Introduction

Newton's Method, also known as the Newton-Raphson method, is a powerful technique for finding the zeros of a real-valued function. It uses successive, iterative linearization to converge to a root with remarkable speed and efficiency.

Concept and Iterative Linearization

Newton's Method starts with an initial guess $x_0$ for a root of the function $f(x)$. It then uses the tangent line at $f(x_0)$ to generate a better approximation. The iterative formula is derived from the linear approximation of $f(x)$ near $x_0$.

Given a function $f(x)$ and its derivative $f'(x)$, the next approximation $x_{n+1}$ is given by:

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This process is repeated until $x_{n+1}$ converges to a root of $f(x)$.

Mathematical Derivation

Starting with the Taylor series expansion of $f(x)$ around $x_n$:

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To find the root, set $f(x) = 0$:

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Solving for $x_{n+1}$:

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Example

Consider the function $f(x) = x^2 - 2$. The derivative is $f'(x) = 2x$. Using Newton's Method to find $\sqrt{2}$ , the root/zero of $f(x)$:

  1. Start with an initial guess, say $x_0 = 1$.
  2. Compute $x_1$:

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  1. Compute $x_2$: