Newton's finding root method - n digits accuracy
$begingroup$
I have read about the Newton's method in Wikipedia.
https://en.wikipedia.org/wiki/Newton%27s_method
By checking the pseudocode in the thread,
I have noticed a tolerance is defined (in that case $10^{-7}$).
and if
$|x_n-x_{n-1}|le tolerancecdot|x_n|$
is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).
I'd appreciate if anyone could explain why is that true?
For the sake of my question, let's assume that the method converges.
numerical-methods roots newton-raphson
$endgroup$
add a comment |
$begingroup$
I have read about the Newton's method in Wikipedia.
https://en.wikipedia.org/wiki/Newton%27s_method
By checking the pseudocode in the thread,
I have noticed a tolerance is defined (in that case $10^{-7}$).
and if
$|x_n-x_{n-1}|le tolerancecdot|x_n|$
is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).
I'd appreciate if anyone could explain why is that true?
For the sake of my question, let's assume that the method converges.
numerical-methods roots newton-raphson
$endgroup$
add a comment |
$begingroup$
I have read about the Newton's method in Wikipedia.
https://en.wikipedia.org/wiki/Newton%27s_method
By checking the pseudocode in the thread,
I have noticed a tolerance is defined (in that case $10^{-7}$).
and if
$|x_n-x_{n-1}|le tolerancecdot|x_n|$
is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).
I'd appreciate if anyone could explain why is that true?
For the sake of my question, let's assume that the method converges.
numerical-methods roots newton-raphson
$endgroup$
I have read about the Newton's method in Wikipedia.
https://en.wikipedia.org/wiki/Newton%27s_method
By checking the pseudocode in the thread,
I have noticed a tolerance is defined (in that case $10^{-7}$).
and if
$|x_n-x_{n-1}|le tolerancecdot|x_n|$
is satisfied then the root is found with the same accuracy (or better) of the tolerance (7 digits in our case).
I'd appreciate if anyone could explain why is that true?
For the sake of my question, let's assume that the method converges.
numerical-methods roots newton-raphson
numerical-methods roots newton-raphson
edited Jan 11 at 17:22
Um Shmum
asked Jan 11 at 17:06
Um ShmumUm Shmum
1298
1298
add a comment |
add a comment |
1 Answer
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$begingroup$
Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.
For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.
$endgroup$
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
add a comment |
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1 Answer
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1 Answer
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$begingroup$
Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.
For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.
$endgroup$
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
add a comment |
$begingroup$
Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.
For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.
$endgroup$
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
add a comment |
$begingroup$
Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.
For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.
$endgroup$
Close to the root you may assume that $|x_n-x_*|<Ccdot|x_n-x_{n-1}|^2=ϵ|x_n-x_{n-1}|$ with some reasonably small $ϵll 1$. Thus it is safe to claim that more than $7$ leading digits are correct if the relative step size is $10^{-7}$.
For this to fail the factor $C$ would have to be excessively large, which could happen with closely clustered roots (like for example $x^7+10^{-9}$) or an otherwise wildly oscillating function. Most of the examples you see that do not involve large numbers or small constants do not fall in that class.
answered Jan 11 at 22:00
LutzLLutzL
58k42054
58k42054
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
add a comment |
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Why can I assume that inequality?
$endgroup$
– Galush Balush
Jan 12 at 17:29
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
$begingroup$
Because of the quadratic convergence. $|f(x_n)|le frac{|f''|}2|x_n-x_{n-1}|^2$, and $f(x_n)approx f'(x_*)(x_n-x_*)$.
$endgroup$
– LutzL
Jan 12 at 17:32
add a comment |
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