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Newton-Raphson Method

4/17/2020

Electrical Engineering Majors

Authors: Autar Kaw, Jai Paul http://numericalmethods.eng.usf.edu

Transforming Numerical Methods Education for STEM

Undergraduates http://numericalmethods.eng.usf.edu

1

Newton-Raphson Method

http://numericalmethods.eng.usf.edu

f(x)

Newton-Raphson Method

f(x i

)

 x i , f

  i

 x i

1

= x i

- f f(x i

(x i

)

)

f(x i-1

)

 x i+2 x i+1 x i

X

3

Figure 1 Geometrical illustration of the Newton-Raphson method.

http://numericalmethods.eng.usf.edu

Derivation

f(x)

4

f(x i

) B tan(

  

AB

AC f ' ( x i

)

 x i f

( x i x i

)

1

C

 x i+1

A x i

X x i

1

 x i

 f f (

( x i x i

)

)

Figure 2 Derivation of the Newton-Raphson method.

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5

Algorithm for Newton-

Raphson Method

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6

Step 1

Evaluate f

( x ) symbolically.

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7

Step 2

x i

1

= x i

- f f x x i

  i

  i http://numericalmethods.eng.usf.edu

8

Step 3

 a

= x i

1

- x i x i

1

10 0

 http://numericalmethods.eng.usf.edu

9

Step 4

Compare the absolute relative approximate error

 s

Yes

Go to Step 2 using new estimate of the root.

Is ?

a s

No Stop the algorithm

Also, check if the number of iterations has exceeded the maximum number of iterations allowed. If so, one needs to terminate the algorithm and notify the user.

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Example 1

Thermistors are temperature-measuring devices based on the principle that the thermistor material exhibits a change in electrical resistance with a change in temperature. By measuring the resistance of the thermistor material, one can then determine the temperature.

Thermally conductive epoxy coating

For a 10K3A Betatherm thermistor, the relationship between the resistance,

R , of the thermistor and the temperature is given by

Tin plated copper alloy lead wires

Figure 3 A typical thermistor.

1

1 .

129241

10

3 

2 .

341077

10

4 ln

T where

T is in Kelvin and

R is in ohms.

8 .

775468

10

8

 ln

  

3 http://numericalmethods.eng.usf.edu

Example 1 Cont.

11

For the thermistor, error of no more than ±0.01

o C is acceptable.

To find the range of the resistance that is within this acceptable limit at 19 o C, we need to solve

19 .

01

1

273 .

15

1 .

129241

10

3 

2 .

341077

10

4 ln and

1

18 .

99

273 .

15

1 .

129241

10

3 

2 .

341077

10

4 ln

8 .

775468

10

8

 ln

  

3

8 .

775468

10

8

 ln

  

3

Use the Newton-Raphson method of finding roots of equations to find the resistance

R at 18.99

o C. a)

Conduct three iterations to estimate the root of the above equation. b)

Find the absolute relative approximate error at the end of each iteration and the number of significant digits at least correct at the end of each iteration.

http://numericalmethods.eng.usf.edu

Example 1 Cont.

Entered function on given interval

0.00002

11000 12000 13000 14000 15000

0.00002

0.00004

0.00006

Figure 4 Graph of the function f(R).

12 f ( R )

2 .

341077

10

4 ln

8 .

775468

10

8

 ln

  

3 

2 .

293775

10

3 http://numericalmethods.eng.usf.edu

13

Example 1 Cont.

Entered function on given interval with guess and estimated root Initial guess: R

0

15000

0.0001

0.00005

Iteration 1

The estimate of the root is

R

1

R

0

 f f

/

 

0

 

0

12000 14000 16000 18000 20000

R

1

15000

3 .

5383

10

5

1 .

7230

10

8

12946

0.00005

Figure 5 Graph of the estimate of the root after Iteration 1.

The absolute relative approximate error is

 a

12946

15000

12946

15.862%

The number of significant digits at least correct is 0.

100

4/17/2020 http://numericalmethods.eng.usf.edu

14

Example 1 Cont.

Entered function on given interval with guess and estimated root

0.0001

0.00005

0.00005

12000 14000 16000 18000 20000

Figure 6 Graph of the estimate of the root after Iteration 2.

Iteration 2

The estimate of the root is

R

2

R

1

 f f

/

 

1

 

1

R

2

12946

2 .

