Newton-Raphson Method
Let us consider the solution of
. Assume
is a solution of this equation with
. Create a fixed-point iteration sequence,
with
and
.
is a function we can choose at will. Clearly, when
is bounded near
, then
. So for the iterative process to converge quadratically, we require that
. This means
> g:=x->x-phi(x)*f(x);
> D(g);
so that
> D(g)(p);
> eq:=subs(f(p)=0,D(g)(p)=0);
> solve(eq,phi(p));
This lead to the iterative scheme
> p[n+1]=p[n]-f(p[n])/(D(f)(p[n]));
which we should recognise as the Newton-Raphson Method. This is yet an alternative way to derive the Newton-Raphson formula and shows that it is a quadratic method by construction.