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In 1690, Joseph Raphson published a simplified description in Analysis aequationum universalis. Newton's method was first published in 1685 in A Treatise of Algebra both Historical and Practical by John Wallis. Newton's method was used by 17th-century Japanese mathematician Seki Kōwa to solve single-variable equations, though the connection with calculus was missing. A special case of Newton's method for calculating square roots was known since ancient times and is often called the Babylonian method. The essence of Vieta's method can be found in the work of the Persian mathematician Sharaf al-Din al-Tusi, while his successor Jamshīd al-Kāshī used a form of Newton's method to solve x P − N = 0 to find roots of N (Ypma 1995). Newton may have derived his method from a similar but less precise method by Vieta.
NUMERICAL METHODS FOR MATHEMATICS JOHN H MATHEWS PDF MERGE SERIES
Newton applied this method to both numerical and algebraic problems, producing Taylor series in the latter case. He did not explicitly connect the method with derivatives or present a general formula. He used each correction to rewrite the polynomial in terms of the remaining error, and then solved for a new correction by neglecting higher-degree terms. Newton applied the method only to polynomials, starting with an initial root estimate and extracting a sequence of error corrections. However, his method differs substantially from the modern method given above. The name "Newton's method" is derived from Isaac Newton's description of a special case of the method in De analysi per aequationes numero terminorum infinitas (written in 1669, published in 1711 by William Jones) and in De metodis fluxionum et serierum infinitarum (written in 1671, translated and published as Method of Fluxions in 1736 by John Colson). However, the extra computations required for each step can slow down the overall performance relative to Newton's method, particularly if f or its derivatives are computationally expensive to evaluate. Householder's methods are similar but have higher order for even faster convergence. More details can be found in the analysis section below. Furthermore, for a zero of multiplicity 1, the convergence is at least quadratic (see rate of convergence) in a neighbourhood of the zero, which intuitively means that the number of correct digits roughly doubles in every step. But, in the absence of any intuition about where the zero might lie, a "guess and check" method might narrow the possibilities to a reasonably small interval by appealing to the intermediate value theorem.) The method will usually converge, provided this initial guess is close enough to the unknown zero, and that f ′( x 0) ≠ 0. We start the process with some arbitrary initial value x 0.
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If the function satisfies sufficient assumptions and the initial guess is close, then The most basic version starts with a single-variable function f defined for a real variable x, the function's derivative f ′, and an initial guess x 0 for a root of f. In numerical analysis, Newton's method, also known as the Newton–Raphson method, named after Isaac Newton and Joseph Raphson, is a root-finding algorithm which produces successively better approximations to the roots (or zeroes) of a real-valued function.
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For Newton's method for finding minima, see Newton's method in optimization. This article is about Newton's method for finding roots.