' k f(x) dfdx x(k+1)\n');

for k=1:n
f = x^3 - 4*x^2 + x – 10.0;
dfdx = 3*x^2 - 8*x + 1.0;
x = x - f/dfdx;
fprintf('%3d %12.3e %12.3e %18.15f\n',k-1,f,dfdx,x);
end
Example 3: results
Result of the computer program: x0 = -2.0 and iterations n = 10.

k f(x) dfdx x(k+1)

0 -1.600e+001 4.000e+000 7.000000
1 1.440e+002 9.200e+001 5.434783
2 3.781e+001 4.613e+001 4.615102
3 7.716e+000 2.798e+001 4.339292
4 7.280e-001 2.277e+001 4.307327
5 9.181e-003 2.220e+001 4.306913
6 1.526e-006 2.219e+001 4.306913
7 4.796e-014 2.219e+001 4.306913
8 3.553e-015 2.219e+001 4.306913
9 3.553e-015 2.219e+001 4.306913
>>

The root value is x = 4.306913 and it was obtained after 5 iterations.

Example 4:
• Let us solve the following
problem:
exp(x)+x - 10 = 0
Then f(x) = exp(x) + x – 10.
df/dx = exp(x) + 1.
• Let us first draw a graph and see
where are the roots;
• The roots are between (0, 4).
• Then let us write a computer
program in MATLAB that will
compute the root using Newton-
Raphson method.
Example 4: Computer Program
% A program that Uses Newton-Raphson method
% to find the roots of x = x^3 +x^2 -3x -3
% Input: x0 = initial guess;
% n = number of iterations; default: n = 10;
% Output: x = estimate of the root;
n = 10; x0 = 0.0
x = x0; % Initial Guess

fprintf(' k f(x) dfdx x(k+1)\n');

for k=1:n
f = exp(x) + x – 10.0;
dfdx = exp(x) + 1.0;
x = x - f/dfdx;
fprintf('%3d %12.3e %12.3e %18.15f\n',k-1,f,dfdx,x);
end
Example 4: results
Result of the computer program: x0 = -2.0 and iterations n = 10.

k f(x) dfdx x(k+1)

0 -9.000e+000 2.000e+000 4.500000
1 8.452e+001 9.102e+001 3.571415
2 2.914e+001 3.657e+001 2.774566
3 8.806e+000 1.703e+001 2.257515
4 1.817e+000 1.056e+001 2.085456
5 1.337e-001 9.048e+000 2.070678
6 8.746e-004 8.930e+000 2.070580
7 3.803e-008 8.929e+000 2.070580
8 0.000e+000 8.929e+000 2.070580
9 0.000e+000 8.929e+000 2.070580
>>

The root value is x = 2.070580