6140

10

6

1 .

9906

10

8

13078

The absolute relative approximate error is

 a

13078

12946

13078

100

1 .

0041 %

The number of significant digits at least correct is 1.

4/17/2020 http://numericalmethods.eng.usf.edu

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Example 1 Cont.

Entered function on given interval with guess and estimated root

0.0001

0.00005

0.00005

12000 14000 16000 18000 20000

Figure 7 Graph of the estimate of the root after Iteration 3.

Iteration 2

The estimate of the root is

R

3

R

2

 f f

/

 

2

 

2

13078

1 .

2914

10

8

1 .

9710

10

8

13078

The absolute relative approximate error is

 a

13078

13078

13078

100

0 .

0050097 %

The number of significant digits at least correct is 3.

4/17/2020 http://numericalmethods.eng.usf.edu

Advantages and Drawbacks of Newton Raphson Method

16 http://numericalmethods.eng.usf.edu

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17

Advantages

Converges fast (quadratic convergence), if it converges.

Requires only one guess http://numericalmethods.eng.usf.edu

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Drawbacks

1. Divergence at inflection points

Selection of the initial guess or an iteration value of the root that f

  diverging away from the root in ther Newton-Raphson method.

x f

   x

1

 x

0 .

512

 x

3 

3

1

 x i

3 

1

0 .

512

2

0

Table 1 shows the iterated values of the root of the equation.

The root starts to diverge at Iteration 6 because the previous estimate x

1

Eventually after 12 more iterations the root converges to the exact value of x

0 .

2 .

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Drawbacks – Inflection Points

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Table 1 Divergence near inflection point.

Iteration

Number

0

1

6

7

18

4

5

2

3 x i

5.0000

3.6560

2.7465

2.1084

1.6000

0.92589

−30.119

−19.746

0.2000

Figure 8 Divergence at inflection point for f

   x

1

3 

0 .

512

0 http://numericalmethods.eng.usf.edu

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Drawbacks – Division by Zero

2. Division by zero

For the equation f

 x

3 

0 .

03 x

2 

2 .

4

10

6 

0 the Newton-Raphson method reduces to x i

1

 x i

 x i

3 

0 .

03

3 x i

2 x i

2

2

0 .

06

.

4 x i

10

6 x

0 or x

0 .

02 denominator will equal zero.

Figure 9 Pitfall of division by zero or near a zero number http://numericalmethods.eng.usf.edu

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Drawbacks – Oscillations near local maximum and minimum

3. Oscillations near local maximum and minimum

Results obtained from the Newton-Raphson method may oscillate about the local maximum or minimum without converging on a root but converging on the local maximum or minimum.

Eventually, it may lead to division by a number close to zero and may diverge.

roots.

f

 

 x

2 

2

0 http://numericalmethods.eng.usf.edu

Drawbacks – Oscillations near local maximum and minimum

22

Table 3 Oscillations near local maxima and mimima in Newton-Raphson method.

Iteration

Number

0

1

2

3

4

5

6

7

8

9 x i

–1.0000

0.5

–1.75

–0.30357

3.1423

1.2529

–0.17166

5.7395

2.6955

0.97678

f

  i

3.00

2.25

5.063

2.092

11.874

3.570

2.029

34.942

9.266

2.954

 a

%

300.00

128.571

476.47

109.66

150.80

829.88

102.99

112.93

175.96

4

5

6 f(x)

3

3

2

2

1

1

4

-2

-1.75

-1

-0.3040

0

0

-1

0.5

1 2 3

3.142

Figure 10 Oscillations around local

  x http://numericalmethods.eng.usf.edu

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Drawbacks – Root Jumping

4. Root Jumping f

  of roots, one may choose an initial guess close to a root. However, the guesses may jump and converge to some other root.

1.5

f(x)

For example f

 

 sin x

0

1

0.5

Choose x

0

2 .

4

 

7 .

539822

It will converge to x

0

-2

0

-0.06307

0

-0.5

instead of x

2

 

6 .

2831853

-1

2

0.5499

4 6

4.461

8

7.539822

x

10

-1.5

Figure 11 Root jumping from intended location of root for f

 

 sin x

0 http://numericalmethods.eng.usf.edu

Additional Resources

For all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit http://numericalmethods.eng.usf.edu/topics/newton_ra phson.html

THE END

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